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08.06.17


Risk parameters for new bonds


New bonds will be accepted to margin trading starting from June 09, 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

XS1501561739

14%

17%

20%

10 000

50 000

XS1503160571

11%

14%

17%

8 000

40 000

XS1502188375

19%

22%

25%

3 000

15 000

XS1589324075

21%

24%

27%

20 000

100 000

XS1599428726

17%

20%

23%

10 000

50 000

XS0842078536

25%

28%

31%

28 242

141 212

XS0848530977

26%

29%

32%

40 000

200 000