16.03.2023 19:19
Risk parameters change on Securities and Derivatives market
CCP NCC sets the following list of futures that are included into the inter-contract spread on Derivatives markets starting from 7 pm March 20, 2023:
| List till 7 pm 20.03.2023 | Futures spread dates till 7 pm 20.03.2023 |
|---|---|
| Group #1 | |
| Futures and daily futures on USD/RUB, EUR/RUB Exchange Rate |
Futures and daily futures on USD/RUB, EUR/RUB Exchange Rate in the inter-month spread |
| Group #2 | |
| Futures and daily futures on CNY/RUB Exchange Rate | Futures and daily futures on CNY/RUB Exchange Rate in the inter-month spread |
| New list starting from 7 pm 20.03.2023 | Futures spread date starting from 7 pm 20.03.2023 |
|---|---|
| Futures and daily futures on USD/RUB, EUR/RUB, CNY/RUB Exchange Rate |
Futures and daily futures on USD/RUB, EUR/RUB, CNY/RUB Exchange Rate in the inter-month spread |