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31 March 2015 Risk Parameters Change
This is to inform you that the following risk parameters will be applied starting from 1 April, 2015:
FX and Precious Metals Market:
|
№ |
Currency / precious metal |
Minimum initial margin values, % |
||
|
1st level, S_1_min |
2d level, S_2_min |
3d level, S_3_min |
||
|
1 |
USD (U.S. dollars) |
11% |
12% |
13% |
|
2 |
EUR (euro) |
11% |
12% |
13% |
|
3 |
CNY (renminbi) |
11% |
12% |
13% |
|
4 |
GLD (gold) |
12% |
18% |
25% |
|
5 |
HKD (HK dollars) |
11% |
12% |
13% |
|
6 |
GBP (Pound Sterling) |
11% |
12% |
13% |
EQ Market:
|
№ |
Security name |
Security code |
Minimum initial margin values, % |
||
|
1st level, S_1_min |
2d level, S_2_min |
3d level, S_3_min |
|||
|
1 |
Gazprom |
GAZP |
18% |
23% |
28% |
|
2 |
Sberbank |
SBER |
18% |
23% |
28% |
|
3 |
NorNickel GMK |
GMKN |
18% |
23% |
28% |
|
4 |
Rosneft |
ROSN |
18% |
23% |
28% |
|
5 |
LUKOIL |
LKOH |
18% |
23% |
28% |
|
6 |
VTB |
VTBR |
18% |
23% |
28% |
|
7 |
NOVATEK |
NVTK |
18% |
23% |
28% |
|
8 |
Sberbank (pref) |
SBERP |
18% |
23% |
28% |
|
9 |
Surgut |
SNGS |
18% |
23% |
28% |
|
10 |
Surgut-pref |
SNGSP |
18% |
23% |
28% |
|
11 |
Magnit |
MGNT |
18% |
23% |
28% |
|
12 |
MTS |
MTSS |
18% |
23% |
28% |
|
13 |
Uralkaliy |
URKA |
25% |
35% |
45% |
|
14 |
ALROSA |
ALRS |
30% |
40% |
50% |
Derivatives Market:
|
№ |
Security code |
Contract |
Basic IM size |
|
1 |
MIX |
MICEX Index |
14% |
|
2 |
RTS |
RTS Index |
15% |
|
3 |
MGNT |
Magnit ordinary shares |
18% |
|
4 |
MOEX |
Moscow Exchange ordinary shares |
20% |
|
5 |
CY |
CNY/RUB Exchange rate |
11% |
|
6 |
Eu |
EUR/RUB Exchange rate |
11% |
|
7 |
Si |
USD/RUB Exchange rate |
11% |
|
8 |
UUAH |
UAH/USD Exchange rate |
21% |
|
9 |
BR |
BRENT oil |
12% |