03.04.2015 18:53
Risk Parameters Change For Non-Principal Futures On April 3, 2015
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 3, 2015 at 7 p.m. (MSK). The changes are listed below:
| Underlying asset |
Old value Xi |
New value Xi |
|---|---|---|
| MGNT | -350 | -700 |
| MTSI | 0 | -1000 |
| SNGP | -3500 | -5500 |
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