NCC | Risk Parameters Change For Non-Principal Futures

30 March 2015 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%