19.03.2015 10:04
Risk parameters change for non-principal futures on Mar 18, 2015
According to Item 8 of the Principal and Non-principal Futures Listing Methodology (approved by the NCC Management Board on May, 29 2014), Xi, r parameters for non-principal futures were changed on March, 18 2015 at 7 p.m. (MSK). The changes are listed below:
| Underlying asset | New values | Old values | ||
|---|---|---|---|---|
| Xi | ri | Xi | ri | |
| CHMF | -2000 | 14% | -2000 | 15% |
| FEES | 0 | 14% | 0 | 15% |
| GAZR | -500 | 14% | -100 | 15% |
| GMKR | -4000 | 14% | -4000 | 15% |
| HYDR | 0 | 14% | -80 | 15% |
| LKOH | -700 | 14% | -700 | 15% |
| MGNT | -350 | 14% | -350 | 15% |
| MOEX | -200 | 14% | -200 | 15% |
| MTSI | 0 | 14% | 0 | 15% |
| NOTK | -350 | 14% | -350 | 15% |
| ROSN | -750 | 14% | -150 | 15% |
| RTKM | 0 | 14% | 0 | 15% |
| SBPR | -150 | 14% | -80 | 15% |
| SBRF | -100 | 14% | -150 | 15% |
| SNGP | -500 | 14% | -500 | 15% |
| SNGR | -700 | 14% | -700 | 15% |
| TATN | -500 | 14% | -500 | 15% |
| TRNF | -3000 | 14% | -3000 | 15% |
| URKA | -500 | 14% | -500 | 15% |
| VTBR | -100 | 14% | -100 | 15% |
For further information, please contact the Public Relations Department at (495) 363-3232.