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06.02.2025 13:42

Risk parameters on Derivatives market

CCP NCC changes the following risk parameters on Derivatives market starting 19:00 06.02.2025:

Inclusion in the inter-product spreads groups and window_size (regulates the inter-contract spreads’ discounts)

№	Underlying asset code	Inclusion in the inter-product spreads group	window_size
1	T	T, TCSI	0
2	TCSI	T, TCSI	0

Inclusion in inter-month spreads of futures contracts:

Underlying asset code	Num	Current inclusion in the inter-month spreads	Inclusion in the inter-month spreads starting 19:00 06.02.2025
T	0-2	No	Yes

Inclusion in inter-month spreads of options contracts:

Underlying asset code	Num	Current inclusion in the inter-month spreads	Inclusion in the inter-month spreads starting 19:00 06.02.2025
TCSI	1-3	No	Yes

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