08.02.2016 18:56
Risk parameters for new securities
New bonds will be accepted to margin trading starting from February, 09 2016. From this date on, the following risk parameters will be applied:
| № | ISIN | Trading Code | Minimum Initial Margin for the Market Risk, % | Concentration Limit, numbers of the securities |
|||
|---|---|---|---|---|---|---|---|
| Level 1, S_1_min |
Level 2, S_2_min |
Level 3, S_3_min |
Level 1 | Level 2 | |||
| 1 | RU000A0JU4X8 | RU000A0JU4X8 | 11% | 14% | 17% | 100000 | 500000 |
| 2 | RU000A0JVUY9 | RU000A0JVUY9 | 21% | 26% | 31% | 100000 | 500000 |
| 3 | RU000A0JVFJ1 | RU000A0JVFJ1 | 8% | 11% | 14% | 200000 | 1000000 |
| 4 | RU000A0JVSG0 | RU000A0JVSG0 | 8% | 11% | 14% | 200000 | 1000000 |
| 5 | RU000A0JUPP9 | RU000A0JUPP9 | 8% | 11% | 14% | 100000 | 500000 |
| 6 | RU000A0JUWM2 | RU000A0JUWM2 | 8% | 11% | 14% | 100000 | 500000 |
| 7 | RU000A0JUWR1 | RU000A0JUWR1 | 8% | 11% | 14% | 100000 | 500000 |
| 8 | RU000A0JVWC1 | RU000A0JVWC1 | 12% | 15% | 18% | 100000 | 500000 |
| 9 | RU000A0JTKD8 | RU000A0JTKD8 | 13% | 16% | 19% | 100000 | 500000 |
| 10 | RU000A0JTAQ1 | RU000A0JTAQ1 | 11% | 14% | 17% | 200000 | 1000000 |
| 11 | RU000A0JTKC0 | RU000A0JTKC0 | 13% | 16% | 19% | 200000 | 1000000 |
| 12 | RU000A0JTR15 | RU000A0JTR15 | 15% | 18% | 21% | 200000 | 1000000 |
| 13 | RU000A0JVFC6 | RU000A0JVFC6 | 7% | 10% | 13% | 100000 | 500000 |
| 14 | RU000A0JVW71 | RU000A0JVW71 | 18% | 23% | 28% | 300000 | 1500000 |
| 15 | RU000A0JQ7X7 | RU000A0JQ7X7 | 7% | 10% | 13% | 300000 | 1500000 |
| 16 | RU000A0JUAH8 | RU000A0JUAH8 | 8% | 11% | 14% | 300000 | 1500000 |
| 17 | RU000A0JTDL6 | RU000A0JTDL6 | 10% | 13% | 16% | 100000 | 500000 |
For further information, please contact the Public Relations Department at (495) 363-3232.