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
BYN RUB 30.00 50.00 100.00 314 000 1 570 000
CHF CNY 5.00
CHF RUB 7.00 9.00 11.00 500 000 000 2 500 000 000
CHF JPY 5.00
CHF HKD 5.00
CNY JPY 5.00
CNY RUB 6.00 8.00 10.00 20 000 000 100 000 000
EUR CHF 5.00
EUR CNY 4.00
EUR HKD 4.00
EUR JPY 5.00
EUR RUB 6.00 8.00 10.00 700 000 000 3 500 000 000
EUR USD 3.50
EURF RUB 10.00 12.00 14.00 700 000 000 3 500 000 000
GBP USD 5.00
GBP RUB 7.00 9.00 11.00 350 000 000 1 750 000 000
GBP JPY 5.00
GBP EUR 5.00
GBP CNY 5.00
GBP CHF 5.00
GBP HKD 5.00
GLD RUB 8.00 14.00 21.00 1 000 000 5 000 000
HKD CNY 4.00
HKD JPY 5.00
HKD RUB 6.00 8.00 10.00 20 000 000 100 000 000
JPY RUB 8.00 10.00 12.00 85 000 000 425 000 000
KZT RUB 20.00 50.00 100.00 54 625 000 273 125 000
SLV RUB 12.00 18.00 25.00 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 CHF 4.00
USD CNY 4.00
USD HKD 4.00
USD JPY 5.00
USD RUB 6.00 8.00 10.00 1 000 000 000 5 000 000 000
USDF RUB 10.00 12.00 14.00 1 000 000 000 5 000 000 000
USDW RUB 10.00 12.00 14.00 1 000 000 000 5 000 000 000