The National Clearing Center (the central counterparty) has set the following minimum base initial margin requirements for the USD/RUB and EUR/RUB FX futures contracts, as recommended by Moscow Exchange"s Derivatives Market Committee. The changes will take effect from the beginning of the evening clearing session on 5 November.
| Underlying code | Futures | Current minimum base IM size | Minimum base IM size from 5 November |
|---|---|---|---|
| Si | USD/RUB FX futures contract | 4.5% | 5.5% |
| Eu | EUR/RUB FX futures contract | 4.5% | 5.5% |
