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03 April 2017 Risk Parameters Change For Non-Principal Futures On April 04, 2017 in Derivatives market
As per p.8 of Principal and non-principal futures listing Methodology (approved by NCC Management Board 29 May 2014) from 03.04.2017, 19-00 (MSK) Xi and ri parameter for non-principal futures was changed:
|
Futures |
Underlying asset |
Previous value Xi |
New value |
|
RTKM-9.17 |
RTKM |
-200 |
-300 |
|
SBPR-9.17 |
SBPR |
-300 |
0 |
|
SBRF-9.17 |
SBRF |
-300 |
0 |
|
SNGP-9.17 |
SNGP |
-600 |
-1000 |
|
Underlying asset |
Old values ri |
New values ri |
|
ALRS |
10% |
9.75% |
|
CHMF |
10% |
9.75% |
|
FEES |
10% |
9.75% |
|
GAZR |
10% |
9.75% |
|
GMKR |
10% |
9.75% |
|
HYDR |
10% |
9.75% |
|
LKOH |
10% |
9.75% |
|
MGNT |
10% |
9.75% |
|
MOEX |
10% |
9.75% |
|
MTSI |
10% |
9.75% |
|
NLMK |
10% |
9.75% |
|
NOTK |
10% |
9.75% |
|
ROSN |
10% |
9.75% |
|
RTKM |
10% |
9.75% |
|
SBPR |
10% |
9.75% |
|
SBRF |
10% |
9.75% |
|
SNGP |
10% |
9.75% |
|
SNGR |
10% |
9.75% |
|
TATN |
10% |
9.75% |
|
TRNF |
10% |
9.75% |
|
VTBR |
10% |
9.75% |