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What's new


13.02.18


Risk parameters for new bonds


New bonds will be accepted to margin trading starting from 14.02.2018. 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  

 RU000A0ZYRL2

3.00%

4.00%

5.00%

         1 000 000  

          5 000 000  

        2  

 RU000A0JWM56

17.00%

20.00%

23.00%

           200 000  

          1 000 000  

        3  

 RU000A0JXYS9

18.00%

21.00%

24.00%

           200 000  

          1 000 000