Risk Parameter Adjustments for Weekend Trading Sessions

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Newsroom Events calendar Subscription management Subscription Print version 27.04.2026 16:54

Risk parameters changes on Derivatives market

CCP NCC changes the following risk parameters on Derivatives market for the period of the additional weekend session on May 1, 2026 and June 12, 2026:

The width (in a unit fraction) of the price band for every underlying asset on trading days at weekends (OffDaysTradingPriceRangeShift):

| BC | Current value OffDaysTradingPriceRangeShift | Value OffDaysTradingPriceRangeShift on 01.05.2026 and 12.06.2026 |
| ALUM | 0,03 | 1 |
| COPPER | 0,03 | 1 |
| NICKEL | 0,05 | 1 |
| ZINC | 0,03 | 1 |
| BR | 0,06 | 1 |
| BRM | 0,06 | 1 |
| TTF | 0,06 | 1 |
| COCOA | 0,05 | 1 |
| COFFEE | 0,03 | 1 |
| SUGR | 0,05 | 1 |
| ORANGE | 0,05 | 1 |
| DAX | 0,04 | 1 |
| STOX | 0,04 | 1 |
| NIKK | 0,05 | 1 |
| SPYF | 0,03 | 1 |
| NASD | 0,03 | 1 |
| DJ30 | 0,03 | 1 |
| R2000 | 0,03 | 1 |
| ALIBABA | 0,03 | 1 |
| BAIDU | 0,03 | 1 |
| EM | 0,03 | 1 |
| INDIA | 0,03 | 1 |
| SOXQ | 0,03 | 1 |
| IBIT | 0,125 | 1 |
| ETHA | 0,175 | 1 |
| TLT | 0,03 | 1 |
| BTC | 0,125 | 1 |
| ETH | 0,175 | 1 |
| HANG | 0,04 | 1 |
| TENCENT | 0,03 | 1 |
| XIA | 0,03 | 1 |
| NG | 0,08 | 1 |
| NGM | 0,08 | 1 |
| GOLD | 0,03 | 1 |
| GOLDM | 0,03 | 1 |
| SILV | 0,06 | 1 |
| PLD | 0,06 | 1 |
| PLDM | 0,06 | 1 |
| PLT | 0,05 | 1 |
| PLTM | 0,05 | 1 |
| SILVM | 0,06 | 1 |
| AFRICA | 0,03 | 1 |
| BRAZIL | 0,03 | 1 |
| ARGT | 0,03 | 1 |
| CHINA | 0,03 | 1 |
| SAUDI | 0,03 | 1 |
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