RTS Clearing Center Increases Requirement for Public Holidays
OREANDA-NEWS. February 17, 2010. Starting from February 19, 2010
These changes will be in effect from the evening clearing session on February 19 to the clearing session on February 24, 2010.
|
Futures contract and/or |
Collateral requirement | |
|
Basic size |
For February | |
|
on the RTS Index |
10% |
15% |
|
on the RTS Standard Index |
10% |
15% |
|
on the RTS Consumer & Retail Index |
30% |
30% |
|
on the RTS Oil & Gas Index |
20% |
30% |
|
on the RTS Telecom Index |
30% |
30% |
|
on MMC NORILSK NICKEL ordinary shares |
20% |
25% |
|
on Gazprom ordinary shares |
15% |
20% |
|
on LUKOIL ordinary shares |
15% |
20% |
|
on Rosneft ordinary shares |
20% |
25% |
|
on Sberbank ordinary shares |
15% |
20% |
|
on Surgutneftegas ordinary shares |
20% |
25% |
|
on VTB Bank ordinary shares |
20% |
25% |
|
on MTS ordinary shares |
30% |
35% |
|
on NOVATEK ordinary shares |
30% |
35% |
|
on Polyus Gold ordinary shares |
30% |
35% |
|
on Transneft preferred shares |
20% |
25% |
|
on Uralsvyazinform ordinary shares |
30% |
35% |
|
on Sberbank preferred shares |
20% |
25% |
|
on RusHydro ordinary shares |
30% |
35% |
|
on Tatneft ordinary shares |
30% |
35% |
|
on Severstal ordinary shares |
30% |
35% |
|
on Rostelecom ordinary shares |
30% |
35% |
|
on Uralkali ordinary shares |
20% |
25% |
|
on Surgutneftegas preferred shares |
20% |
25% |
|
on FGC UES ordinary shares |
30% |
35% |
|
on NLMK ordinary shares |
30% |
35% |
|
on Polymetal ordinary shares |
30% |
35% |
|
on MMK ordinary shares |
30% |
35% |
|
On USD/RUB exchange rate |
4% |
6% |
|
On EUR/RUB exchange rate |
4% |
6% |
|
On EUR/USD exchange rate |
4% |
6% |
|
on average rate of the overnight MosPrime credit |
max(2700; 15*Sqrt(N)*2 |
max(2700;20*Sqrt(N)*2 |
|
on average rate of the three month MosPrime credit |
15% |
20% |
|
on gold |
7.50% |
10% |
|
on silver |
10% |
15% |
|
on sugar |
10% |
15% |
|
on URALS oil |
10% |
15% |
|
on Brent oil |
10% |
15% |
|
on diesel oil |
15% |
20% |
|
on platinum |
10% |
15% |
|
on palladium |
10% |
15% |
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