21.03.2017 22:43

Xi parameter change for non-principal futures

As per p.8 of Principal and non-principal futures listing Methodology (approved by NCC Management Board 29 May 2014) on 21/03/2017, 19-00 (MSK) Xi parameter for non-principal futures was changed:

Futures Underlying asset

Previous value

Xi

New value
Xi

ALRS-9.17 ALRS 0 -800
CHMF-9.17 CHMF -500 -3500
FEES-9.17 FEES 0 -1300
HYDR-9.17 HYDR 0 -600
MGNT-9.17 MGNT -100 -300
MTSI-9.17 MTSI -300 -1400
NLMK-9.17 NLMK 0 -160
ROSN-9.17 ROSN -1000 -600
SBRF-9.17 SBRF -450 -300
SBRF-12.17 SBRF -450 -300
SBRF-3.18 SBRF -450 -300
SNGP-9.17 SNGP 0 -600
SNGR-9.17 SNGR 0 -600
TATN-9.17 TATN 0 -1100
TRNF-9.17 TRNF 0 -1000

 

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