As per p.8 of Principal and non-principal futures listing Methodology (approved by NCC Management Board 29 May 2014) on 03/26/2015, 19-00 (MSK) Xi parameters for non-principal futures were changed to next values:
Underlying asset | Old value Xi | New value Xi |
---|---|---|
SBPR | -150 | -50 |
SNGP | -500 | -3500 |
SNGR | -700 | -900 |