CCP NCC sets the following risk parameters on Derivatives markets starting from 10 am March 24, 2022:
№
Underlying
FutMonTimeDay, CSMonTimeDay
RangeFut (all futures numbers)
Current parameter
New parameter
1
AFKS
180
600
0.9
0.5
2
AFLT
3
ALRS
4
CHMF
5
DSKY
6
FEES
7
GAZR
8
GMKN
9
HYDR
10
IRAO
11
LKOH
12
MAGN
13
MGNT
14
MOEX
15
MTSI
16
NLMK
17
NOTK
18
PHOR
19
PIKK
20
PLZL
21
ROSN
22
RTKM
23
RUAL
24
SBPR
25
SBRF
26
SNGP
27
SNGR
28
TATN
29
TRNF
30
TRNS
31
VTBR
32
RTS
33
RTSM
34
MIX
35
MXI