Moscow Exchange: Calculation Of Stress Collateral Requirement During New Year/Christmas Public Holidays

CCP NCC is changing standard period of stress collateral requirement calculation and sets the following schedule:

1. Stress collateral will not be calculated on December 29, 2020 and on January 5, 2021.

2. Stress collateral will be calculated on December 30, 2020 according to the following schedule:

3. Standard schedule will be in force starting from January 12, 2021.