03.04.2017 16:21
Risk Parameters Change For Non-Principal Futures On April 04, 2017 in Derivatives market
As per p.8 of Principal and non-principal futures listing Methodology (approved by NCC Management Board 29 May 2014) from 03.04.2017, 19-00 (MSK) Xi and ri parameter for non-principal futures was changed:
| Futures | Underlying asset |
Previous value Xi |
New value |
|---|---|---|---|
| RTKM-9.17 | RTKM | -200 | -300 |
| SBPR-9.17 | SBPR | -300 | 0 |
| SBRF-9.17 | SBRF | -300 | 0 |
| SNGP-9.17 | SNGP | -600 | -1000 |
| Underlying asset |
Old values ri |
New values ri |
|---|---|---|
| ALRS | 10% | 9.75% |
| CHMF | 10% | 9.75% |
| FEES | 10% | 9.75% |
| GAZR | 10% | 9.75% |
| GMKR | 10% | 9.75% |
| HYDR | 10% | 9.75% |
| LKOH | 10% | 9.75% |
| MGNT | 10% | 9.75% |
| MOEX | 10% | 9.75% |
| MTSI | 10% | 9.75% |
| NLMK | 10% | 9.75% |
| NOTK | 10% | 9.75% |
| ROSN | 10% | 9.75% |
| RTKM | 10% | 9.75% |
| SBPR | 10% | 9.75% |
| SBRF | 10% | 9.75% |
| SNGP | 10% | 9.75% |
| SNGR | 10% | 9.75% |
| TATN | 10% | 9.75% |
| TRNF | 10% | 9.75% |
| VTBR | 10% | 9.75% |
For further information, please contact the Public Relations Department at (495) 363-3232.