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Hypothetical capital of CCP

Reference date:

January 31, 2019

 

 

 

 

 

 

 

 

Currency

RUB

 

 

 

Units

1,000,000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

FX and precious metals market

Securities market

Derivatives market

Standardised OTC derivatives market

Hypothetical capital (KCCP)

7.67

825.26

18.53

7.56

C-factor

0.16%

11.08%

0.738%

0.921%

DFCM

3,300.00

2,450.00

1 010.00

421.00

DFCCP

2,500.00

5,000.00*

1,500.00

400.00

*including additional dedicated CCP capital in amount of 3 billion RUB