22.05.2020 15:38
Risk parameters change on Derivatives Market during holiday on foreign exchanges
Due to holiday on foreign exchanges on May, 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 | |
|---|---|---|---|---|
| Current value | Value from 7:00 pm 22.05.2020 till 7:00 pm 25.05.2020 | |||
| 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 7:00 pm 25.05.2020 | ||||
| 1 | BR | BRENT oil | 10 | 0 | |
| 2 | CL | Light Sweet Crude Oil | 10 | 0 | |
- For the risk parameters for the rest futures please follow the link.