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                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
                Xi

                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%

                 

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