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Starting from February 19, 2010 RTS Clearing Center increases the basic size of collateral on FORTS and RTS Standard for the upcoming public holidays.
These changes will be in effect from the evening clearing session on February 19 to the clearing session on February 24, 2010.
| Futures contract and/or RTS Standard stocks |
Collateral requirement | |
|---|---|---|
| Basic size | For February 19-24, 2010 |
|
| on the RTS Index | 10% | 15% |
| on the RTS Standard Index | 10% | 15% |
| on the RTS Consumer & Retail Index | 30% | 30% |
| on the RTS Oil & Gas Index | 20% | 30% |
| on the RTS Telecom Index | 30% | 30% |
| on MMC NORILSK NICKEL ordinary shares | 20% | 25% |
| on Gazprom ordinary shares | 15% | 20% |
| on LUKOIL ordinary shares | 15% | 20% |
| on Rosneft ordinary shares | 20% | 25% |
| on Sberbank ordinary shares | 15% | 20% |
| on Surgutneftegas ordinary shares | 20% | 25% |
| on VTB Bank ordinary shares | 20% | 25% |
| on MTS ordinary shares | 30% | 35% |
| on NOVATEK ordinary shares | 30% | 35% |
| on Polyus Gold ordinary shares | 30% | 35% |
| on Transneft preferred shares | 20% | 25% |
| on Uralsvyazinform ordinary shares | 30% | 35% |
| on Sberbank preferred shares | 20% | 25% |
| on RusHydro ordinary shares | 30% | 35% |
| on Tatneft ordinary shares | 30% | 35% |
| on Severstal ordinary shares | 30% | 35% |
| on Rostelecom ordinary shares | 30% | 35% |
| on Uralkali ordinary shares | 20% | 25% |
| on Surgutneftegas preferred shares | 20% | 25% |
| on FGC UES ordinary shares | 30% | 35% |
| on NLMK ordinary shares | 30% | 35% |
| on Polymetal ordinary shares | 30% | 35% |
| on MMK ordinary shares | 30% | 35% |
| On USD/RUB exchange rate | 4% | 6% |
| On EUR/RUB exchange rate | 4% | 6% |
| On EUR/USD exchange rate | 4% | 6% |
| on average rate of the overnight MosPrime credit | max(2700; 15*Sqrt(N)*2 *1000000/36500) |
max(2700;20*Sqrt(N)*2 *1000000/36500) |
| on average rate of the three month MosPrime credit | 15% | 20% |
| on gold | 7.50% | 10% |
| on silver | 10% | 15% |
| on sugar | 10% | 15% |
| on URALS oil | 10% | 15% |
| on Brent oil | 10% | 15% |
| on diesel oil | 15% | 20% |
| on platinum | 10% | 15% |
| on palladium | 10% | 15% |
