16.12.2015 19:12
Risk parameters for new securities
New bonds will be accepted to margin trading starting from December, 17 2015. 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 | RU000A0JUJ61 | RU000A0JUJ61 | 42% | 47% | 52% | 50 000 | 200 000 |
| 2 | RU000A0JUJ87 | RU000A0JUJ87 | 42% | 47% | 52% | 50 000 | 200 000 |
| 3 | RU000A0JULN3 | RU000A0JULN3 | 9% | 12% | 15% | 2 000 | 10 000 |
| 4 | XS0805582011 | XS0805582011 | 9% | 12% | 15% | 4 000 | 20 000 |
| 5 | RU000A0JS5E9 | RU000A0JS5E9 | 10% | 13% | 16% | 200 000 | 1 000 000 |
| 6 | RU000A0JS5M2 | RU000A0JS5M2 | 10% | 13% | 16% | 200 000 | 1 000 000 |
| 7 | RU000A0JS5F6 | RU000A0JS5F6 | 10% | 13% | 16% | 400 000 | 2 000 000 |
| 8 | RU000A0JUV81 | RU000A0JUV81 | 8% | 11% | 13% | 50 000 | 200 000 |
| 9 | RU000A0JVNB2 | RU000A0JVNB2 | 15% | 20% | 25% | 50 000 | 200 000 |
Bonds RU000A0JS5E9 and RU000A0JS5M2 will be banned from shortsells.
For further information, please contact the Public Relations Department at (495) 363-3232.