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What's new


24.08.17


Risk parameters for new bonds


New bonds will be accepted to margin trading starting from 24.08.2017. 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  

 RU000A0JX017

100.00%

100.00%

100.00%

               2 000  

                2 001  

        2  

 RU000A0JXMQ8

13.00%

16.00%

19.00%

           200 000  

          1 000 000  

        3  

 RU000A0JXNF9

16.00%

19.00%

22.00%

           300 000  

          1 500 000  

        4  

 RU000A0JXQ51

100.00%

100.00%

100.00%

               2 000  

                2 001  

        5  

 RU000A0JWEC7

100.00%

100.00%

100.00%

               2 000  

                2 001  

        6  

 RU000A0JWM49

100.00%

100.00%

100.00%

               2 000  

                2 001  

        7  

 XS1622146758

18.00%

21.00%

24.00%

             10 000  

               50 000