+7 (495) 232-3363
+7 (495) 363-3232
Markets Indices Market data Listing Connectivity News and events About MOEX Investor Relations
Русский Русский
Newsroom
Subscription management
 Subscriptionprint version
11.07.2017 15:54

Risk parameters for AFLT futures on Derivatives market

NCC Clearing Bank sets the following risk parameters for AFLT futures on Derivatives market starting from July 13, 2017:

Underlying Futures contract IM rate Stress collateral scenarios
Scen_UP Scen_DOWN
1 AFLT Aeroflot ordinary shares 14% 10% 10%

Xi and ri parameter for non-principal futures are set as follows:

Underlying asset Xi value ri value
2nd quarter settlement cycle
AFLT 0 9% 

 

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

Main news
Copyright © Moscow Exchange, 2011 - 2017. All the rights for the information and analytical materials published on this website are protected in compliance with the Russian legislation. Before you start using the website, please read User Agreement carefully. Display, distribution or any other use of the information published on the Exchange’s website or any of its parts is allowed only upon receiving prior written authorization from the Exchange.