RTS Clearing Center increases the size of initial margin for FORTS and RTS Standard for the period of March holidays.
The increased Initial Margin sizes will be in effect from the evening clearing session on March 4, 2011 until the evening clearing session on March 9, 2011:
| Futures contracts on/ security on RTS Standard | Basic Initial Margin | Initial Margin size for the period of 4-9 March, 2011 |
|---|---|---|
| RTS Index | 7,5% | 10% |
| RTS Standard Index | 7,5% | 10% |
| RTS Consumer & Retail Index | 30% | 30% |
| RTS Oil & Gas Index | 20% | 20% |
| RTS Telecom Index | 30% | 30% |
| MMC NORILSK NICKEL ordinary shares | 15% | 20% |
| Gazprom ordinary shares | 12% | 15% |
| LUKOIL ordinary shares | 12% | 15% |
| Rosneft ordinary shares | 15% | 20% |
| Sberbank ordinary shares | 12% | 15% |
| Surgutneftegas ordinary shares | 15% | 20% |
| VTB Bank ordinary shares | 15% | 20% |
| MTS ordinary shares | 25% | 30% |
| NOVATEK ordinary shares | 25% | 30% |
| Polyus Gold ordinary shares | 25% | 30% |
| Transneft preferred shares | 15% | 20% |
| Uralsvyazinform ordinary shares | 15% | 20% |
| Sberbank preferred shares | 15% | 20% |
| RusHydro ordinary shares | 15% | 20% |
| Tatneft ordinary shares | 25% | 30% |
| Severstal ordinary shares | 25% | 30% |
| Uralkali ordinary shares | 25% | 30% |
| Surgutneftegas preferred shares | 15% | 20% |
| FGC UES ordinary shares | 25% | 30% |
| NLMK ordinary shares | 25% | 30% |
| Polymetal ordinary shares | 25% | 30% |
| MMK ordinary shares | 25% | 30% |
| JSC "Aeroflot" ordinary shares | 25% | 30% |
| JSC "INTER RAO UES" ordinary shares | 15% | 20% |
| JSC "IDGC Holding" ordinary shares | 25% | 30% |
| MOSENERGO ordinary shares | 25% | 30% |
| PJSC "NCSP" ordinary shares | 25% | 30% |
| JSC "OGK-1" ordinary shares | 25% | 30% |
| JSC "OGK-2" ordinary shares | 25% | 30% |
| JSC "WGC-3" ordinary shares | 25% | 30% |
| OAO Raspadskaya ordinary shares | 25% | 30% |
| JSC Gazprom Neft ordinary shares | 15% | 20% |
| JSC "TGC-1" ordinary shares | 25% | 30% |
| Troika Dialog AM, "Troika Dialog – RTS Standard Index", fund units | 15% | 15% |
| Two- year federal loan bonds | 3% | 3% |
| Four-year federal loan bonds | 4% | 4% |
| USD/RUB exchange rate | 4% | 6% |
| EUR/RUB exchange rate | 4% | 6% |
| EUR/USD exchange rate | 4% | 6% |
| AUD/USD exchange rate | 4% | 6% |
| GBP/USD exchange rate | 4% | 6% |
| average rate of the overnight MosPrime credit | *** | *** |
| average rate of the three month MosPrime credit | 15% | 25% |
| gold | 7,5% | 10% |
| refined silver | 10% | 15% |
| sugar | 10% | 15% |
| raw sugar | 10% | 15% |
| URALS oil | 10% | 15% |
| BRENT oil | 10% | 15% |
| gasoil | 10% | 15% |
| refined platinum | 10% | 15% |
| refined palladium | 10% | 15% |
| copper | 10% | 15% |
| power index at the ‘Center’ hub (in basic load hours) | 15% | 20% |
| power index at the ‘Center’ hub (in peak load hours) | 15% | 20% |
| power index at the ‘Ural’ hub (in basic load hours) | 15% | 20% |
| power index at the ‘Ural’ hub (in peak load hours) | 15% | 20% |
| power index at the ‘West Siberia’ hub (in basic load hours) | 15% | 20% |
| power index at the ‘West Siberia’ hub (in basic load hours) | 15% | 20% |
