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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18.07.2016 09:49

Risk Parameters for CHF/RUB

The following risk parameters will be applied for new currency pair CHF/RUB (Swiss Franc/Russian Ruble)

Ticker	Spot risk rate, %			Concentration limits		IR risk rate, %	Penalty rate, %
Ticker	1st level, S_1_min	2nd level, S_2_min	3rd level, S_3_min	1st level	2nd level	TODTOM tenor	Penalty rate, %
CHF	8%	10%	11%	500 000 000	2 500 000 000	40%	-2%

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

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