CCPNCC sets the following risk parameters for EUR:
Dueto significant change of market quotes for overnight EUR/RUB swap (weighted average price on 11.10.2022 equals to -294.21% per annum) penalty rate will be changed from October 12, 2022:
Asset
Description
Current penalty rate, % per annum
New penalty rate from 12.10.2022, % per annum
EUR
Euro
-150%
-300%
Minimum Interest Risk Rate for TODTOM will be changed October 12, 2022:
Asset
Current rate, %
New ratefrom 12.10.2022, %
EUR
52.25
150
Short selling ban will be set from October 17, 2022:
