NCC | Risk parameters change on Derivatives Market duri

News

09 April 2020 Risk parameters change on Derivatives Market during Holidays on foreign exchanges

Due to Holidays on foreign exchanges on 10^th of April 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 09.04.2020 till 7:00 pm 10.04.2020
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 10.04.2020


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