17.08.2016 20:26

Risk parameters for new bonds

New bonds will be accepted to margin trading starting from August 18, 2016. 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
RU000A0JV243 10% 13% 16% 600000 3000000
RU000A0JV250 10% 13% 16% 600000 3000000
RU000A0JV268 10% 13% 16% 600000 3000000
RU000A0JV292 20% 23% 26% 2000000 10000000
RU000A0JV284 20% 23% 26% 2000000 10000000
RU000A0JV789 20% 23% 26% 1000000 5000000
RU000A0JV7D2 20% 23% 26% 1000000 5000000
RU000A0JV7C4 20% 23% 26% 1000000 5000000
RU000A0JV2A9 20% 23% 26% 500000 2500000
RU000A0JV797 20% 23% 26% 500000 2500000
RU000A0JV771 20% 23% 26% 500000 2500000

For further information, please contact the Public Relations Department at (495) 363-3232.

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