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Due to Holidays on foreign exchanges on 25 of December 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 24.12.2019 till 7:00 pm 25.12.2019 | |||
| 1 | BR | Light Sweet Crude Oil | 0.66 | 0.3 |
| 2 | CL | BRENT oil | 0.66 | 0.3 |
2. Maximum number of expansion of trading limits (AutoShiftNumMR):
| № | Underlying | Futures contract | AutoShiftNumMR | ||
|---|---|---|---|---|---|
| Current value | Value from 10:00 am till 7:00 pm 25.12.2019 | ||||
| 1 | BR | BRENT oil | 10 | 0 | |
| 2 | CL | Light Sweet Crude Oil | 10 | 0 | |
