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06 February 2025

CCP NCC changes the following risk parameters on Derivatives market starting 19:00 06.02.2025:

  1. Inclusion in the inter-product spreads groups and window_size (regulates the inter-contract spreads’ discounts)
№ Underlying asset code Inclusion in the inter-product spreads group window_size
1 T T, TCSI 0
2 TCSI T, TCSI 0

 

  1. Inclusion in inter-month spreads of futures contracts:

 

Underlying asset code Num Current inclusion in the inter-month spreads Inclusion in the inter-month spreads starting 19:00 06.02.2025
T 0-2 No Yes

 

  1. Inclusion in inter-month spreads of options contracts:

 

Underlying asset code Num Current inclusion in the inter-month spreads Inclusion in the inter-month spreads starting 19:00 06.02.2025
TCSI 1-3 No Yes