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The FX and precious metals markets' risk management system will be modified from 28 April. Two concentration limit levels and several levels of the market risk limit rate will be introduced, with a simultaneous decrease of the minimum value. Individual risk parameters adjustment will become available per a settlement code.
The move aims to unify the FX and precious metals markets" risk management system with those of other exchange markets and enhance the financial sustainability of the exchange infrastructure.
| № | Currency / precious metal | Minimum Restrictive level of Deposit rate, % | Concentration limit | |||
|---|---|---|---|---|---|---|
| 1-st level, S_1_min | 2-nd level, S_2_min | 3-rd level, S_3_min | 1-st level | 2-nd level | ||
| 1 | USD (US dollars) | 4,5% | 5% | 7% | 1 000 000 000 | 5 000 000 000 |
| 2 | EUR (euro) | 4,5% | 5% | 7% | 700 000 000 | 3 500 000 000 |
| 3 | CNY (yuan) | 4,5% | 5% | 7% | 20 000 000 | 100 000 000 |
| 4 | GLD (gold) | 6% | 9% | 13% | 1 000 000 | 5 000 000 |
| 5 | SLV (silver) | 12% | 18% | 25% | 30 000 000 | 150 000 000 |
