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National Settlement Depository (NSD) is the central securities depository of the Russian Federation
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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:

  1. 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
  1. 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

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