10.02.2015 19:11
On Anticipated Changes in the NCC Clearing List: MTS Bonds Inclusion
MTS bonds will be included in the Clearing List starting from February, 11 2015. From this date on, the following risk parameters will be applied:
| № | ISIN | 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 | RU000A0JTTA5 | 25% | 30% | 40% | 200 000 | 1 000 000 |
| 2 | RU000A0JQ0E2 | 17% | 22% | 32% | 200 000 | 1 000 000 |
| 3 | RU000A0JPTJ4 | 25% | 30% | 40% | 200 000 | 1 000 000 |
| 4 | RU000A0JQ8Q9 | 17% | 22% | 32% | 200 000 | 1 000 000 |
| 5 | RU000A0JR4H6 | 20% | 25% | 35% | 200 000 | 1 000 000 |
| 6 | RU000A0JR4J2 | 17% | 22% | 32% | 200 000 | 1 000 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.