1. Main
  2. Risk management
  3. Currency market
  4. Penalty rates
Penalty rates
Type Maximum number of days for rollover Time for execution of rollover trades Closing and/or balancing trades Time for closing and/or balancing trades Prices for closing and/or balancing trades
Cash Russian rubles 2 days From 20.00 to 20.30. Detailed information is available in the section "NCC’s actions in respect of Defaulting clearing members":
NCC | Settlement procedure (nationalclearingcentre.com)		 If maximum number of days is exceeded, the NCC executes closing and/or balancing trades Т0, Т+ for cash funds and Т+ for securities. Trades execute:
  1. On-exchange markets;
  2. Trading mode "Settlement procedures with CCP";
  3. On the basis of order book order;
  4. On OTC markets.

NCC charges a penalty payment from Clearing Members for closing and/or balancing trades.		 From 10:00 Market data Moscow Exchange (moex.com)
Foreign currencies and precious metals 2 days

Penalty rates for currency market

Rollover rate for cash in RUB