News

CCP NCC sets back standard values starting from 11 March 2020 for:

  •  parameter which defines the time an order must be near the price band to trigger an automatic shift for all instruments:

Market

Current parameter value

New parameter value

FX

15 minutes

10 seconds

Securities

15 minutes

5 minutes

Derivatives

15 minutes

5 minutes


- amount of shift for the following underlying assets on FX and Derivatives markets:
 

Market

Underlying

Current shift parameter value

New shift parameter value

Derivatives

Si

0.33

0.22

Eu

0.33

0.22

FX

USD

0.3033

0.2

EUR

0.3033

0.2

 

  • maximum quantity of automatic shifts for Brent and Light Sweet Crude oil futures on Derivative market:

 

Underlying

Futures contract

AutoShiftNumMR

 

Current value

New value

 
 
 

BR

BRENT oil

2

10

 

CL

Light Sweet Crude oil

2

10