02.09.2021 17:42

Risk Parameters change on Derivatives market for WH4-9.21 futures contract

CCP NCC is changing risk-parameters for WH4-9.21 futures contract on the Derivatives market effective from 7:00 pm on September 2, 2021 till 2:00 pm on September 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 WH4-9.21 11.5% 11.5%

As a result the initial margin for WH4-9.21 will increase while initial margin for the WH4-12.21 will remain unchanged.

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