Moscow Exchange: Risk Parameters For New Securities

Date 01/03/2016

New ETF (FXRL) will be accepted to margin trading starting from March 2, 2016. From this date on, the following risk parameters will be applied:

Trading Code

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

FXRL

70%

85%

95%

2 500