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FTSE Mondo Visione Exchanges Index:

Moscow Exchange Risk Parameters Change On Derivatives Market For WH4-3.21 Futures Contract

Date 02/03/2021

CCP NCC is changing risk-parameters for WH4-3.21 futures contract on the Derivatives market effective from 7:00 pm on March 2, 2021 till 2:00 pm on March 10, 2021. Settled values are as followes:

 

Underlying codeFutures onNumber of the futures contract
(Num)
Futures codeMRaddonUpMRaddonDown
WH4 Wheat delivery futures grade 4 1 WH4-3.21 11.5% 11.5%

As a result the initial margin for WH4-3.21 will increase while initial margin for the WH4-9.21 will remain unchanged.