12.04.2024 13:30
Risk parameters change for natural gas futures on the Derivatives market
CCP NCC changes the following risk parameters for natural gas futures on the Derivatives market starting from 7 p.m. of April, 12th 2024:
- Introduction into intermonth spread:
| Underlying | Num | Current value "Introduction into intermonth spread" | Value "Introduction into intermonth spread" from 19:00 12.04.2024 |
|---|---|---|---|
| NG | 1 | Yes | Yes |
| NG | 2 | Yes | Yes |
| NG | 3 | No | Yes |
| NG | 4 | No | Yes |
| NG | 5 | No | Yes |
| NG | 6 | No | Yes |
- Settlement period quantity to futures contract execution while risk rule "Halfnetting" is using for executing futures contract for initial margin estimation:
| Underlying | Current value "NCl" | Value "NCl" from 19:00 12.04.2024 |
|---|---|---|
| NG | 50 | 500 |
Risk parameters will be available on the NCC website from April, 15th 2024. – https://www.nationalclearingcentre.com/catalog/530902