28.04.2020 07:48
Risk parameters change on Derivatives market
CCP NCC sets new risk parameters on Derivatives market starting from 2:00 pm on April 28, 2020 for Light Sweet Crude Oil futures. The approximate initial margin figures will be as following:
| Futures contract | Seller`s Initial Margin | Buyer`s Initial Margin |
|---|---|---|
| CL-5.20 | 72% | 72% |
| CL-6.20 | 50% | 49% |