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% |