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FORTS: Initial Margin Size Increased For The Settlement Period Of Futures Contracts

Date 10/12/2009

In accordance with Appendix F5 to the Clearing Rules for the period from the evening clearing session of December 10, 2009 to the clearing session of December 15, 2009 the minimum basic size of Initial Margin on delivery futures contracts to be settled on December 15, 2009 will be as follows:

No Futures contract on IM, %
1 ОАО "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 OJSC "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