CCP NCC is changing standard period of stress collateral requirement calculation and sets the following schedule:
Calculation date
Period of calculation
Fulfillment of Margin Call
19.12.2017
12.12.2017 – 18.12.2017
26.12.2017
28.12.2017
19.12.2017 – 27.12.2017
09.01.2018
28.12.2017 – 05.01.2018
16.01.2018
After January 9, 2018, standard schedule will be applied.