The following risk parameters for new currencies will be applied starting from December 1, 2014:
Currency
Minimum initial margin rates, %
Concentration limits
Level 1, S_1_min
Level 2, S_2_min
Level 3, S_3_min
Level 1
Level 2
HKD
(Hong Kong Dollar)
6%
7%
8%
20 000 000
100 000 000
BYR
(Belarusian ruble)
20%
50%
100%
5 000 000 000
25 000 000 000
GBP
(Pound Sterling)
350 000 000
1 750 000 000
