11.10.2022 19:00
Risk parameters change for euro
CCP NCC sets the following risk parameters for EUR:
Due to significant change of market quotes for overnight EUR/RUB swap (weighted average price on 11.10.2022 equals to -294.21% per annum) penalty rate will be changed from October 12, 2022:
Asset | Description | Current penalty rate, % per annum |
New penalty rate from 12.10.2022, % per annum |
EUR | Euro | -150% | -300% |
Minimum Interest Risk Rate for TODTOM will be changed October 12, 2022:
Asset | Current rate, % | New rate from 12.10.2022, % |
EUR | 52.25 | 150 |
Short selling ban will be set from October 17, 2022:
Asset | Description | Current short selling ban | New short selling ban from 17.10.2022 |
EUR | Euro | No | Yes |