Risk Parameters

Initial margin rates and concentration limits for FX and Precious Metals Market

Asset1 Asset2 Minimum Initial Margin, Level 1, % Minimum Initial Margin, Level 2, % Minimum Initial Margin,Level 3, % Concentration Limit, Level 1,of securities Concentration Limit, Level 2,of securities
AMD RUB 30.00 50.00 100.00 77 000 000 385 000 000
BYN RUB 30.00 50.00 100.00 314 000 1 570 000
CHF CNY 10.00
CHF HKD 10.00
CHF JPY 10.00
CHF RUB 16.00 18.00 20.00 500 000 000 2 500 000 000
CNY JPY 10.00
CNY RUB 10.00 12.00 14.00 20 000 000 100 000 000
EUR RUB 10.00 12.00 14.00 700 000 000 3 500 000 000
EUR USD 3.50
EUR JPY 10.00
EUR HKD 9.00
EUR CNY 4.00
EUR CHF 10.00
EURF RUB 15.00 17.00 19.00 700 000 000 3 500 000 000
GBP CHF 10.00
GBP CNY 10.00
GBP EUR 10.00
GBP HKD 10.00
GBP JPY 10.00
GBP RUB 16.00 18.00 20.00 350 000 000 1 750 000 000
GBP USD 10.00
GLD GBP 11.00
GLD XAU 0.50
GLD USD 5.00
GLD RUB 10.00 16.00 23.00 1 000 000 5 000 000
GLD JPY 11.00
GLD EUR 6.00
GLD CNY 6.00
GLD CHF 11.00
GLD HKD 11.00
HKD CNY 9.00
HKD JPY 10.00
HKD RUB 10.00 12.00 14.00 20 000 000 100 000 000
JPY RUB 11.00 13.00 15.00 85 000 000 425 000 000
KZT RUB 20.00 50.00 100.00 384 500 000 1 922 500 000
SLV RUB 20.00 25.00 33.00 30 000 000 150 000 000
TRY RUB 20.00 50.00 100.00 1 856 000 9 280 000
UAH RUB 100.00 100.00 100.00 10 000 20 000
USD RUB 10.00 12.00 14.00 1 000 000 000 5 000 000 000
USD CHF 9.00
USD CNY 4.00
USD HKD 9.00
USD JPY 10.00
USDF RUB 15.00 17.00 19.00 1 000 000 000 5 000 000 000
USDW RUB 15.50 17.50 19.50 1 000 000 000 5 000 000 000
XAU CHF 7.50
XAU CNY 6.00
XAU EUR 6.00
XAU GBP 7.50