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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
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