02.07.2020 19:05
Risk parameters change on Derivatives Market during Holidays on foreign exchanges
Due to Holidays on foreign exchanges on July 3, 2020 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 02.07.2020 till 7:00 pm 03.07.2020 | |||
| 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 11:00 pm 03.07.2020 | ||||
| 1 | BR | BRENT oil | 10 | 0 | |
| 2 | CL | Light Sweet Crude Oil | 10 | 0 | |