21.01.2016 13:36
Risk Parameters Change
Risk Parameters for the following FX Market instruments will be changed starting from January 22, 2016:
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:
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% |
For further information, please contact the Public Relations Department at (495) 363-3232.
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