OREANDA-NEWS. The FX and precious metals markets” risk management system modified from 28 April. Two concentration limit levels and several levels of the market risk limit rate introduced, with a simultaneous decrease of its minimum value. Individual risk parameters adjustment became 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