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% |
