mssect52mssect

What's new


06.02.18


Risk parameters for new bonds


New bonds will be accepted to margin trading starting from 07.02.2018. 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

XS0889401054

6%

9%

12%

11 421

57 106

2

RU000A0JWK90

17%

20%

23%

400 000

2 000 000

3

RU000A0ZYM05

14%

17%

20%

100 000

500 000

4

RU000A0JT8R4

100%

100%

100%

2 000

2 001

5

RU000A0ZYDU3

100%

100%

100%

2 000

2 001

6

RU000A0JWB67

7%

10%

13%

200 000

1 000 000

7

RU000A0JXPD9

100%

100%

100%

2 000

2 001

8

RU000A0JWN89

100%

100%

100%

2 000

2 001

9

RU000A0ZYCR1

100%

100%

100%

2 000

2 001

10

RU000A0ZYLH3

13%

16%

19%

300 000

1 500 000

11

RU000A0ZYNY4

19%

22%

25%

200 000

1 000 000

12

RU000A0ZYPG6

16%

19%

22%

120 000

600 000

13

RU000A0ZYQY7

100%

100%

100%

2 000

2 001

14

RU000A0ZYLG5

17%

20%

23%

600 000

3 000 000