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
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