26.03.2021 18:43
Risk parameters set on the Derivatives market for an evening trading session
CCP NCC is setting new risk parameters to monitor adequacy and changes of the price band and market risk estimates range during the evening additional trading session. The values are as follows (effective from March 29, 2021):
| Underlying code | Futures on | AutoShiftNumMREvg | FutMonTimeEvg, in minutes |
|---|---|---|---|
| BR | BRENT Oil | 10 | 15 |
| CL | Light Sweet Crude Oil | 10 | 15 |
| GOLD | gold | 10 | 15 |
| NG | natural gas | 10 | 15 |
| SILV | silver | 10 | 15 |
From March 29, 2021, adequacy and changes of the price band and market risk estimates range of the futures above will be monitored until the end of the evening additional trading session (11:50 pm; previously, until 11:00 pm).
Sufficiency and changes of the price band and market risk estimates range of other futures will not be monitored during the evening additional trading session.