Risk Parameters on the Moscow Exchange during New Year/Christmas Holidays

If the market volatility does not significantly increase, CCP NCC will change risk parameters:

• on the FX and precious metals market from December 29, 2021 through January 10, 2022;
• on the Securities market from December 29, 2021 through January 10, 2022;
• on the Derivatives market and Standardized OTC Derivatives market from 7:00 pm December 28, 2021 till 7:00 pm January 10, 2022.

The FX and Precious Metals, Equity & Bond and Deposit, Derivatives, Standardized OTC Derivatives Markets will operate as usual on January 3-7, 2022. NCC will carry out clearing mark-to-market sessions and issue margin calls which are to be fulfilled within the time frames specified in the Clearing Rules.