CCPNCC sets the following parameters for calculating penalty rate for all ETFs from April 22, 2025:
HSECRate
LSECRate
- MIN (RUSFAR O/N + 1%; 10%)
- MIN (RUSFAR O/N+ 1%; 10%)
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.
