NCC | Risk parameters change on Derivatives Market duri

News

18 December 2020 Risk parameters change on Derivatives Market during holiday on foreign exchanges

Due to holiday on foreign exchanges on December, 25 CCP NCC sets the following risk parameters on Derivatives market:

Brent and Light Sweet Crude Oil futures

The width of the price bands (RangeFut):

№	Underlying	Futures contract	RangeFut parameter
№	Underlying	Futures contract	Current value	Value from 7:00 pm 24.12.2020 till 7:00 pm 25.12.2020
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 11:00 pm 25.12.2020


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

For the risk parameters for the other futures please follow the link.