CCP NCC changes the following risk parameters for all underlying on the Derivatives market starting from 7 p.m. of March, 21st 2025:
Settlement period quantity to option series execution while risk rule "Halfnetting" is using for executing option series for initial margin estimation (NClOpt(BC):
Underlying
Current value NClOpt(BC), number of clearing sessions
NClOpt(BC) starting from 7 p.m. of March, 21st 2025, number of clearing sessions
