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Hypothetical capital of CCP


Reference date:

May 31, 2019

 

 

 

 

 

 

 

 

Currency

RUB

 

 

 

Units

1,000,000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

FX and precious metals market

Securities market

Derivatives market

Standardised OTC derivatives market

Hypothetical capital (KCCP)

7.11

86.67

11.18

34.38

C-factor

0.16%

1.17%

0.44%

4.00%

DFCM

3260.00

2441.00

1030.00

460.00

DFCCP

2500.00

5000.00

1500.00

400.00

*including additional dedicated CCP capital in amount of 3 billion RUB