26.03.2026 18:47

Risk parameters for new futures on Derivatives market

CCP NCC sets the following risk parameters for new futures on Derivatives market starting from 23:50 p.m. of March, 30^th 2026:

SL, SLVRUB_TOM contracts will be included in intercontract spread group with 100% of IM discount.

ICS	IM discount	Value of window_size, in fractions
GOLD_SILV	100%	0

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