News

Due to New Year break in Russia from December 31, 2014 till January 11, 2015, starting from December 30, 2014 National Clearing Center is increasing the risk parameters.

If market volatility does not significantly increase by December 30, 2014 initial margin rates will be equal to the values listed below:

 

Risk – parameters in FX/Precious Metals Market:

 

Currency

Minimum initial margin values, %

Concentration limits

1st level, S_1_min

2d level, S_2_min

3d level, S_3_min

1st level

2level

1

USD

20.00%

25.00%

30.00%

1 000 000 000

5 000 000 000

2

EUR

20.00%

25.00%

30.00%

700 000 000

3 500 000 000

3

CNY

20.00%

25.00%

30.00%

20 000 000

100 000 000

4

GLD

20.00%

25.00%

30.00%

1 000 000

5 000 000

5

SLV

30.00%

35.00%

40.00%

30 000 000

150 000 000

6

HKD

20.00%

25.00%

30.00%

20 000 000

100 000 000

7

BYR

40.00%

60.00%

100.00%

5 000 000 000

25 000 000 000

8

GBP

20.00%

25.00%

30.00%

350 000 000

1 750 000 000