Due to Holidays on foreign exchanges on 28 of November CCP NCC sets the following risk parameters on Derivatives market:
- The width of the price bands (RangeFut) will be changed for Brent and Light Sweet Crude Oil futures:
№ |
Underlying |
Futures contract |
RangeFut parameter |
Current value |
Value from 7:00 pm 27.11.2019 till 7:00 pm 28.11.2019 |
1 |
BR |
Light Sweet Crude Oil |
0.66 |
0.3 |
2 |
CL |
BRENT oil |
0.66 |
0.3 |
- Maximum number of expansion of trading limits (AutoShiftNumMR):
№ |
Underlying |
Futures contract |
AutoShiftNumMR |
Current value |
Value from 10:00 am till 7:00 pm 28.11.2019 |
1 |
BR |
BRENT oil |
10 |
0 |
2 |
CL |
Light Sweet Crude Oil |
10 |
0 |