Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

RTS Exchange: Initial Margin Requirements For Power Futures Contracts Decreased

Date 05/10/2011

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%