Moscow Exchange: Risk Parameters For New Bonds

News

New bonds will be accepted to margin trading starting from 28.10.2020. From this date on, the following risk parameters will be applied:

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2
1	SU26235RMFS0	9%	10%	11%	1,000,000	5,000,000
2	SU29019RMFS5	8%	9%	10%	1,000,000	5,000,000