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28.06.2016 17:05

Risk Parameters Change For Non-Principal Futures On June 29, 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 June 28, 2016 at 7 p.m. (MSK). The changes are listed below:

Underlying asset Xi, old values Xi, new values
CHMF -2000 -500
FEES -900 0
GAZR -750 0
GMKR -2000 0
HYDR -300 0
LKOH -850 -100
MGNT -100 -100
MOEX -100 0
MTSI -1600 0
NLMK -100 0
NOTK -400 0
ROSN -900 0
RTKM -400 0
SBPR -50 0
SBRF -100 0
SNGP -6500 0
SNGR -700 0
TATN -1300 0
TRNF -2000 0
URKA -100 0
VTBR -100 0
 

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Risk parameters