Due to Holidays on foreign exchanges on 27th of May 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 24.05.2019 till 7:00 pm 27.05.2019 | |||
| 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 27.05.2019 till 7:00 pm 27.05.2019 | |||
| 1 | BR | BRENT oil | 10 | 0 |
| 2 | CL | Light Sweet Crude Oil | 10 | 0 |
