According to the new methodology of CCP NCC, starting from June 28, 2021 RUB Penalty rate on FX and Precious Metals Market and Securities market will be calculated as follows:
where:
kmoney – coefficient for RUSFARi rate, defined by decision of CCP NCC
RUSFARi – RUSFAR ON RUB on day i
MONEYRate_min – minimum MONEYRatei, defined by decision of CCP NCC
CCP NCC will set the following risk parameters starting from June 28, 2021:
- kmoney is set equal to 2;
- MONEYRate_min is set equal to 0.
