Parameter Updates to Maintain Fair and Orderly Trading Environment

On 16 December 2020 at 01:00 UTC we will update the Impact Notional and Index Price Protection parameters to further safeguard against the effects of market shocks and erroneous price information from constituent exchanges.

The Impact Notional will increase from (0.1/Initial Margin) to (0.2/Initial Margin), while our Index Protection parameter will decrease from 25 percent to 10 percent.

Please see our blog for further details.