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Moscow Exchange Risk Parameters Change On FX And Precious Metals Market

CCP NCC sets the following risk parameters on FX and precious metals market starting from September 17, 2018:

Ticker Description Spot risk rate Concentration limits, units

1st level,
S_1_min

2nd level,
S_2_min

3rd level,
S_3_min

1st level 2nd level
TRY Turkish lira 20% 50% 100% 54 625 000 273 125 000
KZT Kazakhstan tenge 20% 50% 100% 1 856 000 9 280 000
BYN Belorussian ruble 30% 50% 100% 314 000 1 570 000

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