Moscow Exchange: Risk Parameters Change On Derivatives Market During Holidays On Foreign Exchanges

News

Due to Holidays on foreign exchanges on July 3, 2020 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
№	Underlying	Futures contract	Current value	Value from 7:00 pm 02.07.2020 till 7:00 pm 03.07.2020
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):