NCC | Risk parameters change on Derivatives Market duri

News

20 May 2019 Risk parameters change on Derivatives Market during Holidays on foreign exchanges

Due to Holidays on foreign exchanges on 27^th of May CCP NCC sets the following risk parameters on Derivatives market:

1. The width of the price bands (RangeFut) will be changed for Brent and Light Sweet Crude Oil futures:

№	Underlying	Futures contract	RangeFut parameter
№	Underlying	Futures contract	Current value	Value from 7:00 pm 24.05.2019 till 7:00 pm 27.05.2019
1	BR	Light Sweet Crude Oil	0.66	0.3
2	CL	BRENT oil	0.66	0.3

2. Maximum number of expansion of trading limits (AutoShiftNumMR):

№	Underlying	Futures contract	AutoShiftNumMR
			Current value	Value from 10:00 am 27.05.2019 till 7:00 pm 27.05.2019


1	BR	BRENT oil	10	0
2	CL	Light Sweet Crude Oil	10	0