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  4. RUB Rollover rate
RUB Rollover rate

 

According to the new methodology of CCP NCC, starting from June 28, 2021 RUB Rollover rate on FX and Precious Metals Market is calculated as follows:

 

where:

kmoney – coefficient for RUSFARi rate, defined by decision of CCP NCC

RUSFARi – RUSFAR ON RUB on day i

MONEYRate_min – minimum MONEYRatei, defined by decision of CCP NCC

CCP NCC will set the following risk parameters starting from June 28, 2021:

  • kmoney is set equal to 2;
  • MONEYRate_min is set equal to 0.