Hypothetical capital of CCP
| Reference date: | February 1, 2026 |
| Currency | RUB |
| Units | 1 000 000 |
| FX and precious metals market | Securities market | Derivatives market | Standardised OTC derivatives market | |
| Hypothetical capital (KCCP) | 0.41 | 9 933.65 | 140.82 | 10.66 |
| C-factor | 0.16% | 76.23% | 2.42% | 0.55% |
| DFCM | 2 870.00 | 2 232.00 | 1 210.00 | 950.00 |
| DFCCP | 2 600.00 | 10 800.00 | 4 600.00 | 1 000.00 |
*including additional dedicated CCP capital in amount of 3,5 billion RUB