28.08.2019 13:25

Risk parameters change on Derivatives Market during Holidays on foreign exchanges

Due to Holidays on foreign exchanges on 2d of September 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 30.08.2019 till 7:00 pm 02.09.2019
1 BR Light Sweet Crude Oil 0.66 0.3
2 CL BRENT oil 0.66 0.3

2. Maximum number of expansion of trading limits (AutoShiftNumMR):

Underlying Futures contract AutoShiftNumMR  
Current value Value from 10:00 am till 7:00 pm 02.09.2019  
 
 
1 BR BRENT oil 10 0  
2 CL Light Sweet Crude Oil 10 0  
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