As per p.2.5 of Principles of initial margin calculation (approved by NCC Clearing Bank Management Board on the April, 8th 2015) the quantity of settlement periods before the expiration date during which the expiration scenarios are taken into account (N) will be changed to null starting from May, 12th 2015, 19-00 (MSK).
FTSE Mondo Visione Exchanges Index:
Moscow Exchange: Risk Parameters Change For The Derivatives Market
Date 12/05/2015