23.09.2016 09:07
Risk Parameters Change For Non-Principal Futures On September 23, 2016
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 September 22, 2016 at 7 p.m. (MSK). The changes are listed below:
| Underlying asset | Old values | New values | ||
| Xi | ri | Xi | ri | |
| CHMF | -500 | 10.5% | -500 | 10% |
| FEES | 0 | 10.5% | 0 | 10% |
| GAZR | 0 | 10.5% | 0 | 10% |
| GMKR | -1500 | 10.5% | -1500 | 10% |
| HYDR | 0 | 10.5% | 0 | 10% |
| LKOH | -100 | 10.5% | -500 | 10% |
| MGNT | -100 | 10.5% | -100 | 10% |
| MOEX | 0 | 10.5% | 0 | 10% |
| MTSI | -1000 | 10.5% | -300 | 10% |
| NLMK | 0 | 10.5% | 0 | 10% |
| NOTK | 0 | 10.5% | 0 | 10% |
| ROSN | 0 | 10.5% | 0 | 10% |
| RTKM | 0 | 10.5% | 0 | 10% |
| SBPR | 0 | 10.5% | 0 | 10% |
| SBRF | 0 | 10.5% | 0 | 10% |
| SNGP | 0 | 10.5% | 0 | 10% |
| SNGR | 0 | 10.5% | 0 | 10% |
| TATN | 0 | 10.5% | 0 | 10% |
| TRNF | 0 | 10.5% | 0 | 10% |
| URKA | 0 | 10.5% | 0 | 10% |
| VTBR | 0 | 10.5% | 0 | 10% |
For further information, please contact the Public Relations Department at (495) 363-3232.