According to Item 8 of the Principal and Non-principal Futures Listing Methodology (approved by the NCC Management Board on May, 29 2014), Xi parameters for non-principal futures were changed on September 22, 2016 at 7 p.m. (MSK). The changes are listed below:
Underlying asset | Old values | New values | ||
Xi | ri | Xi | ri | |
CHMF | -500 | 10.5% | -500 | 10% |
FEES | 0 | 10.5% | 0 | 10% |
GAZR | 0 | 10.5% | 0 | 10% |
GMKR | -1500 | 10.5% | -1500 | 10% |
HYDR | 0 | 10.5% | 0 | 10% |
LKOH | -100 | 10.5% | -500 | 10% |
MGNT | -100 | 10.5% | -100 | 10% |
MOEX | 0 | 10.5% | 0 | 10% |
MTSI | -1000 | 10.5% | -300 | 10% |
NLMK | 0 | 10.5% | 0 | 10% |
NOTK | 0 | 10.5% | 0 | 10% |
ROSN | 0 | 10.5% | 0 | 10% |
RTKM | 0 | 10.5% | 0 | 10% |
SBPR | 0 | 10.5% | 0 | 10% |
SBRF | 0 | 10.5% | 0 | 10% |
SNGP | 0 | 10.5% | 0 | 10% |
SNGR | 0 | 10.5% | 0 | 10% |
TATN | 0 | 10.5% | 0 | 10% |
TRNF | 0 | 10.5% | 0 | 10% |
URKA | 0 | 10.5% | 0 | 10% |
VTBR | 0 | 10.5% | 0 | 10% |