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National Clearing Center extends the list of Derivatives market instruments with initial margin preferences for counter-positions.
EUR/RUB Exchange rate futures contracts inter-month spreads are extended for the third and fourth quarter maturity dates.
The changes come into force starting from the evening clearing session, Januar 15, 2015.
In case there are counter-positions between futures contracts in the inter-month spread, initial margin will only be reserved for one of the contracts: biggest initial margin out of the two positions. As a result, Trading Participants reduce their trading costs when applying this strategy to the instruments mentioned above.
