RTS Increased Initial Margin Requirement for Holidays Season
OREANDA-NEWS. March 4, 2011.
The increased Initial Margin sizes will be in effect from the evening clearing session on March 4, 2011 until the evening clearing session on March 9, 2011:
|
Futures contracts on/ |
Basic |
Initial Margin size for |
|
RTS Index |
7,5% |
10% |
|
RTS Standard Index |
7,5% |
10% |
|
RTS Consumer & Retail Index |
30% |
30% |
|
RTS Oil & Gas Index |
20% |
20% |
|
RTS Telecom Index |
30% |
30% |
|
MMC NORILSK NICKEL ordinary shares |
15% |
20% |
|
Gazprom ordinary shares |
12% |
15% |
|
LUKOIL ordinary shares |
12% |
15% |
|
Rosneft ordinary shares |
15% |
20% |
|
Sberbank ordinary shares |
12% |
15% |
|
Surgutneftegas ordinary shares |
15% |
20% |
|
VTB Bank ordinary shares |
15% |
20% |
|
MTS ordinary shares |
25% |
30% |
|
NOVATEK ordinary shares |
25% |
30% |
|
Polyus Gold ordinary shares |
25% |
30% |
|
Transneft preferred shares |
15% |
20% |
|
Uralsvyazinform ordinary shares |
15% |
20% |
|
Sberbank preferred shares |
15% |
20% |
|
RusHydro ordinary shares |
15% |
20% |
|
Tatneft ordinary shares |
25% |
30% |
|
Severstal ordinary shares |
25% |
30% |
|
Uralkali ordinary shares |
25% |
30% |
|
Surgutneftegas preferred shares |
15% |
20% |
|
FGC UES ordinary shares |
25% |
30% |
|
NLMK ordinary shares |
25% |
30% |
|
Polymetal ordinary shares |
25% |
30% |
|
MMK ordinary shares |
25% |
30% |
|
JSC "Aeroflot" ordinary shares |
25% |
30% |
|
JSC "INTER RAO UES" ordinary shares |
15% |
20% |
|
JSC "IDGC Holding" ordinary shares |
25% |
30% |
|
MOSENERGO ordinary shares |
25% |
30% |
|
PJSC "NCSP" ordinary shares |
25% |
30% |
|
JSC "OGK-1" ordinary shares |
25% |
30% |
|
JSC "OGK-2" ordinary shares |
25% |
30% |
|
JSC "WGC-3" ordinary shares |
25% |
30% |
|
JSC Raspadskaya ordinary shares |
25% |
30% |
|
JSC Gazprom Neft ordinary shares |
15% |
20% |
|
JSC "TGC-1" ordinary shares |
25% |
30% |
|
Troika Dialog AM, "Troika Dialog – RTS Standard Index", fund units |
15% |
15% |
|
Two- year federal loan bonds |
3% |
3% |
|
Four-year federal loan bonds |
4% |
4% |
|
| ||
|
USD/RUB exchange rate |
4% |
6% |
|
EUR/RUB exchange rate |
4% |
6% |
|
EUR/USD exchange rate |
4% |
6% |
|
AUD/USD exchange rate |
4% |
6% |
|
GBP/USD exchange rate |
4% |
6% |
|
average rate of the overnight MosPrime credit |
*** |
*** |
|
average rate of the three month MosPrime credit |
15% |
25% |
|
| ||
|
gold |
7,5% |
10% |
|
refined silver |
10% |
15% |
|
sugar |
10% |
15% |
|
raw sugar |
10% |
15% |
|
URALS oil |
10% |
15% |
|
BRENT oil |
10% |
15% |
|
gasoil |
10% |
15% |
|
refined platinum |
10% |
15% |
|
refined palladium |
10% |
15% |
|
copper |
10% |
15% |
|
| ||
|
power index at the ‘Center’ hub (in basic load hours) |
15% |
20% |
|
power index at the ‘Center’ hub (in peak load hours) |
15% |
20% |
|
power index at the ‘Ural’ hub (in basic load hours) |
15% |
20% |
|
power index at the ‘Ural’ hub (in peak load hours) |
15% |
20% |
|
power index at the ‘ |
15% |
20% |
|
power index at the ‘ |
15% |
20% |
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