Due to the NCC decision the following risk parameters will be applied starting from October, 31 2014
| Currency | Minimum initial margin, % | Concentration limits | |||
|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |
| USD (US dollar) | 6% | 7% | 8% | 1 000 000 000 | 5 000 000 000 |
| EUR (Euro) | 6% | 7% | 8% | 700 000 000 | 3 500 000 000 |
| CNY (Renminbi) | 6% | 7% | 8% | 20 000 000 | 100 000 000 |
