CCP NCC is setting new risk parameters to monitor adequacy and changes of the price band and market risk estimates range during the evening additional trading session. The values are as follows (effective from March 29, 2021):
Underlying code
Futures on
AutoShiftNumMREvg
FutMonTimeEvg, in minutes
BR
BRENT Oil
10
15
CL
Light Sweet Crude Oil
10
15
GOLD
gold
10
15
NG
natural gas
10
15
SILV
silver
10
15
From March 29, 2021, adequacy and changes of the price band and market risk estimates range of the futures above will be monitored until the end of the evening additional trading session (11:50 pm; previously, until 11:00 pm).
Sufficiency and changes of the price band and market risk estimates range of other futures will not be monitored during the evening additional trading session.
