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:

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:

Risk parameters will be available on the NCC website from July, 29th 2024.- https://www.nationalclearingcentre.com/catalog/530902

Contacts for media
+7 (495) 363-3232
Public Relations Department

Contacts for clients
+7 (495) 232-3363
Feedback form

Main news

29.07.24	Risk parameters on Securities market
29.07.24	Risk parameters change for the security RU000A1008P1
29.07.24	Risk parameters change for the security RU000A1065C9
29.07.24	Risk parameters change for the security RU000A105VQ5
29.07.24	Risk parameters change for the security RU000A105NP4
26.07.24	Risk parameters change on the Derivatives market
26.07.24	Risk parameters change for the security RU000A101590
26.07.24	Risk parameters change for the security SU25085RMFS0
26.07.24	Risk parameters change for the security RU000A1008P1
All news