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Moscow Exchange: Risk Parameters For New Securities

Date 08/02/2016

New bonds will be accepted to margin trading starting from February, 09 2016. From this date on, the following risk parameters will be applied:

ISIN 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
1 RU000A0JU4X8 RU000A0JU4X8 11% 14% 17% 100000 500000
2 RU000A0JVUY9 RU000A0JVUY9 21% 26% 31% 100000 500000
3 RU000A0JVFJ1 RU000A0JVFJ1 8% 11% 14% 200000 1000000
4 RU000A0JVSG0 RU000A0JVSG0 8% 11% 14% 200000 1000000
5 RU000A0JUPP9 RU000A0JUPP9 8% 11% 14% 100000 500000
6 RU000A0JUWM2 RU000A0JUWM2 8% 11% 14% 100000 500000
7 RU000A0JUWR1 RU000A0JUWR1 8% 11% 14% 100000 500000
8 RU000A0JVWC1 RU000A0JVWC1 12% 15% 18% 100000 500000
9 RU000A0JTKD8 RU000A0JTKD8 13% 16% 19% 100000 500000
10 RU000A0JTAQ1 RU000A0JTAQ1 11% 14% 17% 200000 1000000
11 RU000A0JTKC0 RU000A0JTKC0 13% 16% 19% 200000 1000000
12 RU000A0JTR15 RU000A0JTR15 15% 18% 21% 200000 1000000
13 RU000A0JVFC6 RU000A0JVFC6 7% 10% 13% 100000 500000
14 RU000A0JVW71 RU000A0JVW71 18% 23% 28% 300000 1500000
15 RU000A0JQ7X7 RU000A0JQ7X7 7% 10% 13% 300000 1500000
16 RU000A0JUAH8 RU000A0JUAH8 8% 11% 14% 300000 1500000
17 RU000A0JTDL6 RU000A0JTDL6 10% 13% 16% 100000 500000