02.12.2015 18:53
Risk Parameters Change For Non-Principal Futures On December 2, 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 parameters for non-principal futures were changed on December 2, 2015 at 7 p.m. (MSK). The changes are listed below:
Underlying asset | Xi, old values | Xi, new values |
---|---|---|
HYDR | -500 | -250 |
MTSI | -700 | -450 |
SNGR | -1000 | -700 |
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