This is to inform you that the following risk parameters will be applied starting from 1 April, 2015:
FX and Precious Metals Market:
| № | Currency / precious metal | Minimum initial margin values, % | ||
|---|---|---|---|---|
| 1st level, S_1_min | 2d level, S_2_min | 3d level, S_3_min | ||
| 1 | USD (U.S. dollars) | 11% | 12% | 13% |
| 2 | EUR (euro) | 11% | 12% | 13% |
| 3 | CNY (renminbi) | 11% | 12% | 13% |
| 4 | GLD (gold) | 12% | 18% | 25% |
| 5 | HKD (HK dollars) | 11% | 12% | 13% |
| 6 | GBP (Pound Sterling) | 11% | 12% | 13% |
EQ Market:
| № | Security name | Security code | Minimum initial margin values, % | ||
|---|---|---|---|---|---|
| 1st level, S_1_min | 2d level, S_2_min | 3d level, S_3_min | |||
| 1 | Gazprom | GAZP | 18% | 23% | 28% |
| 2 | Sberbank | SBER | 18% | 23% | 28% |
| 3 | NorNickel GMK | GMKN | 18% | 23% | 28% |
| 4 | Rosneft | ROSN | 18% | 23% | 28% |
| 5 | LUKOIL | LKOH | 18% | 23% | 28% |
| 6 | VTB | VTBR | 18% | 23% | 28% |
| 7 | NOVATEK | NVTK | 18% | 23% | 28% |
| 8 | Sberbank (pref) | SBERP | 18% | 23% | 28% |
| 9 | Surgut | SNGS | 18% | 23% | 28% |
| 10 | Surgut-pref | SNGSP | 18% | 23% | 28% |
| 11 | Magnit | MGNT | 18% | 23% | 28% |
| 12 | MTS | MTSS | 18% | 23% | 28% |
| 13 | Uralkaliy | URKA | 25% | 35% | 45% |
| 14 | ALROSA | ALRS | 30% | 40% | 50% |
Derivatives Market:
| № | Security code | Contract | Basic IM size |
|---|---|---|---|
| 1 | MIX | MICEX Index | 14% |
| 2 | RTS | RTS Index | 15% |
| 3 | MGNT | Magnit ordinary shares | 18% |
| 4 | MOEX | Moscow Exchange ordinary shares | 20% |
| 5 | CY | CNY/RUB Exchange rate | 11% |
| 6 | Eu | EUR/RUB Exchange rate | 11% |
| 7 | Si | USD/RUB Exchange rate | 11% |
| 8 | UUAH | UAH/USD Exchange rate | 21% |
| 9 | BR | BRENT oil | 12% |
