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Moscow Exchange: Risk Parameters For New Bonds

Date 16/07/2019

New bond will be accepted to margin trading starting from 17.07.2019. From this date on, the following risk parameters will be applied:

Ticker Minimum Initial Margin for the Market Risk, % Concentration Limit, # of securities
Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2
        1    RU000A100KB1 3% 4% 5% 1 000 000 5 000 000