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                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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                25.05.2020
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