News

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