News

CCP NCC sets the parameter that used to calculate inter-product spreads discounts (window_size) on the Derivatives market starting from 7:00 pm on November 25th, 2024:
 

Underlying asset code Inclusion in the inter-product spreads group window_size
1 SBPR SBRF, SBERF 0.3
2 TATN TATN, TATP 0.5
3 TATP TATN, TATP 0.5