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:

• Stress collateral will not be calculated on December 28, 2021 and on January 4, 2022.
• Stress collateral will be calculated on December 30, 2021 according to the following schedule:

• Standard schedule will be in force starting from January 11, 2022 according to Methodology for Calculation of Stress Collateral.