21.04.2016, 19:38
MOEX announces кisk parameters for new bonds
OREANDA-NEWS. New bonds will be accepted to margin trading starting from April 22, 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 | ||
RU000A0JVUP7 | 11% | 14% | 17% | 200 000 | 1 000 000 |
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