02.03.2015 19:28
Risk parameters change for non-principal futures
As per p.8 of Principal and non-principal futures listing Methodology (approved by NCC Management Board 29 May 2014) on 03/02/2015, 19-00 (MSK) Xi parameter for non-principal futures were changed:
| Underlying asset | Name | Xi, old value | Xi, new value |
|---|---|---|---|
| CHMF | Futures on Severstal ordinary shares | -300 | -2000 |
| MGNT | Futures on Magnit ordinary shares | 0 | -350 |
| MOEX | Futures on Moscow Exchange ordinary shares | 0 | -200 |
| SBPR | Futures on Sberbank preferred shares | 0 | -80 |
| SBRF | Futures on Sberbank ordinary shares | 0 | -150 |
| SNGP | Futures on Surgutneftegas preferred shares | -150 | -500 |
| SNGR | Futures on Surgutneftegas ordinary shares | -200 | -700 |
| TATN | Futures on Tatneft ordinary shares | -250 | -500 |
| TRNF | Futures on Transneft preferred shares | -700 | -3000 |
For further information, please contact the Public Relations Department at (495) 363-3232.