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07.08.17


Risk parameters for new bonds


New bonds will be accepted to margin trading starting from August 8, 2017. 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

XS1324216768

7%

10%

13%

        10 000  

          50 000  

2

RU000A0JUA45

9%

12%

15%

      100 000  

        500 000  

3

RU000A0JXT58

13%

16%

19%

      200 000  

    1 000 000  

4

RU000A0JXP45

14%

17%

20%

      200 000  

    1 000 000  

5

RU000A0JXMH7

14%

17%

20%

      200 000  

    1 000 000