05.03.2015 20:02
On Anticipated Changes in the NCC Clearing List: OFZs Inclusion
OFZs will be included in the Clearing List starting from March, 06 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 | RU000A0JV7K7 | 9% | 12% | 16% | 1 000 000 | 5 000 000 |
| 2 | RU000A0JV7J9 | 11% | 14% | 18% | 1 000 000 | 5 000 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.