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What's new


28.02.18


Risk parameters for new bonds


New bonds will be accepted to margin trading starting from 28.02.2018. 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  

 RU000A0ZYCQ3

13.00%

16.00%

19.00%

           100 000  

             500 000  

        2  

 RU000A0ZYLC4

21.00%

24.00%

27.00%

           200 000  

          1 000 000  

        3  

 RU000A0ZYML3

14.00%

17.00%

20.00%

           250 000  

          1 250 000  

        4  

 RU000A0ZYMM1

24.00%

27.00%

30.00%

           100 000  

             500 000  

        5  

 RU000A0ZYR18

16.00%

19.00%

22.00%

           160 000  

             800 000  

        6  

 RU000A0ZYRX7

15.00%

18.00%

21.00%

           200 000  

          1 000 000  

        7  

 RU000A0ZYRY5

15.00%

18.00%

21.00%

           200 000  

          1 000 000  

        8  

 RU000A0ZYT40

18.00%

21.00%

24.00%

         1 000 000  

          5 000 000  

        9  

 XS1759801720

18.00%

21.00%

24.00%

             10 000  

               50 000  

      10  

 XS1772800204

18.00%

21.00%

24.00%

               6 000  

               30 000  

      11  

 RU000A0JXN21

100%

100%

100%

               2 000  

                2 001  

      12  

 RU000A0ZYDA5

100%

100%

100%

               2 000  

                2 001  

      13  

 RU000A0JXTB5

100%

100%

100%

               2 000  

                2 001  

      14  

 RU000A0ZYEQ9

100%

100%

100%

               2 000  

                2 001  

      15  

 RU000A0JUG72

100%

100%

100%

               2 000  

                2 001  

      16  

 RU000A0JXVG0

100%

100%

100%

               2 000  

                2 001  

      17  

 RU000A0JXQU1

100%

100%

100%

               2 000  

                2 001  

      18  

 RU000A0ZYU54

100%

100%

100%

               2 000  

                2 001