17.06.2015 09:43
Risk Parameters Change For Non-Principal Futures On June 16, 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 June 16, 2015 at 7 p.m. (MSK). The changes are listed below:
Underlying asset | New values | Old values | ||
---|---|---|---|---|
Xi | ri | Xi | ri | |
CHMF | 0 | 11,5% | 0 | 12,5% |
FEES | -150 | 11,5% | -300 | 12,5% |
GAZR | -100 | 11,5% | -500 | 12,5% |
GMKR | -4000 | 11,5% | -2500 | 12,5% |
HYDR | -100 | 11,5% | -250 | 12,5% |
LKOH | -250 | 11,5% | -700 | 12,5% |
MGNT | -400 | 11,5% | -500 | 12,5% |
MOEX | -100 | 11,5% | -300 | 12,5% |
MTSI | -700 | 11,5% | -2000 | 12,5% |
NOTK | -400 | 11,5% | -400 | 12,5% |
ROSN | -400 | 11,5% | -750 | 12,5% |
RTKM | 0 | 11,5% | -100 | 12,5% |
SBPR | -50 | 11,5% | -50 | 12,5% |
SBRF | -100 | 11,5% | -100 | 12,5% |
SNGP | -200 | 11,5% | -7000 | 12,5% |
SNGR | -1000 | 11,5% | -1000 | 12,5% |
TATN | -600 | 11,5% | -800 | 12,5% |
TRNF | -2000 | 11,5% | -3000 | 12,5% |
URKA | -500 | 11,5% | -500 | 12,5% |
VTBR | -100 | 11,5% | -100 | 12,5% |
For further information, please contact the Public Relations Department at (495) 363-3232.
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