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Risk Parameters for the following instruments will be changed starting from August 11, 2015:
Bonds
| Ticker | Current IM rates | New IM rates | Concentration Limits | |||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | 1st level | 2nd level | |||
| 1 | RU000A0JQ7W9 | 7% | 10% | 13% | 15% | 19% | 23% | 400 000 | 2 000 000 | |
| 2 | RU000A0JQRD9 | 7% | 10% | 13% | 15% | 19% | 23% | 200 000 | 1 000 000 | |
| 3 | RU000A0JRLE8 | 7% | 10% | 13% | 10% | 13% | 16% | 200 000 | 1 000 000 | |
| 4 | RU000A0JRMB2 | 7% | 10% | 13% | 10% | 13% | 16% | 100 000 | 500 000 | |
| 5 | RU000A0JRMC0 | 7% | 10% | 13% | 10% | 13% | 16% | 100 000 | 500 000 | |
ETFs
| Ticker | Current IM rates | New IM rates | Concentration Limits | Concentration Limits | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | 1st level | 2nd level | 1st level | 2nd level | ||||
| 1 | FXMM | 10% | 60% | 70% | 13% | 18% | 23% | 2 228 | 4 456 | 10 000 | 20 000 | ||
| 2 | FXGD | 12% | 18% | 25% | 15% | 20% | 25% | 5 483 | 10 966 | 22 000 | 44 000 | ||
Shortselling will be allowed for FXMM and FXGD starting from from August 11, 2015.
