OREANDA-NEWS. OFZs will be included in the Clearing List starting from March, 06 2015. From this date on, the following risk parameters will be applied:
№ ISIN 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 RU000A0JV7K7 9% 12% 16% 1 000 000 5 000 000
2 RU000A0JV7J9 11% 14% 18% 1 000 000 5 000 000