10.08.2016 16:08
Risk Parameters Change For Non-Principal Futures
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 August 10, 2016 at 7 p.m. (MSK). The changes are listed below:
Underlying asset | Xi, old values | Xi, new values |
---|---|---|
GMKR | 0 | -1500 |
MTSI | 0 | -1000 |
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