NCC | Risk parameters change on Derivatives Market duri

News

25 November 2019 Risk parameters change on Derivatives Market during Holidays on foreign exchanges

Due to Holidays on foreign exchanges on 25 of December CCP NCC sets the following risk parameters on Derivatives market:

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 24.12.2019 till 7:00 pm 25.12.2019
1	BR	Light Sweet Crude Oil	0.66	0.3
2	CL	BRENT oil	0.66	0.3

Maximum number of expansion of trading limits (AutoShiftNumMR):

№	Underlying	Futures contract	AutoShiftNumMR
			Current value	Value from 10:00 am till 7:00 pm 25.12.2019


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