02.03.2015, 23:11
MOEX: Risk parameters change for non-principal futures
OREANDA-NEWS. As per p.8 of Principal and non-principal futures listing Methodology (approved by NCC Management Board 29 May 2014) on 03/02/2015, 19-00 (MSK) Xi parameter for non-principal futures were changed:
Underlying asset | Name | Xi, old value | Xi, new value |
---|---|---|---|
CHMF | Futures on Severstal ordinary shares | -300 | -2000 |
MGNT | Futures on Magnit ordinary shares | 0 | -350 |
MOEX | Futures on Moscow Exchange ordinary shares | 0 | -200 |
SBPR | Futures on Sberbank preferred shares | 0 | -80 |
SBRF | Futures on Sberbank ordinary shares | 0 | -150 |
SNGP | Futures on Surgutneftegas preferred shares | -150 | -500 |
SNGR | Futures on Surgutneftegas ordinary shares | -200 | -700 |
TATN | Futures on Tatneft ordinary shares | -250 | -500 |
TRNF | Futures on Transneft preferred shares | -700 | -3000 |
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