Hypothetical capital of CCP
Reference date: December 1, 2024
Currency RUB
Units 1 000 000

 

  FX and precious metals market Securities market Derivatives market Standardised OTC derivatives market
Hypothetical capital (KCCP) 0.49 1646.90 108.50 14.88
C-factor 0.16% 18.03% 4.09% 0.80%
DFCM 3 050.00 2 235.00 1 150.00 850.00
DFCCP 2 600.00 6 900.00* 1 500.00 1 000.00

*including additional dedicated CCP capital in amount of 3,5 billion RUB