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In accordance with Appendix 5 to the Clearing Rules the following basic sizes of Initial Margin to be posted on delivery contracts with settlement on September 15, 2009 will be in effect for the settlement period from the evening clearing session on September 10, 2009 to the evening clearing session on September 15, 2009:
| No | Single stock futures contract on | IM, % |
|---|---|---|
| 1 | ??? "LUKOIL", ordinary | 20 |
| 2 | Gazprom, ordinary | 20 |
| 3 | Sberbank, ordinary | 20 |
| 4 | OJSC "OC "Rosneft", ordinary | 25 |
| 5 | Surgutneftegas, ordinary | 25 |
| 6 | OJSC "MMC "NORILSK NICKEL", ordinary | 25 |
| 7 | JSC VTB Bank, ordinary | 25 |
| 8 | Sberbank, privileged | 25 |
| 9 | Transneft, privileged | 25 |
| 10 | O.J.S.C. "Uralsvyazinform", ordinary | 40 |
| 11 | MTS OJSC, ordinary | 40 |
| 12 | JSC "NOVATEK", ordinary | 40 |
| 13 | OJSC "Polyus Gold", ordinary | 40 |
| 14 | Tatneft, ordinary | 40 |
| 15 | OJSC "Rostelecom", ordinary | 40 |
| 16 | JSC "Severstal", ordinary | 40 |
| 17 | JSC "RusHydro", ordinary | 40 |
