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What's new


06.06.17


Risk parameters for new bonds


New bonds will be accepted to margin trading starting from June 06, 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

RU000A0JWM31

7%

10%

13%

100 000

500 000

RU000A0JXE06

19%

22%

25%

200 000

1 000 000

RU000A0JXEV5

16%

19%

22%

200 000

1 000 000

RU000A0JXFY6

16%

19%

22%

300 000

1 500 000