NCC | Risk parameters on Derivatives market

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15 August 2025 Risk parameters on Derivatives market

CCP NCC sets the following risk parameters for futures on trading days at weekends on Derivatives market starting from of August, 16^th 2025:

The width (in a unit fraction) of the price band for every underlying asset on trading days at weekends (OffDaysTradingPriceRangeShift):

The width (in a unit fraction) of the calendar spread on trading days at weekends (OffDaysTradingrangeCS):