CCP NCC is changing risk-parameters for WH4-3.21 futures contract on the Derivatives market effective from 7:00 pm on March 2, 2021 till 2:00 pm on March 10, 2021. Settled values are as followes:
Underlying code
Futures on
Number of the futures contract
(Num)
Futures code
MRaddonUp
MRaddonDown
WH4
Wheat delivery futures grade 4
1
WH4-3.21
11.5%
11.5%
As a result the initial margin for WH4-3.21 will increase while initial margin for the WH4-9.21 will remain unchanged.
