Risk Limit Levels

All risk limits must be set at one of the levels defined below.

• MPID Level - Risk limits apply to activity for the defined MPID.
• Strategy/RiskGroupID Level - Risk limits apply to activity for the defined RiskGroupID and MPID combination. The usage of Risk Group-IDs is dependent on having a purge port. For every purge port that a Member obtains, they will receive the ability to define risk limits for 10 distinct RiskGroupIDs.

Additional levels may be added over time with notice.