According to Item 8 of the Principal and Non-principal Futures Listing Methodology (approved by the NCC Management Board on May, 29 2014), Xi parameters for non-principal futures were changed on May 6, 2015 at 7 p.m. (MSK). The changes are listed below:
|
Underlying asset |
New values |
Old values |
||
|
Xi |
ri |
Xi |
ri |
|
|
CHMF |
0 |
12,5% |
0 |
14% |
|
FEES |
-300 |
12,5% |
0 |
14% |
|
GAZR |
-500 |
12,5% |
-500 |
14% |
|
GMKR |
-4000 |
12,5% |
-4000 |
14% |
|
HYDR |
-250 |
12,5% |
-100 |
14% |
|
LKOH |
-700 |
12,5% |
-700 |
14% |
|
MGNT |
-500 |
12,5% |
-700 |
14% |
|
MOEX |
-300 |
12,5% |
-200 |
14% |
|
MTSI |
-2000 |
12,5% |
-2000 |
14% |
|
NOTK |
-400 |
12,5% |
-350 |
14% |
|
ROSN |
-750 |
12,5% |
-750 |
14% |
|
RTKM |
-100 |
12,5% |
0 |
14% |
|
SBPR |
-50 |
12,5% |
-50 |
14% |
|
SBRF |
-100 |
12,5% |
-100 |
14% |
|
SNGP |
-7000 |
12,5% |
-7000 |
14% |
|
SNGR |
-2000 |
12,5% |
-2000 |
14% |
|
TATN |
-800 |
12,5% |
-500 |
14% |
|
TRNF |
-3000 |
12,5% |
-3000 |
14% |
|
URKA |
-500 |
12,5% |
-500 |
14% |
|
VTBR |
-100 |
12,5% |
-100 |
14% |