As per p.8 of Principal and non-principal futures listing Methodology (approved by NCC Management Board 29 May 2014) on 03/18/2015, 19-00 (MSK) ri, Xi parameters for non-principal futures were changed to next values:
Underlying asset | New values | Old values | ||
---|---|---|---|---|
Xi | ri | Xi | ri | |
CHMF | -2000 | 14% | -2000 | 15% |
FEES | 0 | 14% | 0 | 15% |
GAZR | -500 | 14% | -100 | 15% |
GMKR | -4000 | 14% | -4000 | 15% |
HYDR | 0 | 14% | -80 | 15% |
LKOH | -700 | 14% | -700 | 15% |
MGNT | -350 | 14% | -350 | 15% |
MOEX | -200 | 14% | -200 | 15% |
MTSI | 0 | 14% | 0 | 15% |
NOTK | -350 | 14% | -350 | 15% |
ROSN | -750 | 14% | -150 | 15% |
RTKM | 0 | 14% | 0 | 15% |
SBPR | -150 | 14% | -80 | 15% |
SBRF | -100 | 14% | -150 | 15% |
SNGP | -500 | 14% | -500 | 15% |
SNGR | -700 | 14% | -700 | 15% |
TATN | -500 | 14% | -500 | 15% |
TRNF | -3000 | 14% | -3000 | 15% |
URKA | -500 | 14% | -500 | 15% |
VTBR | -100 | 14% | -100 | 15% |