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21 January 2016 Risk Parameters Change from January 22, 2016
Risk Parameters Change from January 22, 2016
Risk Parameters for the following FX Market instruments will be changed starting from January 22, 2016:
FX Market
|
|
Ticker |
Current IM rates |
New IM rates |
Concentration Limits |
|||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
1st level |
2nd level |
||
|
1 |
USD |
8% |
9.5% |
11% |
9% |
10% |
11% |
1 000 000 000 |
5 000 000 000 |
|
2 |
EUR |
8% |
9.5% |
11% |
9% |
10% |
11% |
700 000 000 |
3 500 000 000 |
|
3 |
CNY |
8% |
9.5% |
11% |
9% |
10% |
11% |
20 000 000 |
100 000 000 |
|
4 |
GBP |
8% |
9.5% |
11% |
9% |
10% |
11% |
350 000 000 |
1 750 000 000 |
|
5 |
HKD |
8% |
9.5% |
11% |
9% |
10% |
11% |
20 000 000 |
100 000 000 |
Risk Parameters for the following Derivatives Market instruments will be changed starting from 7:00 pm January 21, 2016:
Derivatives Market
|
|
Underlying |
Futures contract |
Current Minimum Basic IM Rate |
New Minimum Basic IM Rate |
|
1 |
Si |
USD/RUB Exchange rate |
8% |
9% |
|
2 |
Eu |
EUR/RUB Exchange rate |
8% |
9% |
|
3 |
CY |
CNY/RUB Exchange Rate |
8% |
9% |