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Moscow Exchange: Risk Parameters Change On Derivatives Market During Holidays On Foreign Exchanges

Date 01/07/2019

Due to Holidays on foreign exchanges on 4th of July CCP NCC sets the following risk parameters on Derivatives market:

  1. The width of the price bands (RangeFut) will be changed for Brent and Light Sweet Crude Oil futures:
Underlying Futures contract RangeFut parameter
Current value Value from 7:00 pm 03.07.2019 till 7:00 pm 04.07.2019
1 BR Light Sweet Crude Oil 0.66 0.3
2 CL BRENT oil 0.66 0.3

  1. Maximum number of expansion of trading limits (AutoShiftNumMR):

Underlying Futures contract AutoShiftNumMR  
Current value Value from 10:00 am till 7:00 pm 04.07.2019  
 
 
1 BR BRENT oil 10 0  
2 CL Light Sweet Crude Oil 10 0