OREANDA-NEWS. Risk Parameters for the following Securities market instruments will be changed starting from March 23, 2016:

Bonds

№ Ticker Current IM rates New IM rates Current Concentration Limits New Concentration Limits Eligible collateral starting from 23.03.2016 Ban for short sales starting from 23.03.2016
S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min 1-st level 2-d level 1-st level 2-d level
1 RU000A0JRK55 8% 11% 14% 8% 11% 14% 200 000 1 000 000 100 000 500 000 No No
2 RU000A0JRVQ1 8% 11% 14% 8% 11% 14% 200 000 1 000 000 100 000 500 000 No No
3 RU000A0JS6M0 9% 12% 15% 9% 12% 15% 200 000 1 000 000 100 000 500 000 No No
4 RU000A0JTF43 13% 16% 19% 13% 16% 19% 200 000 1 000 000 100 000 500 000 No No
5 RU000A0JTT62 7% 10% 13% 7% 10% 13% 200 000 1 000 000 100 000 500 000 No No
6 RU000A0JU0A4 8% 11% 14% 8% 11% 14% 200 000 1 000 000 100 000 500 000 No No
7 RU000A0JUJG1 21% 26% 31% 21% 26% 31% 50 000 200 000 100 000 500 000 No No
8 RU000A0JUV81 8% 11% 13% 8% 11% 13% 50 000 200 000 100 000 500 000 No No
9 RU000A0JUW23 22% 27% 32% 22% 27% 32% 50 000 200 000 100 000 500 000 No No
10 RU000A0JVNB2 15% 20% 25% 15% 20% 25% 50 000 200 000 100 000 500 000 No No
11 RU000A0JQS09 10% 13% 16% 10% 13% 16% 200 000 1 000 000 100 000 500 000 Yes No
12 RU000A0JR1Z4 21% 24% 27% 18% 21% 24% 100 000 500 000 100 000 500 000 Yes No
13 RU000A0JT7T2 12% 16% 20% 9% 12% 15% 400 000 2 000 000 400 000 2 000 000 Yes No
14 RU000A0JR043 7% 10% 13% 7% 10% 13% 100 000 500 000 100 000 500 000 No Yes
15 RU000A0JSZU2 7% 10% 13% 7% 10% 13% 200 000 1 000 000 200 000 1 000 000 No Yes
16 RU000A0JUKX4 7% 10% 13% 16% 21% 26% 100 000 500 000 100 000 500 000 No Yes