Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters For New Bonds

Date 01/07/2016

New bonds will be accepted to margin trading starting from July 04, 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
RU000A0JW662 12% 16% 20% 200 000 1 000 000
RU000A0JWC82 17% 21% 25% 200 000 1 000 000
RU000A0JWBK6 20% 24% 28% 200 000 1 000 000