17.04.2018 13:46
Risk Parameters Change on Derivatives market
CCP NCC is changing the following IM rates on Derivatives market starting from 7:00 pm April 17, 2018:
| № | Underlying | Futures description | Current IM rate | New IM rate |
|---|---|---|---|---|
| 1 | MXI | MOEX Index (mini) | 9% | 10% |
| 2 | MIX | MOEX Index | 9% | 10% |
| 3 | RTS | RTS Index | 9% | 12% |
| 4 | RTSS | Blue Chip Index | 12% | 15% |