29.05.2015, 02:28
Moscow Exchange Reports on Risk Parameters Change
OREANDA-NEWS. May 29, 2015. This is to inform you that the following risk parameters will be applied starting from 1 June, 2015:
№ | Security code | Minimum initial margin rates, % | Concentration limits | |||
1st level, S_1_min | 2d level, S_2_min | 3d level, S_3_min | 1st level | 2d level | ||
1 | PGIL | 30% | 40% | 50% | 16 340 | 32 680 |
2 | MSTT | 70% | 85% | 95% | 30 600 | 61 200 |
3 | RUALR | 40% | 50% | 60% | 10 640 | 21 270 |
4 | VSMO | 60% | 70% | 80% | 270 | 541 |
5 | OGKB | 40% | 50% | 60% | 56 281 000 | 112 562 000 |
6 | SIBN | 40% | 50% | 60% | 97 640 | 195 280 |
7 | MSNG | 40% | 50% | 60% | 6 568 000 | 13 135 000 |
8 | PLZL | 40% | 50% | 60% | 4 358 | 8 715 |
9 | TGKA | 40% | 50% | 60% | 629 600 000 | 1 259 200 000 |
10 | RASP | 50% | 60% | 70% | 832 800 | 1 665 590 |
11 | MTLRP | 50% | 60% | 70% | 339 470 | 678 930 |
12 | TRMK | 50% | 75% | 95% | 228 000 | 570 000 |
13 | MTLR | 70% | 85% | 95% | 1 949 588 | 3 899 175 |
14 | FXGD | 12% | 18% | 25% | 5 377 | 10 753 |
15 | FXRU | 18% | 23% | 28% | 516 | 1 031 |
16 | FXIT | 21% | 35% | 45% | 1 181 | 2 361 |
17 | FXUS | 21% | 35% | 45% | 1 280 | 2 559 |
18 | FXRB | 50% | 60% | 70% | 2 763 | 5 525 |
19 | FXDE | 50% | 60% | 70% | 1 429 | 2 858 |
20 | FXJP | 50% | 60% | 70% | 1 429 | 2 858 |
21 | FXAU | 50% | 60% | 70% | 1 725 | 3 449 |
22 | FXUK | 50% | 60% | 70% | 1 539 | 3 077 |
23 | FXCN | 50% | 60% | 70% | 1 223 | 2 445 |
24 | FXMM | 50% | 60% | 70% | 2 271 | 4 542 |
25 | PHST | 60% | 70% | 80% | 2 500 | 5 000 |
26 | ENRU | 60% | 70% | 80% | 2 987 000 | 5 974 000 |
27 | OFCB | 60% | 70% | 80% | 2 186 | 4 371 |
28 | AVAZ | 60% | 70% | 80% | 211 400 | 422 700 |
29 | NKNCP | 60% | 70% | 80% | 113 000 | 225 900 |
30 | BSPB | 60% | 70% | 80% | 78 010 | 156 010 |
31 | VZRZ | 60% | 70% | 80% | 5 883 | 11 765 |
32 | MRKC | 60% | 70% | 80% | 10 041 000 | 20 081 000 |
33 | NMTP | 60% | 70% | 80% | 1 651 000 | 3 301 000 |
34 | GCHE | 60% | 70% | 80% | 3 478 | 6 955 |
35 | PRTK | 60% | 70% | 80% | 61 900 | 123 800 |
36 | APTK | 70% | 85% | 95% | 172 780 | 345 550 |
37 | AVAZP | 70% | 85% | 95% | 756 500 | 1 512 900 |
38 | OTCP | 70% | 85% | 95% | 13 160 | 26 320 |
39 | SELG | 70% | 85% | 95% | 578 800 | 1 157 500 |
40 | CHZN | 70% | 85% | 95% | 5 690 | 11 380 |
№ | Security code | Minimum initial margin rates, % | Concentration limits | |||
1st level, S_1_min | 2d level, S_2_min | 3d level, S_3_min | 1st level | 2d level | ||
1 | SU29007RMFS0 | 8% | 11% | 14% | 1 000 000 | 5 000 000 |
2 | SU29008RMFS8 | 8% | 11% | 14% | 1 000 000 | 5 000 000 |
3 | SU29009RMFS6 | 8% | 11% | 14% | 1 000 000 | 5 000 000 |
4 | SU29010RMFS4 | 8% | 11% | 14% | 1 000 000 | 5 000 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.
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