06.05.2015, 23:49
MOEX: Risk Parameters Change For Non-Principal Futures On May 6, 2015
ORENDA-NEWS. According to Item 8 of the Principal and Non-principal Futures Listing Methodology (approved by the NCC Management Board on May, 29 2014), Xi parameters for non-principal futures were changed on May 6, 2015 at 7 p.m. (MSK). The changes are listed below:
Underlying asset | New values | Old values | ||
---|---|---|---|---|
Xi | ri | Xi | ri | |
CHMF | 0 | 12,5% | 0 | 14% |
FEES | -300 | 12,5% | 0 | 14% |
GAZR | -500 | 12,5% | -500 | 14% |
GMKR | -4000 | 12,5% | -4000 | 14% |
HYDR | -250 | 12,5% | -100 | 14% |
LKOH | -700 | 12,5% | -700 | 14% |
MGNT | -500 | 12,5% | -700 | 14% |
MOEX | -300 | 12,5% | -200 | 14% |
MTSI | -2000 | 12,5% | -2000 | 14% |
NOTK | -400 | 12,5% | -350 | 14% |
ROSN | -750 | 12,5% | -750 | 14% |
RTKM | -100 | 12,5% | 0 | 14% |
SBPR | -50 | 12,5% | -50 | 14% |
SBRF | -100 | 12,5% | -100 | 14% |
SNGP | -7000 | 12,5% | -7000 | 14% |
SNGR | -2000 | 12,5% | -2000 | 14% |
TATN | -800 | 12,5% | -500 | 14% |
TRNF | -3000 | 12,5% | -3000 | 14% |
URKA | -500 | 12,5% | -500 | 14% |
VTBR | -100 | 12,5% | -100 | 14% |
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