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

 

  FX and precious metals market Securities market Derivatives market Standardised OTC derivatives market
Hypothetical capital (KCCP) 3.98 697.10 58.82 13.30
C-factor 0.16% 7.60% 2.23% 0.72%
DFCM 3 140.00 2 267.00 1 140.00 850.00
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