23.03.2022 18:26

Risk parameters change on Securities and Derivatives market

CCP NCC sets the following risk parameters on Derivatives markets starting from 10 am March 24, 2022:

№	Underlying	FutMonTimeDay, CSMonTimeDay		RangeFut (all futures numbers)
№	Underlying	Current parameter	New parameter	Current parameter	New parameter
1	AFKS	180	600	0.9	0.5
2	AFLT	180	600	0.9	0.5
3	ALRS	180	600	0.9	0.5
4	CHMF	180	600	0.9	0.5
5	DSKY	180	600	0.9	0.5
6	FEES	180	600	0.9	0.5
7	GAZR	180	600	0.9	0.5
8	GMKN	180	600	0.9	0.5
9	HYDR	180	600	0.9	0.5
10	IRAO	180	600	0.9	0.5
11	LKOH	180	600	0.9	0.5
12	MAGN	180	600	0.9	0.5
13	MGNT	180	600	0.9	0.5
14	MOEX	180	600	0.9	0.5
15	MTSI	180	600	0.9	0.5
16	NLMK	180	600	0.9	0.5
17	NOTK	180	600	0.9	0.5
18	PHOR	180	600	0.9	0.5
19	PIKK	180	600	0.9	0.5
20	PLZL	180	600	0.9	0.5
21	ROSN	180	600	0.9	0.5
22	RTKM	180	600	0.9	0.5
23	RUAL	180	600	0.9	0.5
24	SBPR	180	600	0.9	0.5
25	SBRF	180	600	0.9	0.5
26	SNGP	180	600	0.9	0.5
27	SNGR	180	600	0.9	0.5
28	TATN	180	600	0.9	0.5
29	TRNF	180	600	0.9	0.5
30	TRNS	180	600	0.9	0.5
31	VTBR	180	600	0.9	0.5
32	RTS	180	600	0.9	0.5
33	RTSM	180	600	0.9	0.5
34	MIX	180	600	0.9	0.5
35	MXI	180	600	0.9	0.5

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