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National Settlement Depository (NSD) is the central securities depository of the Russian Federation
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Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
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13.04.2016 19:05

Risk Parameters on the Moscow Exchange during May Public Holidays

Due to May Public Holiday in Russia NCC Clearing Bank is increasing the risk parameters for the period from April 27 to May 10, 2016 .

If market volatility does not significantly increase by April 27, 2016, initial margin rates will be equal to the values listed below:

In FX and Precious Metals Market risk parameters increase will be divided in two stages: starting from April 27, 2016 and April 29, 2016.

Risk parameters for FX and Precious Metals Market

In Securities Market risk parameters increase will be done in two stages for shares (starting from April 27, 2016 and April 29, 2016) and in one stage for bonds (starting from April 29, 2016).

Risk parameters for shares (Securities Market)

Risk parameters for bonds (Securities Market)

In Derivatives Market risk parameters increase will be done in two stages: starting from 19-00 April 26, 2016 and 19-00 April 28, 2016.

Risk Parameters for Derivatives Market

FX Risk Rate for Standardised OTC Derivatives Market will be equal to 12% starting from 17-00 April 28, 2016.

For further information, please contact the Public Relations Department at (495) 363-3232.

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