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New inflation-indexed government bonds will be included into the Clearing List starting from July, 17 2015. From this date on, the following risk parameters will be applied:
| № | Ticker |
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 | ||
| 1 | RU000A0JVMH1 | 12% | 15% | 18% | 1 000 000 | 5 000 000 |
These securities will be included into the List of Securities Accepted as Collateral and the List of Securities Eligible for the Guarantee Fund.
