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23 September 2016 Risk Parameters Change For Non-Principal Futures On September 23, 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 September 22, 2016 at 7 p.m. (MSK). The changes are listed below:
|
Underlying asset |
Old values |
New values |
||
|
Xi |
ri |
Xi |
ri |
|
|
CHMF |
-500 |
10.5% |
-500 |
10% |
|
FEES |
0 |
10.5% |
0 |
10% |
|
GAZR |
0 |
10.5% |
0 |
10% |
|
GMKR |
-1500 |
10.5% |
-1500 |
10% |
|
HYDR |
0 |
10.5% |
0 |
10% |
|
LKOH |
-100 |
10.5% |
-500 |
10% |
|
MGNT |
-100 |
10.5% |
-100 |
10% |
|
MOEX |
0 |
10.5% |
0 |
10% |
|
MTSI |
-1000 |
10.5% |
-300 |
10% |
|
NLMK |
0 |
10.5% |
0 |
10% |
|
NOTK |
0 |
10.5% |
0 |
10% |
|
ROSN |
0 |
10.5% |
0 |
10% |
|
RTKM |
0 |
10.5% |
0 |
10% |
|
SBPR |
0 |
10.5% |
0 |
10% |
|
SBRF |
0 |
10.5% |
0 |
10% |
|
SNGP |
0 |
10.5% |
0 |
10% |
|
SNGR |
0 |
10.5% |
0 |
10% |
|
TATN |
0 |
10.5% |
0 |
10% |
|
TRNF |
0 |
10.5% |
0 |
10% |
|
URKA |
0 |
10.5% |
0 |
10% |
|
VTBR |
0 |
10.5% |
0 |
10% |