CCP NCC changes the following risk parameters on the Derivatives market starting from 7 p.m. of July, 26th 2024: 

1. Introduction into intermonth spread:

2. Settlement period quantity to futures contract execution while risk rule "Halfnetting" is using for executing futures contract for initial margin estimation:

Risk parameters will be available on the NCC website from July, 29th 2024.- https://www.nationalclearingcentre.com/catalog/530902