21.12.2023 10:35
Risk Parameters on the Moscow Exchange during New Year/Christmas Holidays
If the market volatility does not significantly increase, CCP NCC will change risk parameters:
- on the FX and precious metals, Securities market?from December 28, 2023 through January 8, 2024 (inclusive);
- on the Derivatives and Standardized OTC Derivatives market 7:00 pm December 27, 2023, till 7:00 pm January 8, 2024.
The FX and Precious Metals, Security and Deposit, Derivatives, Standardized OTC Derivatives Markets will operate as usual on?January?3-5, 8 2024.?NCC will carry out clearing mark-to-market sessions and issue margin calls which are to be fulfilled within the time frames specified in the Clearing Rules.