As per p.8 of Principal and non-principal futures listing Methodology (approved by NCC Management Board 29 May 2014) from 03.04.2017, 19-00 (MSK) Xi and ri parameter for non-principal futures was changed:
Futures | Underlying asset |
Previous value Xi |
New value |
---|---|---|---|
RTKM-9.17 | RTKM | -200 | -300 |
SBPR-9.17 | SBPR | -300 | 0 |
SBRF-9.17 | SBRF | -300 | 0 |
SNGP-9.17 | SNGP | -600 | -1000 |
Underlying asset |
Old values ri |
New values ri |
---|---|---|
ALRS | 10% | 9.75% |
CHMF | 10% | 9.75% |
FEES | 10% | 9.75% |
GAZR | 10% | 9.75% |
GMKR | 10% | 9.75% |
HYDR | 10% | 9.75% |
LKOH | 10% | 9.75% |
MGNT | 10% | 9.75% |
MOEX | 10% | 9.75% |
MTSI | 10% | 9.75% |
NLMK | 10% | 9.75% |
NOTK | 10% | 9.75% |
ROSN | 10% | 9.75% |
RTKM | 10% | 9.75% |
SBPR | 10% | 9.75% |
SBRF | 10% | 9.75% |
SNGP | 10% | 9.75% |
SNGR | 10% | 9.75% |
TATN | 10% | 9.75% |
TRNF | 10% | 9.75% |
VTBR | 10% | 9.75% |