CCP NCC changes the following risk parameters starting from 7 pm on 2 November 2020:
Underlying
Description
Num
Current futures spread attribute
New futures spread attribute
PLT
on Platinum
1
No
Yes
2
SBPR
on Sberbank preferred shares
Number of settlement periods before the futures expiration for its exclusion from the inter-month spread
Key period
T(m)
Current IR risk rate
New IR risk rate
180
4%
6%
