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What's new


07.06.17


Risk parameters for new bonds


New bonds will be accepted to margin trading starting from June 08, 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

RU000A0JXN05

18%

21%

24%

300 000

1 500 000

RU000A0JXQK2

18%

21%

24%

800 000

4 000 000

RU000A0JW1G7

15%

18%

21%

180 000

  900 000

RU000A0JXMP0

14%

17%

20%

100 000

  500 000

RU000A0JXQD7

14%

17%

20%

600 000

3 000 000

RU000A0JS6T5

12%

15%

18%

200 000

1 000 000