Eurobonds will be included in the Clearing List starting from March, 23 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 | XS0381439305 | 17.00% | 22.00% | 32.00% | 3 200 | 16 000 |
| 2 | XS0554659671 | 20.00% | 25.00% | 35.00% | 3 400 | 17 000 |
| 3 | XS0461926569 | 19.00% | 24.00% | 34.00% | 3 200 | 16 000 |
| 4 | XS0922296883 | 17.00% | 22.00% | 32.00% | 3 400 | 17 000 |
