NCC | Risk Parameters Change For Non-Principal Futures

28 June 2016 Risk Parameters Change For Non-Principal Futures On June 29, 2016

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 June 28, 2016 at 7 p.m. (MSK). The changes are listed below:

Underlying asset	X_i, old values	X_i, new values
CHMF	-2000	-500
FEES	-900	0
GAZR	-750	0
GMKR	-2000	0
HYDR	-300	0
LKOH	-850	-100
MGNT	-100	-100
MOEX	-100	0
MTSI	-1600	0
NLMK	-100	0
NOTK	-400	0
ROSN	-900	0
RTKM	-400	0
SBPR	-50	0
SBRF	-100	0
SNGP	-6500	0
SNGR	-700	0
TATN	-1300	0
TRNF	-2000	0
URKA	-100	0
VTBR	-100	0