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Hypothetical capital of CCP

Reference date:

March 29, 2019

 

 

 

 

 

 

 

 

Currency

RUB

 

 

 

Units

1,000,000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

FX and precious metals market

Securities market

Derivatives market

Standardised OTC derivatives market

Hypothetical capital (KCCP)

7.71

2 880.25

24.2

26.64

C-factor

0.16%

38.71%

0.96%

3.21%

DFCM

3,270.00

2,441.00

1 020.00

431.00

DFCCP

2,500.00

5,000.00*

1,500.00

400.00

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