New bonds will be accepted to margin trading starting from 23.04.2020. 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
XS2157526315
19%
22%
25%
1 602 220
8 011 100
2
RU000A101KK0
8%
11%
14%
130 000
650 000
3
RU000A101D54
12%
15%
18%
712 000
3 560 000
4
RU000A1015E0
100%
2 000
2 001
5
RU000A101FR5
6
RU000A100A41
7
RU000A1015A8
8
RU000A0ZZFH2
9
XS2121431113
10
XS2154338623
