26.07.2024 19:58
Risk parameters change on the Derivatives market
CCP NCC changes the following risk parameters on the Derivatives market starting from 7 p.m. of July, 26th 2024:
- Introduction into intermonth spread:
Underlying | Num | Value "Introduction into intermonth spread" from 7 p.m. of July, 26th 2024 |
GL | All | Yes |
PLD | All | 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 7 p.m. of July, 26th 2024 |
GL | 2 | 1000 |
PLD | 2 | 1000 |
Risk parameters will be available on the NCC website from July, 29th 2024.- https://www.nationalclearingcentre.com/catalog/530902