25.11.2019 15:11
Risk parameters change on Derivatives Market during Holidays on foreign exchanges
Due to Holidays on foreign exchanges on 25 of December CCP NCC sets the following risk parameters on Derivatives market:
1. 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 24.12.2019 till 7:00 pm 25.12.2019 | |||
| 1 | BR | Light Sweet Crude Oil | 0.66 | 0.3 |
| 2 | CL | BRENT oil | 0.66 | 0.3 |
2. Maximum number of expansion of trading limits (AutoShiftNumMR):
| № | Underlying | Futures contract | AutoShiftNumMR | |
|---|---|---|---|---|
| Current value | Value from 10:00 am till 7:00 pm 25.12.2019 | |||
| 1 | BR | BRENT oil | 10 | 0 |
| 2 | CL | Light Sweet Crude Oil | 10 | 0 |