16.12.2014 19:12
Changes in the Minimum Initial Margin in the Derivatives Market
Minimum initial margin in the Derivatives market for USD/RUB, EUR/RUB Exchange rate, RTS index, MICEX index Russian Federation government bonds futures is increasing:
| Futures contract | Underlying asset code | Basic IM |
|---|---|---|
| USD/RUB Exchange rate | Si | 12% |
| EUR/RUB Exchange rate | Eu | 12% |
| RTS index | RTS | 18% |
| MICEX index | MIX | 16% |
| Two-year Russian Federation government bonds | OZF2 | 6% |
| Four-year Russian Federation government bonds | OFZ4 | 12% |
| Six-year Russian Federation government bonds | OFZ6 | 18% |
| Ten-year Russian Federation government bonds | OF10 | 20% |
| Fifteen-year Russian Federation government bonds | OF15 | 20% |
| Russian Eurobonds | RF30 | 20% |
The changes come into force starting from the evening clearing session, December 16, 2014.
For further information, please contact the Public Relations Department at (495) 363-3232.