Dear Participants,
this is to inform you that starting from January 9, 2015 National Clearing Center will apply the following initial margin rates
№
Currency
Minimum initial margin values, %
Concentration limits
1st level, S_1_min
2d level, S_2_min
3d level, S_3_min
1st level
2d level
1
USD
12,00%
13,00%
14,00%
1 000 000 000
5 000 000 000
2
EUR
700 000 000
3 500 000 000
3
CNY
20 000 000
100 000 000
4
GLD
6,00%
9,00%
1 000 000
5 000 000
5
SLV
18,00%
25,00%
30 000 000
150 000 000
6
HKD
7
BYR
20,00%
50,00%
100,00%
25 000 000 000
8
GBP
350 000 000
1 750 000 000
