Haircut rate imposed on USD and Euro collateral in the Derivatives market is changed:
Eligible Currency
Haircut
USD
IM*
EUR
IM**
* IM – basic volume of the Initial Margin for the nearby USD/RUB FX futures contract, %.
** IM – basic volume of the Initial Margin for the nearby EUR/RUB FX futures contract, %.
The changes come into force starting from the evening clearing session, December 17, 2014.
