Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters For New Bonds

Date 21/06/2017

New bonds will be accepted to margin trading starting from June 22, 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
RU000A0JXU48 20% 23% 26% 4 000 20 000