New bonds will be included in the Clearing List starting from April, 14 2015. From this date on, the following risk parameters will be applied:
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, number of the securities |
|||
|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||
| 1 | RU000A0JT8N3 | 10% | 15% | 25% | 100 000 | 500 000 |
| 2 | RU000A0JSPX7 | 10% | 15% | 25% | 100 000 | 500 000 |
| 3 | RU000A0JUV57 | 10% | 15% | 25% | 200 000 | 1 000 000 |
