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Due to changes of macroeconomic factors and Holidays on foreign exchanges on 19th of April CCP NCC sets the following risk parameters on Derivatives market:
1. Market risk rates for Brent and Light sweet oil futures will not be changed:
|
№ |
Underlying |
Futures contract |
Current market risk rates |
Market risk rates from 19:00 16.04.2019 |
Market risk rates from 19:00 17.04.2019 to 19:00 22.04.2019 |
||||||
|
MR1 |
MR2 |
MR3 |
MR1 |
MR2 |
MR3 |
MR1 |
MR2 |
MR3 |
|||
|
1 |
BR |
BRENT oil |
10% |
15% |
23% |
10% |
15% |
23% |
10% |
15% |
23% |
|
2 |
CL |
Light Sweet Crude Oil |
10% |
15% |
23% |
10% |
15% |
23% |
10% |
15% |
23% |
2. The width of the price bands (RangeFut) will be changed for Brent and Light Sweet Crude Oil futures from 19:00 18.04.2019 to 14:00 22.04.2019:
|
№ |
Underlying |
Futures contract |
RangeFut parameter |
|
|
Current value |
Value from 19:00 18.04.2019 to 14:00 22.04.2019 |
|||
|
1 |
BR |
Light Sweet Crude Oil |
0.66 |
0.3 |
|
2 |
CL |
BRENT oil |
0.66 |
0.3 |
3. Maximum number of expansion of trading limits (AutoShiftNumMR):
|
№ |
Underlying |
Futures contract |
AutoShiftNumMR |
||
|
Current value |
Value from 19:00 18.04.2019 to 19:00 19.04.2019 |
||||
|
1 |
BR |
BRENT oil |
10 |
0 |
|
|
2 |
CL |
Light Sweet Crude Oil |
10 |
0 |
|