04.12.2023 18:50
Risk parameters change for penalty rate calculation for ETFs
CCP NCC 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.