26.12.2017 16:44
Risk parameters for bonds
Bonds will be accepted to margin trading starting from 27.12.2017. 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 | |||
| 1 | RU000A0ZYJ83 | 8% | 11% | 14% | 200 000 | 1 000 000 | |
| 2 | RU000A0ZYHX8 | 21% | 24% | 27% | 600 000 | 3 000 000 | |