Settings · Tolerances
Per-participant compression tolerances — concentration cap is inline-editable
Tolerance table
Concentration cap: up to X% of one's own book can be processed in a single cycle. Default 30%. Press Enter after typing, or click [Save].
| Participant | tier | Concentration cap (%) | Cash limit | Reset limit | Value date limit | DV01 limit | Bilateral net ε | commit drift |
|---|---|---|---|---|---|---|---|---|
| BNPBNP Paribas (Seoul) | Top 5 | ±+₩10.0BN | ±+₩50.0MM | ±50.0MM | ±10.0MM ·yr | ±200.0MM | ±+₩2.0BN | |
| BNPP_SABNP Paribas SA | Top 5 | ±+₩10.0BN | ±+₩50.0MM | ±50.0MM | ±10.0MM ·yr | ±200.0MM | ±+₩2.0BN | |
| HANAHana Bank | Top 5 | ±+₩10.0BN | ±+₩50.0MM | ±50.0MM | ±10.0MM ·yr | ±200.0MM | ±+₩2.0BN | |
| HANA_LDHana Bank London | Top 5 | ±+₩10.0BN | ±+₩50.0MM | ±50.0MM | ±10.0MM ·yr | ±200.0MM | ±+₩2.0BN | |
| HANA_SGPHana Bank Singapore | Top 5 | ±+₩10.0BN | ±+₩50.0MM | ±50.0MM | ±10.0MM ·yr | ±200.0MM | ±+₩2.0BN | |
| HSBCHSBC Bank (Seoul) | Top 5 | ±+₩10.0BN | ±+₩50.0MM | ±50.0MM | ±10.0MM ·yr | ±200.0MM | ±+₩2.0BN | |
| HSBC_LDHSBC London | Top 5 | ±+₩10.0BN | ±+₩50.0MM | ±50.0MM | ±10.0MM ·yr | ±200.0MM | ±+₩2.0BN | |
| HSBC_SGPHSBC Singapore | Top 5 | ±+₩10.0BN | ±+₩50.0MM | ±50.0MM | ±10.0MM ·yr | ±200.0MM | ±+₩2.0BN | |
| JPMCJP Morgan Chase (Seoul) | Top 5 | ±+₩10.0BN | ±+₩50.0MM | ±50.0MM | ±10.0MM ·yr | ±200.0MM | ±+₩2.0BN | |
| SC_LDStandard Chartered London | Top 5 | ±+₩10.0BN | ±+₩50.0MM | ±50.0MM | ±10.0MM ·yr | ±200.0MM | ±+₩2.0BN | |
| SCBKStandard Chartered Bank Korea | Top 5 | ±+₩10.0BN | ±+₩50.0MM | ±50.0MM | ±10.0MM ·yr | ±200.0MM | ±+₩2.0BN | |
| BOABank of America (Seoul) | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| CACIBCredit Agricole CIB (Seoul) | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| CACIB_PACredit Agricole CIB Paris | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| CITICitibank Korea | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| DBDeutsche Bank (Seoul) | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| DB_LDDeutsche Bank London | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| IBKIndustrial Bank of Korea | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| KBKB Kookmin Bank | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| KDBKDB Industrial Bank of Korea | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| KISKorea Investment & Securities | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| KIWOOMKiwoom Securities | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| MIZMizuho Bank (Seoul) | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| MIZ_TYMizuho Tokyo | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| MSMorgan Stanley (Seoul) | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| MUFGMUFG Bank (Seoul) | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| MUFG_TYMUFG Tokyo | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| NHBNH Bank (NongHyup) | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| NHISNH Investment & Securities | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| SHINShinhan Bank | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| SHIN_LDShinhan Bank London | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| SHIN_SGPShinhan Bank Singapore | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| SMBCSumitomo Mitsui (Seoul) | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| SSBTState Street (Seoul) | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| SSBT_BOSState Street Boston | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| SSBT_HKState Street Hong Kong | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| SSBT_LDState Street London | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| UBSUBS AG (Seoul) | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| WOORIWoori Bank | Middle | ±+₩4.0BN | ±+₩10.0MM | ±20.0MM | ±5.0MM ·yr | ±100.0MM | ±+₩800.0MM | |
| ABCAgricultural Bank of China | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| ANZANZ Bank (Seoul) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| BNKISBNK Investment & Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| BNYMBNY Mellon (Seoul) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| BNYM_NYBNY Mellon New York | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| BOCBank of China (Seoul) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| BOCOMBank of Communications (Seoul) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| BUSANBusan Bank | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| CCBChina Construction Bank (Seoul) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| CEBChina Everbright Bank | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| COBACommerzbank Frankfurt | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| DAISHINDaishin Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| DAOLDaol Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| DBSDB Financial Investment | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| DBS_SGPDBS Bank Singapore | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| DBSKDBS Bank (Seoul) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| EUGENEEugene Investment & Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| HANASHana Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| HANWHAHanwha Investment & Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| HMSECHyundai Motor Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| IBKSIBK Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| ICBCICBC (Seoul) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| IMBiM Bank (DGB) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| IMSECiM Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| INGING Bank (Seoul) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| JBBJeonbuk Bank | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| KAKAOKakao Pay Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| KB_LDKookmin Bank London | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| KBSKB Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| KDB_LDKDB London | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| KDB_SGPKDB Singapore | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| KEXIMExport-Import Bank of Korea | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| KJBKwangju Bank | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| KNBKyongnam Bank | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| KOFCKorea Finance Corporation | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| KSFCKorea Securities Finance Corp | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| KYOBOKyobo Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| LBBWLandesbank Baden-Wurttemberg | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| MACQMacquarie Bank (Seoul) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| MACQ_SYDMacquarie Sydney | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| MIBMeritz Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| MIRAEMirae Asset Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| MOSFMOSF (Ministry of Strategy & Finance) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| NFIKNongHyup Securities (NFIK) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| OCBCOCBC Bank (Seoul) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| RBC_LDRBC Capital Markets London | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| SAMSECSamsung Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| SGSociete Generale (Seoul) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| SHSShinhan Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| SKSSK Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| SUHYUPSuhyup Bank | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| SYShinyoung Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| TNTC_LDNorthern Trust London | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| TNTC_SGPNorthern Trust Singapore | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| TOSSToss Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| UOBUOB Bank (Seoul) | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| WFNYWells Fargo New York | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| WISCWoori Investment & Securities | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM | |
| YUANTAYuanta Securities Korea | Default | ±+₩2.0BN | ±+₩10.0MM | ±10.0MM | ±2.0MM ·yr | ±50.0MM | ±+₩400.0MM |
Cash / reset / value date / DV01 / bilateral net limits are currently tier defaults (editing UI is a follow-up). Only the concentration cap is inline-editable.