OREANDA-NEWS. July 17, 2015. New inflation-indexed government bonds will be included into the Clearing List starting from July, 17 2015. From this date on, the following risk parameters will be applied:

№ Ticker

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 SU52001RMFS3 12% 15% 18% 1 000 000 5 000 000

These securities will be included into the List of Securities Accepted as Collateral and the List of Securities Eligible for the Guarantee Fund.

For further information, please contact the Public Relations Department at (495) 363-3232.