New bonds will be accepted to margin trading starting from 09.04.2020. From this date on, the following risk parameters will be applied:
№
Ticker
Minimum Initial Margin for the Market Risk, %
Concentration Limit, # of securities
Level 1, S_1_min
Level 2, S_2_min
Level 3, S_3_min
Level 1
Level 2
1
RU000A101GJ0
18%
21%
24%
200 000
1 000 000
2
RU000A101FY1
14%
17%
20%
3
RU000A101H84
34%
37%
40%
300 000
1 500 000
4
RU000A100PQ8
13%
16%
19%
160 000
800 000
5
RU000A101D13
6
RU000A101HJ8
7
RU000A101FG8
22%
25%
28%
8
RU000A101FC7
9
RU000A101GZ6
23%
600 000
3 000 000
10
XS2131995958
916 889
4 584 445
11
RU000A101HP5
100%
2 000
2 001
12
RU000A1005Y9
13
RU000A101EW8
