Moscow Exchange: Risk Parameters Change On Derivatives Market

Date 17/04/2018

CCP NCC is changing the following IM rates on Derivatives market starting from 7:00 pm April 17, 2018:

№	Underlying	Futures description	Current IM rate	New IM rate
1	MXI	MOEX Index (mini)	9%	10%
2	MIX	MOEX Index	9%	10%
3	RTS	RTS Index	9%	12%
4	RTSS	Blue Chip Index	12%	15%