12.12.2014 10:03
Risk parameters change for non-principal futures on December 11, 2014
According to Item 8 of the Principal and Non-principal Futures Listing Methodology (approved by the NCC Management Board on May, 29 2014), Xi, r parameters for non-principal futures were changed on December, 11 2014 at 7 p.m. (MSK). The changes are listed below:
| Underlying asset | Xi | Yi | ri |
|---|---|---|---|
| CHMF | -300 | 0,25 | 10,5% |
| FEES | -50 | 0,25 | 10,5% |
| GAZR | -100 | 0,25 | 10,5% |
| GMKR | -7000 | 0,25 | 10,5% |
| HYDR | -80 | 0,25 | 10,5% |
| LKOH | -700 | 0,25 | 10,5% |
| MTSI | 0 | 0,25 | 10,5% |
| NOTK | -350 | 0,25 | 10,5% |
| ROSN | -350 | 0,25 | 10,5% |
| SBPR | -100 | 0,25 | 10,5% |
| SBRF | -100 | 0,25 | 10,5% |
| SNGP | -300 | 0,25 | 10,5% |
| SNGR | -400 | 0,25 | 10,5% |
| TATN | -400 | 0,25 | 10,5% |
| TRNF | -700 | 0,25 | 10,5% |
| URKA | -500 | 0,25 | 10,5% |
| VTBR | 90 | 0,25 | 10,5% |
For further information, please contact the Public Relations Department at (495) 363-3232.