16.03.2016 18:30
Risk Parameters Change from March 23, 2016
Risk Parameters for the following Securities market instruments will be changed starting from March 23, 2016:
Bonds
| № | Ticker | Current IM rates | New IM rates | Current Concentration Limits | New Concentration Limits | Eligible collateral starting from 23.03.2016 | Ban for short sales starting from 23.03.2016 | ||||||
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | 1-st level | 2-d level | 1-st level | 2-d level | ||||
| 1 | RU000A0JRK55 | 8% | 11% | 14% | 8% | 11% | 14% | 200 000 | 1 000 000 | 100 000 | 500 000 | No | No |
| 2 | RU000A0JRVQ1 | 8% | 11% | 14% | 8% | 11% | 14% | 200 000 | 1 000 000 | 100 000 | 500 000 | No | No |
| 3 | RU000A0JS6M0 | 9% | 12% | 15% | 9% | 12% | 15% | 200 000 | 1 000 000 | 100 000 | 500 000 | No | No |
| 4 | RU000A0JTF43 | 13% | 16% | 19% | 13% | 16% | 19% | 200 000 | 1 000 000 | 100 000 | 500 000 | No | No |
| 5 | RU000A0JTT62 | 7% | 10% | 13% | 7% | 10% | 13% | 200 000 | 1 000 000 | 100 000 | 500 000 | No | No |
| 6 | RU000A0JU0A4 | 8% | 11% | 14% | 8% | 11% | 14% | 200 000 | 1 000 000 | 100 000 | 500 000 | No | No |
| 7 | RU000A0JUJG1 | 21% | 26% | 31% | 21% | 26% | 31% | 50 000 | 200 000 | 100 000 | 500 000 | No | No |
| 8 | RU000A0JUV81 | 8% | 11% | 13% | 8% | 11% | 13% | 50 000 | 200 000 | 100 000 | 500 000 | No | No |
| 9 | RU000A0JUW23 | 22% | 27% | 32% | 22% | 27% | 32% | 50 000 | 200 000 | 100 000 | 500 000 | No | No |
| 10 | RU000A0JVNB2 | 15% | 20% | 25% | 15% | 20% | 25% | 50 000 | 200 000 | 100 000 | 500 000 | No | No |
| 11 | RU000A0JQS09 | 10% | 13% | 16% | 10% | 13% | 16% | 200 000 | 1 000 000 | 100 000 | 500 000 | Yes | No |
| 12 | RU000A0JR1Z4 | 21% | 24% | 27% | 18% | 21% | 24% | 100 000 | 500 000 | 100 000 | 500 000 | Yes | No |
| 13 | RU000A0JT7T2 | 12% | 16% | 20% | 9% | 12% | 15% | 400 000 | 2 000 000 | 400 000 | 2 000 000 | Yes | No |
| 14 | RU000A0JR043 | 7% | 10% | 13% | 7% | 10% | 13% | 100 000 | 500 000 | 100 000 | 500 000 | No | Yes |
| 15 | RU000A0JSZU2 | 7% | 10% | 13% | 7% | 10% | 13% | 200 000 | 1 000 000 | 200 000 | 1 000 000 | No | Yes |
| 16 | RU000A0JUKX4 | 7% | 10% | 13% | 16% | 21% | 26% | 100 000 | 500 000 | 100 000 | 500 000 | No | Yes |
For further information, please contact the Public Relations Department at (495) 363-3232.
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