Bonds will be included in the Clearing List starting from April, 30 2015. From this date on, the following risk parameters will be applied:
| № | Ticker | 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 | RU000A0JR043 | 10.0% | 15.0% | 25.0% | 100 000 | 500 000 |
| 2 | RU000A0JS5R1 | 20.0% | 25.0% | 35.0% | 100 000 | 500 000 |
| 3 | RU000A0JS918 | 7.0% | 8.5% | 11.5% | 100 000 | 500 000 |
| 4 | RU000A0JT502 | 10.0% | 15.0% | 25.0% | 200 000 | 1 000 000 |
| 5 | RU000A0JT544 | 10.0% | 15.0% | 25.0% | 100 000 | 500 000 |
| 6 | RU000A0JTPV9 | 17.0% | 22.0% | 32.0% | 200 000 | 1 000 000 |
| 7 | RU000A0JTPX5 | 17.0% | 22.0% | 32.0% | 200 000 | 1 000 000 |
| 8 | RU000A0JTPY3 | 17.0% | 22.0% | 32.0% | 400 000 | 2 000 000 |
| 9 | RU000A0JUAL0 | 20.0% | 25.0% | 35.0% | 100 000 | 500 000 |
| 10 | RU000A0JUUA1 | 20.0% | 25.0% | 35.0% | 100 000 | 500 000 |
