15.05.2025 14:48

Risk parameters change on the Derivatives market

CCP NCC changes the following risk parameters on the Derivatives market starting from 7 p.m. of May, 15th 2025:

Introduction into intermonth spread with risk rule "Halfnetting" is using for futures contract for initial margin estimation:

Underlying	Num	Value "Introduction into intermonth spread" from 7 p.m. of May, 15th 2025
NASD	All	Yes

Risk parameters will be available on the NCC website from May, 16th 2025.- https://www.nationalclearingcentre.com/catalog/530902

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