Due to Holidays on foreign exchanges on July 3, 2020 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 02.07.2020 till 7:00 pm 03.07.2020 | |||
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 11:00 pm 03.07.2020 | ||||
1 | BR | BRENT oil | 10 | 0 | |
2 | CL | Light Sweet Crude Oil | 10 | 0 |