Sovereign Eurobonds, corporate Eurobonds and Russian bonds denominated in USD will be traded with T+2 settlementstarting from January, 25 2016. From this date on, the following risk parameters will be applied for new bonds:

№Ticker

Minimum Initial Margin for

the Market Risk, %

Concentration Limit,

numbers of the securities

Ban for short sells
Level 1,S_1_min Level 2,S_2_min Level 3, S_3_minLevel 1Level 2
1 RU000A0JTYF4 15% 18% 21% 1250 6250 No
2 RU000A0JTYE7 15% 18% 21% 1250 6250 No
3 RU000A0JTYD9 15% 18% 21% 1250 6250 No
4 RU000A0JT7P0 12% 15% 18% 1250 6250 No
5 RU000A0JT7N5 12% 15% 18% 1250 6250 No
6 RU000A0JSB14 10% 13% 16% 1250 6250 No
7 RU000A0JSB06 10% 13% 16% 1250 6250 No
8 RU000A0JSAZ4 10% 13% 16% 1250 6250 No
9 RU000A0JSAV3 10% 13% 16% 1250 6250 No
10 RU000A0JUFH7 19% 23% 27% 1250 6250 No
11 RU000A0JUFG9 19% 23% 27% 1250 6250 No
12 RU000A0JUFF1 19% 23% 27% 1250 6250 No
13 RU000A0JUFE4 19% 23% 27% 1250 6250 No
14 RU000A0JTYG2 15% 18% 21% 1250 6250 No
15 XS0863583281 10% 13% 16% 1250 6250 No
16 XS0810596832 100% 100% 100% 2000 2001 Yes
17 XS0585211591 100% 100% 100% 2000 2001 Yes
18 XS0911599701 100% 100% 100% 2000 2001 Yes
19 XS1086084123 100% 100% 100% 2000 2001 Yes
20 XS0851672435 100% 100% 100% 2000 2001 Yes
21 XS0776121062 100% 100% 100% 2000 2001 Yes
22 XS0848137708 100% 100% 100% 2000 2001 Yes
23 XS0359381331 100% 100% 100% 2000 2001 Yes
24 XS0924078453 100% 100% 100% 2000 2001 Yes
25 XS1327118284 100% 100% 100% 2000 2001 Yes
26 XS1327117633 100% 100% 100% 2000 2001 Yes
27 XS0925043100 100% 100% 100% 2000 2001 Yes

The securities will not be accepted as collateral.

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

OJSC Moscow Exchange MICEX-RTS issued this content on 2016-01-22 and is solely responsible for the information contained herein. Distributed by Public, unedited and unaltered, on 2016-01-22 13:40:26 UTC

Original Document: http://moex.com/n11977/?nt=200