30.10.2020 11:23
Risk parameters change for automatic shifts of price bands on Derivatives market
CCP NCC changes parameter which defines the time an order must be near the price band to trigger an automatic shift for all instruments starting from 10 November, 2020:
| Instruments | Current parameter value | New parameter value |
|---|---|---|
| Futures on all underlying assets | 5 minutes | 3 minutes |
| Calendar spreads on all underlying assets | 5 minutes | 3 minutes |