New bonds will be accepted to margin trading starting from 29.05.2020. 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
RU000A101M04
42%
45%
48%
500,000
2,500,000
2
RU000A101LS1
44%
47%
50%
200,000
1,000,000
3
XS2159874002
52%
55%
58%
300,000
1,500,000
4
RU000A101LJ0
17%
20%
23%
5
RU000A101MC3
14%
6
RU000A101PJ1
7
RU000A101LY9
240,000
1,200,000
8
RU000A101MB5
7%
10%
13%
30,000
150,000
9
RU000A100D89
100%
2,000
2,001
10
RU000A101MT7
