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 |
