21.04.2025 15:17
Risk parameters change for penalty rate calculation for ETFs
CCP NCC sets the following parameters for calculating penalty rate for all ETFs from April 22, 2025:
| HSECRate | LSECRate |
|---|---|
| - MIN (RUSFAR O/N + 1%; 10%) | - MIN (RUSFAR O/N+ 1%; 10%) |
RUSFAR O/N – the money market index, that is published on https://www.moex.com. Last available value, published at the moment of penalty rates calculation, is used.