Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters For New Bonds

Date 17/10/2016

New bonds will be accepted to margin trading starting from October 18, 2016. 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
RU000A0JV1Y1 10% 13% 16%           400 000              2 000 000  
RU000A0JV235 10% 13% 16%           400 000              2 000 000  
RU000A0JV227 10% 13% 16%           400 000              2 000 000