OFZ 29006 (ticker SU29006RMFS2, ISIN RU000A0JV4L2) will be included in the Clearing List starting from March, 20 2015. From this date on, the following risk parameters will be applied:
Security | 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 | ||
OFZ 29006 | SU29006RMFS2 | 13% | 17% | 22.5% | 1 000 000 | 5 000 000 |