CCP NCC sets the following risk parameters on Derivatives markets starting from 10 am March 24, 2022:
|
№ |
Underlying |
FutMonTimeDay, CSMonTimeDay |
RangeFut (all futures numbers) |
|||
|
Current parameter |
New parameter |
Current parameter |
New parameter |
|
||
|
1 |
AFKS |
180 |
600 |
0.9 |
0.5 |
|
|
2 |
AFLT |
180 |
600 |
0.9 |
0.5 |
|
|
3 |
ALRS |
180 |
600 |
0.9 |
0.5 |
|
|
4 |
CHMF |
180 |
600 |
0.9 |
0.5 |
|
|
5 |
DSKY |
180 |
600 |
0.9 |
0.5 |
|
|
6 |
FEES |
180 |
600 |
0.9 |
0.5 |
|
|
7 |
GAZR |
180 |
600 |
0.9 |
0.5 |
|
|
8 |
GMKN |
180 |
600 |
0.9 |
0.5 |
|
|
9 |
HYDR |
180 |
600 |
0.9 |
0.5 |
|
|
10 |
IRAO |
180 |
600 |
0.9 |
0.5 |
|
|
11 |
LKOH |
180 |
600 |
0.9 |
0.5 |
|
|
12 |
MAGN |
180 |
600 |
0.9 |
0.5 |
|
|
13 |
MGNT |
180 |
600 |
0.9 |
0.5 |
|
|
14 |
MOEX |
180 |
600 |
0.9 |
0.5 |
|
|
15 |
MTSI |
180 |
600 |
0.9 |
0.5 |
|
|
16 |
NLMK |
180 |
600 |
0.9 |
0.5 |
|
|
17 |
NOTK |
180 |
600 |
0.9 |
0.5 |
|
|
18 |
PHOR |
180 |
600 |
0.9 |
0.5 |
|
|
19 |
PIKK |
180 |
600 |
0.9 |
0.5 |
|
|
20 |
PLZL |
180 |
600 |
0.9 |
0.5 |
|
|
21 |
ROSN |
180 |
600 |
0.9 |
0.5 |
|
|
22 |
RTKM |
180 |
600 |
0.9 |
0.5 |
|
|
23 |
RUAL |
180 |
600 |
0.9 |
0.5 |
|
|
24 |
SBPR |
180 |
600 |
0.9 |
0.5 |
|
|
25 |
SBRF |
180 |
600 |
0.9 |
0.5 |
|
|
26 |
SNGP |
180 |
600 |
0.9 |
0.5 |
|
|
27 |
SNGR |
180 |
600 |
0.9 |
0.5 |
|
|
28 |
TATN |
180 |
600 |
0.9 |
0.5 |
|
|
29 |
TRNF |
180 |
600 |
0.9 |
0.5 |
|
|
30 |
TRNS |
180 |
600 |
0.9 |
0.5 |
|
|
31 |
VTBR |
180 |
600 |
0.9 |
0.5 |
|
|
32 |
RTS |
180 |
600 |
0.9 |
0.5 |
|
|
33 |
RTSM |
180 |
600 |
0.9 |
0.5 |
|
|
34 |
MIX |
180 |
600 |
0.9 |
0.5 |
|
|
35 |
MXI |
180 |
600 |
0.9 |
0.5 |
|