Risk Parameters Change for the Derivatives Market

As per p.2.5 of Principles of initial margin calculation (approved by NCC Clearing Bank Management Board on the April, 8th 2015) the number of settlement periods before the expiration date during which the expiration scenarios are taken into account (N) will be changed to zero starting from May, 12th 2015, 19-00 (MSK). 

For further information, please contact the Public Relations Department at (495) 363-3232.