On October 1, 2011, in accordance with the resolution adopted by the RTS Clearing Center working group on risks on June 28, 2011 the basic sizes of the Initial Margin requirements for the following futures contracts were changed:
Futures contract on the average power price index | Basic size of the Initial margin employed before the settlement month | Basic size of the Initial margin employed during the settlement month |
---|---|---|
in the Center hub in basic load hours (ECBM) | 15% | 10% |
In the Center hub in peak load hours (ECPM) | 15% | 10% |
In the Ural hub in basic load hours (EUBM) | 15% | 10% |
In the Ural hub in peak load hours (EUPM) | 15% | 10% |