NCC | Risk parameters change on Securities and Derivati

CCP NCC sets the following list of futures that are included into the inter-contract spread on Derivatives markets starting from 7 pm March 20, 2023:

List till 7 pm 20.03.2023	Futures spread dates till 7 pm 20.03.2023
Group #1
Futures and daily futures on USD/RUB, EUR/RUB Exchange Rate	Futures and daily futures on USD/RUB, EUR/RUB Exchange Rate in the inter-month spread
Group #2
Futures and daily futures on CNY/RUB Exchange Rate	Futures and daily futures on CNY/RUB Exchange Rate in the inter-month spread

New list starting from 7 pm 20.03.2023	Futures spread date starting from 7 pm 20.03.2023
Futures and daily futures on USD/RUB, EUR/RUB, CNY/RUB Exchange Rate	Futures and daily futures on USD/RUB, EUR/RUB, CNY/RUB Exchange Rate in the inter-month spread