Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters For New Bonds

Date 14/07/2016

New bonds will be accepted to margin trading starting from July 15, 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
1 RU000A0JVYG8 12% 15% 18% 100 000 500 000
2 RU000A0JUW31 17% 21% 25% 100 000 500 000
3 RU000A0JUW72 17% 21% 25% 100 000 500 000