OREANDA-NEWS. October 5, 2011. On October 1, 2011, in accordance with the resolution adopted by the RTS Clearing Center working group on risks on June 28, 2011 the basic sizes of the Initial Margin requirements for the following futures contracts were changed:

Futures contract on
the average power price index

Basic size of the Initial margin
employed before the settlement month

Basic size of the Initial margin
employed during the settlement month

in the Center hub  in basic load hours (ECBM)

15%

10%

In the  Center hub  in peak load hours (ECPM)

15%

10%

In the Ural hub  in basic load hours (EUBM)

15%

10%

In the Ural hub  in peak load hours (EUPM)

15%

10%