28.11.2014 09:47
Risk Parameters for New Currencies on FX Market
The following risk parameters for new currencies will be applied starting from December 1, 2014:
| Currency | Minimum initial margin rates, % | Concentration limits | |||
|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |
| HKD (Hong Kong Dollar) |
6% | 7% | 8% | 20 000 000 | 100 000 000 |
| BYR (Belarusian ruble) |
20% | 50% | 100% | 5 000 000 000 | 25 000 000 000 |
| GBP (Pound Sterling) |
6% | 7% | 8% | 350 000 000 | 1 750 000 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.