Bonds will be included in the Clearing List starting from June, 11 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 | RU000A0JQAG8 | 7% | 10% | 13% | 200 000 | 1 000 000 |
| 2 | RU000A0JQAL8 | 7% | 10% | 13% | 200 000 | 1 000 000 |
| 3 | RU000A0JQAM6 | 7% | 10% | 13% | 200 000 | 1 000 000 |
| 4 | RU000A0JV0D7 | 7% | 10% | 13% | 200 000 | 1 000 000 |
| 5 | RU000A0JUD83 | 19% | 22% | 25% | 400 000 | 2 000 000 |
| 6 | RU000A0JUNM1 | 9% | 12% | 15% | 200 000 | 1 000 000 |
| 7 | RU000A0JUQA9 | 13% | 16% | 19% | 200 000 | 1 000 000 |
| 8 | RU000A0JUU90 | 9% | 12% | 15% | 200 000 | 1 000 000 |
| 9 | RU000A0JV0U1 | 9% | 12% | 15% | 200 000 | 1 000 000 |
| 10 | RU000A0JUQE1 | 9% | 12% | 15% | 400 000 | 2 000 000 |
| 11 | RU000A0JV3Q3 | 7% | 10% | 13% | 400 000 | 2 000 000 |
| 12 | RU000A0JU773 | 7% | 10% | 13% | 400 000 | 2 000 000 |
| 13 | RU000A0JU0X6 | 7% | 10% | 13% | 400 000 | 2 000 000 |
| 14 | RU000A0JUY05 | 7% | 10% | 13% | 400 000 | 2 000 000 |
| 15 | RU000A0JU5Z0 | 10% | 13% | 16% | 400 000 | 2 000 000 |
| 16 | RU000A0JU7Y9 | 7% | 10% | 13% | 400 000 | 2 000 000 |
| 17 | RU000A0JV7W2 | 7% | 10% | 13% | 200 000 | 1 000 000 |
| 18 | RU000A0JU0A4 | 9% | 12% | 15% | 200 000 | 1 000 000 |
| 19 | RU000A0JTT62 | 8% | 11% | 14% | 200 000 | 1 000 000 |
| 20 | RU000A0JRK55 | 9% | 12% | 15% | 200 000 | 1 000 000 |
| 21 | RU000A0JRVQ1 | 10% | 13% | 16% | 200 000 | 1 000 000 |
| 22 | RU000A0JTF43 | 7% | 10% | 13% | 200 000 | 1 000 000 |
| 23 | RU000A0JS6M0 | 10% | 13% | 16% | 200 000 | 1 000 000 |
| 24 | RU000A0JTR98 | 17% | 20% | 23% | 400 000 | 2 000 000 |
| 25 | RU000A0JTRA9 | 17% | 20% | 23% | 400 000 | 2 000 000 |
| 26 | RU000A0JU1Y2 | 8% | 11% | 14% | 200 000 | 1 000 000 |
| 27 | RU000A0JU294 | 8% | 11% | 14% | 200 000 | 1 000 000 |
| 28 | RU000A0JU8T7 | 7% | 10% | 13% | 400 000 | 2 000 000 |
| 29 | RU000A0JUUE3 | 7% | 10% | 13% | 400 000 | 2 000 000 |
| 30 | RU000A0JT940 | 15% | 18% | 21% | 400 000 | 2 000 000 |
| 31 | RU000A0JT965 | 15% | 18% | 21% | 400 000 | 2 000 000 |
| 32 | RU000A0JTYL2 | 17% | 20% | 23% | 400 000 | 2 000 000 |
| 33 | RU000A0JTS22 | 17% | 20% | 23% | 400 000 | 2 000 000 |
| 34 | RU000A0JTYN8 | 17% | 20% | 23% | 400 000 | 2 000 000 |
| 35 | RU000A0JUPQ7 | 7% | 10% | 13% | 400 000 | 2 000 000 |
| 36 | RU000A0JU6U9 | 8% | 11% | 14% | 200 000 | 1 000 000 |
| 37 | RU000A0JUMJ9 | 8% | 11% | 14% | 400 000 | 2 000 000 |
| 38 | RU000A0JV9H9 | 10% | 13% | 16% | 200 000 | 1 000 000 |
| 39 | RU000A0JV9D8 | 7% | 10% | 13% | 200 000 | 1 000 000 |
| 40 | RU000A0JV8D0 | 8% | 11% | 14% | 200 000 | 1 000 000 |
| 41 | RU000A0JV8G3 | 8% | 11% | 14% | 200 000 | 1 000 000 |
