News

The following risk parameters for currencies will be applied starting from December 17, 2014:

 

Currency

Minimum initial margin rates, %

Concentration limit

Level 1, S_1_min

Level 2, S_2_min

Level 3, S_3_min

1 level

2 level

USD (US dollar)

12.0%

13.0%

14.0%

1 000 000 000

5 000 000 000

EUR(euro)

12.0%

13.0%

14.0%

700 000 000

3 500 000 000

CNY(Chinese Renminbi)

12.0%

13.0%

14.0%

20 000 000

100 000 000

HKD (Hong Kong Dollar)

12.0%

13.0%

14.0%

20 000 000

100 000 000

GBP (Pound Sterling)

12.0%

13.0%

14.0%

350 000 000

1 750 000 000

 

 

Swap duration

1D

1W

2W

1M

2M

3M

6M

9M

1Y

Minimum interest rate risk (IR)

8,0%

8,0%

5,0%

5,0%

4,0%

4,0%

4,0%

4,0%

4,0%