News

According to Item 8 of the Principal and Non-principal Futures Listing Methodology (approved by the NCC Management Board on May, 29 2014), Xi and ri parameters for non-principal futures were changed on June 14, 2016 at 7 p.m. (MSK). The changes are listed below:

 

 

Underlying asset

old values

new values

Xi

ri

Xi

ri

CHMF

-2000

11%

-2000

10.5%

FEES

-400

11%

-900

10.5%

GAZR

-750

11%

-750

10.5%

GMKR

-2000

11%

-2000

10.5%

HYDR

-100

11%

-100

10.5%

LKOH

-850

11%

-850

10.5%

MGNT

-200

11%

-100

10.5%

MOEX

-300

11%

-300

10.5%

MTSI

-1600

11%

-1600

10.5%

NLMK

-300

11%

-300

10.5%

NOTK

-400

11%

-400

10.5%

ROSN

-900

11%

-900

10.5%

RTKM

-400

11%

-400

10.5%

SBPR

-50

11%

-50

10.5%

SBRF

-100

11%

-100

10.5%

SNGP

-5500

11%

-5500

10.5%

SNGR

-700

11%

-700

10.5%

TATN

-1300

11%

-1300

10.5%

TRNF

-3000

11%

-2000

10.5%

URKA

-100

11%

-100

10.5%

VTBR

-100

11%

-100

10.5%