NCC | Risk parameters change on Securities and Derivati

CCP NCC sets the following list of futures that are included into the inter-contract spread on Derivatives markets starting from 7 pm May 26, 2022:

Current list	Current Futures spread date
Futures and daily futures on EUR/RUB Exchange Rate USD/RUB Exchange Rate CNY/RUB Exchange Rate	Futures and daily futures on EUR/RUB Exchange Rate USD/RUB Exchange Rate CNY/RUB Exchange Rate in the inter-month spread

New list №1 starting from 7 pm 26.05.2022	Futures spread date starting from 7 pm 26.05.2022
Futures and daily futures on EUR/RUB Exchange Rate USD/RUB Exchange Rate	Futures and daily futures on EUR/RUB Exchange Rate USD/RUB Exchange Rate in the inter-month spread

New list №2 starting from 7 pm 26.05.2022	Futures spread date starting from 7 pm 26.05.2022
Futures and daily futures on CNY/RUB Exchange Rate	Futures and daily futures on CNY/RUB Exchange Rate in the inter-month spread