mssect52mssect

What's new


13.11.17


Risk parameters for new bonds


New bonds will be accepted to margin trading starting from 13.11.2017. 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  

 RU000A0ZYDS7

17%

20%

23%

           500 000  

          2 500 000   

        2  

 RU000A0ZYDH0

17%

20%

23%

           180 000  

             900 000  

        3  

 RU000A0ZYCM2

19%

22%

25%

           200 000  

          1 000 000  

        4  

 RU000A0ZYC98

17%

20%

23%

           300 000  

          1 500 000  

        5  

 RU000A0ZYEE5

15%

18%

21%

           200 000  

          1 000 000  

        6  

 RU000A0ZYDD9

22%

25%

28%

           500 000  

          2 500 000  

        7  

 RU000A0JTF50

100%

100%

100%

               2 000  

                2 001  

        8  

 RU000A0JTPD7

100%

100%

100%

               2 000  

                2 001  

        9  

RU000A0JUQR3

100%

100%

100%

               2 000  

                2 001  

      10  

 RU000A0ZYCD1

100%

100%

100%

               2 000  

                2 001  

      11  

 RU000A0ZYC31

100%

100%

100%

               2 000  

                2 001