CCP NCC sets back standard values starting from 11 March 2020 for:
Market
Current parameter value
New parameter value
FX
15 minutes
10 seconds
Securities
5 minutes
Derivatives
- amount of shift for the following underlying assets on FX and Derivatives markets:
Underlying
Current shift parameter value
New shift parameter value
Si
0.33
0.22
Eu
USD
0.3033
0.2
EUR
Futures contract
AutoShiftNumMR
Current value
New value
BR
BRENT oil
2
10
CL
Light Sweet Crude oil