02.03.2021 16:23
Risk Parameters change on Derivatives market for WH4-3.21 futures contract
CCP NCC is changing risk-parameters for WH4-3.21 futures contract on the Derivatives market effective from 7:00 pm on March 2, 2021 till 2:00 pm on March 10, 2021. Settled values are as followes:
| Underlying code | Futures on | Number of the futures contract (Num) |
Futures code | MRaddonUp | MRaddonDown |
|---|---|---|---|---|---|
| WH4 | Wheat delivery futures grade 4 | 1 | WH4-3.21 | 11.5% | 11.5% |
As a result the initial margin for WH4-3.21 will increase while initial margin for the WH4-9.21 will remain unchanged.