CCPNCC sets the following parameters for calculating penalty rate for all ETFs from December 06, 2023:
HSECRate
LSECRate
- (RUSFAR O/N + 1%)
- (RUSFAR O/N+ 1%)
RUSFAR O/N – the money market index, that is published on https://www.moex.com. Last available value, published at the moment of penalty rates calculation, is used.