04.03.2022 18:26
Risk parameters change on Securities and Derivatives market
CCP NCC sets the following list of futures that are included into the inter-month spread on Derivatives markets starting from 7 pm March 4, 2022:
| Underlying | Futures on | Current list | New list starting from 7 pm 04.03.2022 |
|---|---|---|---|
| Si | USD/RUB exchange rate futures | all settlement days in the quarter cycle and underlying asset | first four settlement days in the quarter cycle and underlying asset |