15.04.2015, 02:19
Moscow Exchange: On Anticipated Changes in the NCC Clearing List
OREANDA-NEWS. April 15, 2015. New bonds will be included in the Clearing List starting from April, 14 2015. From this date on, the following risk parameters will be applied:
№ | Ticker | Minimum Initial Margin for the Market Risk, % |
Concentration Limit, number of the securities |
|||
---|---|---|---|---|---|---|
Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||
1 | RU000A0JT8N3 | 10% | 15% | 25% | 100 000 | 500 000 |
2 | RU000A0JSPX7 | 10% | 15% | 25% | 100 000 | 500 000 |
3 | RU000A0JUV57 | 10% | 15% | 25% | 200 000 | 1 000 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.
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