31.03.2015 15:21

Risk Parameters Change

This is to inform you that the following risk parameters will be applied starting from 1 April, 2015:

FX and Precious Metals Market:

№	Currency / precious metal	Minimum initial margin values, %
№	Currency / precious metal	1^st level, S_1_min	2^d level, S_2_min	3^d level, S_3_min
1	USD (U.S. dollars)	11%	12%	13%
2	EUR (euro)	11%	12%	13%
3	CNY (renminbi)	11%	12%	13%
4	GLD (gold)	12%	18%	25%
5	HKD (HK dollars)	11%	12%	13%
6	GBP (Pound Sterling)	11%	12%	13%

EQ Market:

№	Security name	Security code	Minimum initial margin values, %
№	Security name	Security code	1^st level, S_1_min	2^d level, S_2_min	3^d level, S_3_min
1	Gazprom	GAZP	18%	23%	28%
2	Sberbank	SBER	18%	23%	28%
3	NorNickel GMK	GMKN	18%	23%	28%
4	Rosneft	ROSN	18%	23%	28%
5	LUKOIL	LKOH	18%	23%	28%
6	VTB	VTBR	18%	23%	28%
7	NOVATEK	NVTK	18%	23%	28%
8	Sberbank (pref)	SBERP	18%	23%	28%
9	Surgut	SNGS	18%	23%	28%
10	Surgut-pref	SNGSP	18%	23%	28%
11	Magnit	MGNT	18%	23%	28%
12	MTS	MTSS	18%	23%	28%
13	Uralkaliy	URKA	25%	35%	45%
14	ALROSA	ALRS	30%	40%	50%

Derivatives Market:

№	Security code	Contract	Basic IM size
1	MIX	MICEX Index	14%
2	RTS	RTS Index	15%
3	MGNT	Magnit ordinary shares	18%
4	MOEX	Moscow Exchange ordinary shares	20%
5	CY	CNY/RUB Exchange rate	11%
6	Eu	EUR/RUB Exchange rate	11%
7	Si	USD/RUB Exchange rate	11%
8	UUAH	UAH/USD Exchange rate	21%
9	BR	BRENT oil	12%

For further information, please contact the Public Relations Department at (495) 363-3232.