CCP NCC sets back standard values starting from 11 March 2020 for:
- parameter which defines the time an order must be near the price band to trigger an automatic shift for all instruments:
| Market |
Current parameter value |
New parameter value |
| FX |
15 minutes |
10 seconds |
| Securities |
15 minutes |
5 minutes |
| Derivatives |
15 minutes |
5 minutes |
- amount of shift for the following underlying assets on FX and Derivatives markets:
| Market |
Underlying |
Current shift parameter value |
New shift parameter value |
| Derivatives |
Si |
0.33 |
0.22 |
| Eu |
0.33 |
0.22 |
| FX |
USD |
0.3033 |
0.2 |
| EUR |
0.3033 |
0.2 |
- maximum quantity of automatic shifts for Brent and Light Sweet Crude oil futures on Derivative market:
| Underlying |
Futures contract |
AutoShiftNumMR |
| Current value |
New value |
| BR |
BRENT oil |
2 |
10 |
| CL |
Light Sweet Crude oil |
2 |
10 |