Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For Non-Principal Futures

Date 02/03/2015

As per p.8 of Principal and non-principal futures listing Methodology (approved by NCC Management Board 29 May 2014) on 03/02/2015, 19-00 (MSK) Xi parameter for non-principal futures were changed:

Underlying assetNameXi, old valueXi, new value
CHMF Futures on Severstal ordinary shares                 -300 -2000
MGNT Futures on Magnit ordinary shares                       0 -350
MOEX Futures on Moscow Exchange ordinary shares 0 -200
SBPR Futures on Sberbank preferred shares 0 -80
SBRF Futures on Sberbank ordinary shares 0 -150
SNGP Futures on Surgutneftegas preferred shares -150 -500
SNGR Futures on Surgutneftegas ordinary shares -200 -700
TATN Futures on Tatneft ordinary shares -250 -500
TRNF Futures on Transneft preferred shares -700 -3000