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

 

  FX and precious metals market Securities market Derivatives market Standardised OTC derivatives market
Hypothetical capital (KCCP) 0.83 311.53 50.23 16.07
C-factor 0.16% 3.4% 1.95% 0.89%
DFCM 3 330.00 2 277.00 1 080.00 800.00
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