CCP NCC is changing standard period of stress collateral requirement calculation and sets the following schedule:
Calculation date | Period of calculation | Fulfillment of Margin Call |
---|---|---|
18.12.2018 | 11.12.2018 – 17.12.2018 | 25.12.2018 |
21.12.2018 | 14.12.2018 – 20.12.2018 | 28.12.2018 |
28.12.2018 | 21.12.2018 – 27.12.2018 | 09.01.2019 |
08.01.2019 | 28.12.2018 – 04.01.2019 | 15.01.2019 |
After January 8, 2019, standard schedule will be applied.