New bonds RU000A0JUXJ6 will be included into the Clearing List starting from July, 20 2015. From this date on, the following risk parameters will be applied:
№ | ISIN |
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 | RU000A0JUXJ6 | 8% | 11% | 14% | 200 000 | 1 000 000 |