14.08.2025 18:54
Risk parameters on Derivatives market
CCP NCC sets the following risk parameters for futures on trading days at weekends on Derivatives market starting from of August, 16th 2025:
- The width (in a unit fraction) of the price band for every underlying asset on trading days at weekends (OffDaysTradingPriceRangeShift)
- The width (in a unit fraction) of the calendar spread on trading days at weekends (OffDaysTradingrangeCS)