Due to Holidays on foreign exchanges on November 26, 2020 CCP NCC sets the following risk parameters on Derivatives market:
1. The width of the price bands (RangeFut) will be changed for Brent and Light Sweet Crude Oil futures:
№
Underlying
Futures contract
RangeFut parameter
Current value
Value from 7:00 pm 25.11.2020 till 7:00 pm 26.11.2020
1
BR
Light Sweet Crude Oil
0.66
0.3
2
CL
BRENT oil
2. Maximum number of expansion of trading limits (AutoShiftNumMR):
AutoShiftNumMR
Value from 10:00 am till 7:00 pm 26.11.2020
10
0