RTS Clearing Center Set Following Sizes of Initial Margin
OREANDA-NEWS. November 14, 2012. By the recommendation of the Moscow Exchange Derivatives market committee, RTS Clearing Center has set the following sizes of initial margin for the FORTS derivatives market, Saint-Petersburg Exchange and Standard sector of the Securities market.
The new Initial Margin sizes took effect from the evening clearing session on November 9, 2012.
|
Futures contract/Instrument of the Standard sector |
Initial Margin | |
|
Current basic size |
New basic size | |
|
MMC NORILSK NICKEL ordinary shares |
15% |
12% |
|
Gazprom ordinary shares |
12% |
10% |
|
LUKOIL ordinary shares |
12% |
10% |
|
Rosneft ordinary shares |
15% |
12% |
|
Sberbank ordinary shares |
12% |
10% |
|
Surgutneftegas ordinary shares |
15% |
12% |
|
VTB Bank ordinary shares |
15% |
12% |
|
MTS ordinary shares |
20% |
15% |
|
NOVATEK ordinary shares |
20% |
15% |
|
Transneft preferred shares |
15% |
12% |
|
Sberbank preferred shares |
15% |
12% |
|
RusHydro ordinary shares |
15% |
12% |
|
RDRs representing rights on shares of United Company RUSAL Plc |
20% |
15% |
|
Tatneft ordinary shares |
20% |
15% |
|
Severstal ordinary shares |
20% |
15% |
|
Uralkali ordinary shares |
20% |
15% |
|
Surgutneftegas preferred shares |
15% |
12% |
|
Rostelecom ordinary shares |
20% |
15% |
|
Troika Dialog AM, "Troika Dialog — RTS Standard Index", fund units |
15% |
12% |
|
EUR/RUB exchange rate |
3,5% |
3% |
|
EUR/USD exchange rate |
3,5% |
3% |
|
GBP/USD exchange rate |
3,5% |
3% |
|
Gold |
8% |
6% |
|
Silver |
16% |
12% |
|
Raw sugar |
12% |
10% |
|
BRENT oil |
10% |
8% |
|
Platinum |
10% |
8% |
|
Palladium |
12% |
10% |
|
Copper |
10% |
8% |
|
Cotton |
12% |
15% |
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