CCP NCC changes the following risk parameters for natural gas futures on the Derivatives market starting from 7 p.m. of April, 12th 2024:
1. Introduction into intermonth spread:
Underlying
Num
Current value "Introduction into intermonth spread"
Value "Introduction into intermonth spread" from 19:00 12.04.2024
NG
1
Yes
Yes
NG
2
Yes
Yes
NG
3
No
Yes
NG
4
No
Yes
NG
5
No
Yes
NG
6
No
Yes
2. Settlement period quantity to futures contract execution while risk rule "Halfnetting" is using for executing futures contract for initial margin estimation:
