Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters For Bonds

Date 26/12/2017

Bonds will be accepted to margin trading starting from 27.12.2017. From this date on, the following risk parameters will be applied:

Ticker Minimum Initial Margin for the Market Risk, % Concentration Limit, # of securities
Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2
1 RU000A0ZYJ83 8% 11% 14% 200 000 1 000 000
2 RU000A0ZYHX8 21% 24% 27% 600 000 3 000 000