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ESMA leverage caps

The 2018 European measures limiting retail leverage by asset class, from 30:1 on major currency pairs down to 2:1 on crypto, alongside close-out, negative balance and disclosure requirements.

ESMA introduced the package as a temporary product intervention and the national regulators of each member state, plus the fca in the UK, made equivalent rules permanent. The caps are tiered by volatility: 30:1 on major currency pairs, 20:1 on non-major pairs, gold and major equity indices, 10:1 on other commodities and minor indices, 5:1 on individual shares, and 2:1 on cryptocurrency where it is offered at all.

Three companion rules travel with the caps: the 50% margin-close-out-rule, mandatory negative-balance-protection, and a standardised risk warning carrying the firm's own loss-percentage-disclosure. Trading bonuses and similar incentives are prohibited for retail clients.

The caps apply to retail categorisation, not to the instrument itself. Clients who meet the criteria in professional-client-classification can be offered materially higher leverage, without the retail protections attached.

Example: a retail client wanting EUR 100,000 of EUR/USD posts EUR 3,333 at 30:1. The same notional in a single share CFD at 5:1 would require 20% of face value.

Related: fca, us-leverage-limits, asic-leverage-caps, margin-close-out-rule

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Margin and leverageA small deposit controlling a much larger position, and the point at which losses trigger a margin call.Position you controlnotional value $100,000your margin deposit: $5,000$100,000 / $5,000 = 20:1 leverageYour deposit absorbs every dollar of loss$5,000$2,500$0Equity leftMARGIN CALLequity has fallen to $2,5000%1%2%2.5%3%4%5%How far the price moves against you
Margin and leverage. A $5,000 deposit can control a $100,000 position, which is 20:1 leverage. Because the loss is measured on the full $100,000, a 2.5% move against you halves the deposit and brings a margin call, and a 5% move uses all of it.

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