At the point when the settlement time of an agreement is onehour away, we change to a weighted normal of fundamental list and the
bitcoin futures from self-certification to systemic risk 30-min-TWAP of the hidden record in mark value calculation. Throughout the
following 30 minutes, the loads of fundamental file and its TWAP go from
100%/0% to 0%/100%. This implies the imprint cost is processed utilizing the
30-minute-TWAP of the fundamental list in the last half hour driving into
contract settlement.The BTC Futures contracts are chosen the 30-minute-TWAP of
the hidden record. To guarantee that at the hour of settlement there are no
under-margined positions, the progress from utilizing hidden file to
30-min-TWAP of fundamental list is done step by step.
