27.10.2020 18:31
Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 28.10.2020. 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 | SU26235RMFS0 | 9% | 10% | 11% | 1,000,000 | 5,000,000 |
| 2 | SU29019RMFS5 | 8% | 9% | 10% | 1,000,000 | 5,000,000 |