25.04.2016 19:04
Risk Parameters Change For Non-Principal Futures On April 25, 2016
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 April 25, 2016 at 7 p.m. (MSK). The changes are listed below:
| Underlying asset | Xi, old values | Xi, new values |
|---|---|---|
| CHMF | -800 | -2000 |
| GAZR | -400 | -1200 |
| ROSN | -400 | -900 |
| TATN | -600 | -1300 |
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