National Settlement Depository

National Settlement Depository (NSD) is the central securities depository of the Russian Federation

National Clearing Centre

Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market

National Mercantile Exchange

Regulated commodity markets

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12.09.2022 16:13

Risk parameters change

CCP NCC is changing risk parameters on FX market starting from September 13, 2022

Interest risk rate:

Asset	Current interest risk rate, percent per annum	Interest risk rate from 13.09.2022, percent per annum
CNYRUB_TOM6M	3%	6%

Ratio of the swap Indicative Rates to the swap Price Band. Set for instruments without full prefunding when settlement dates coincide with the swap maturity dates, first leg maturity TOM:

Symbol	Current ratio	Ratio from 13.09.2022
swapx	1,4	1,1

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