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:

  1. 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  
  1. For the risk parameters for the rest futures please follow the link.
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