20.03.2025 14:33
Risk parameters changes on Derivatives market
CCP NCC changes the following risk parameters for all underlying on the Derivatives market starting from 7 p.m. of March, 21st 2025:
Settlement period quantity to option series execution while risk rule "Halfnetting" is using for executing option series for initial margin estimation (NClOpt(BC):
| Underlying | Current value NClOpt(BC), number of clearing sessions | NClOpt(BC) starting from 7 p.m. of March, 21st 2025, number of clearing sessions |
|---|---|---|
| All | 0 | 2 |
Risk parameters will be available on the NCC website from March, 24th 2025.- https://www.nationalclearingcentre.com/catalog/530902