16.12.2024 14:15
Risk parameters changes on the Derivatives market
CCP NCC changes "Settlement period quantity to option series execution while risk rule "Halfnetting" is using for executing option series for initial margin estimation" (NClopt) value for all underlying assets on the Derivatives market starting from 7 p.m. on December, 16th 2024:
| Current NClopt value | NClopt value stating from 7 p.m. on December, 16th 2024 |
|---|---|
| 2 | 0 |
"NClopt" values for Underlying assets are available on the NCC website https://www.nationalclearingcentre.com/catalog/530902