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 will be changed on Aug 3, 2015 at 7 p.m. (MSK). The changes are listed below:
Underlying asset |
New values |
Old values |
||
Xi |
ri |
Xi |
ri |
|
CHMF |
-800 |
11% |
0 |
11,5% |
FEES |
-150 |
11% |
-150 |
11,5% |
GAZR |
-100 |
11% |
-100 |
11,5% |
GMKR |
-2000 |
11% |
-4000 |
11,5% |
HYDR |
-500 |
11% |
-100 |
11,5% |
LKOH |
-250 |
11% |
-250 |
11,5% |
MGNT |
-200 |
11% |
-400 |
11,5% |
MOEX |
0 |
11% |
-100 |
11,5% |
MTSI |
-700 |
11% |
-700 |
11,5% |
NOTK |
-400 |
11% |
-400 |
11,5% |
ROSN |
-100 |
11% |
-400 |
11,5% |
RTKM |
0 |
11% |
0 |
11,5% |
SBPR |
-50 |
11% |
-50 |
11,5% |
SBRF |
-100 |
11% |
-100 |
11,5% |
SNGP |
-200 |
11% |
-200 |
11,5% |
SNGR |
-1000 |
11% |
-1000 |
11,5% |
TATN |
-600 |
11% |
-600 |
11,5% |
TRNF |
-3000 |
11% |
-2000 |
11,5% |
URKA |
-100 |
11% |
-500 |
11,5% |
VTBR |
-100 |
11% |
-100 |
11,5% |