29.12.2021 13:26
Calculation of stress collateral requirement during New Year/Christmas Public Holidays
CCP NCC is changing standard period of stress collateral requirement calculation and sets the following schedule:
- Stress collateral will not be calculated on December 28, 2021 and on January 4, 2022.
- Stress collateral will be calculated on December 30, 2021 according to the following schedule:
| Calculation Date | Period of Calculation | Fulfillment of Margin Call |
|---|---|---|
| 30.12.2021 | 22.12.2021 – 29.12.2021 | 10.01.2022 |
- Standard schedule will be in force starting from January 11, 2022 according to Methodology for Calculation of Stress Collateral.