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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.