Minimum initial margin in the Derivatives market for USD/RUB, EUR/RUB Exchange rate, RTS index, MICEX index Russian Federation government bonds futures is increasing:
Futures contract
Underlying asset code
Basic IM
USD/RUB Exchange rate
Si
12%
EUR/RUB Exchange rate
Eu
12%
RTS index
RTS
18%
MICEX index
MIX
16%
Two-year Russian Federation government bonds
OZF2
6%
Four-year Russian Federation government bonds
OFZ4
12%
Six-year Russian Federation government bonds
OFZ6
18%
Ten-year Russian Federation government bonds
OF10
20%
Fifteen-year Russian Federation government bonds
OF15
20%
Russian Eurobonds
RF30
20%
The changes come into force starting from the evening clearing session, December 16, 2014.
