18.10.2016, 06:14
Moscow Exchange reports on risk parameters for new bonds
OREANDA-NEWS. October 18, 2016. New bonds will be accepted to margin trading starting from October 18, 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 | |
RU000A0JV1Y1 | 10% | 13% | 16% | 400 000 | 2 000 000 |
RU000A0JV235 | 10% | 13% | 16% | 400 000 | 2 000 000 |
RU000A0JV227 | 10% | 13% | 16% | 400 000 | 2 000 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.
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