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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 November 2, 2010 to the evening clearing session on November 8, 2010.
| Futures contract | Collateral requirement | |
|---|---|---|
| Basic size | For November 2-8, 2010 | |
| on the RTS Index | 7,5% | 10% |
| on the RTS Standard Index | 7,5% | 10% |
| on the RTS Consumer & Retail Index | 30% | 30% |
| on the RTS Oil & Gas Index | 20% | 20% |
| on the RTS Telecom Index | 30% | 30% |
| on MMC NORILSK NICKEL ordinary shares | 15% | 20% |
| on Gazprom ordinary shares | 12% | 18% |
| on LUKOIL ordinary shares | 12% | 18% |
| on Rosneft ordinary shares | 15% | 20% |
| on Sberbank ordinary shares | 12% | 18% |
| on Surgutneftegas ordinary shares | 15% | 20% |
| on VTB Bank ordinary shares | 15% | 20% |
| on MTS ordinary shares | 25% | 30% |
| on NOVATEK ordinary shares | 25% | 30% |
| on Polyus Gold ordinary shares | 25% | 30% |
| on Transneft preferred shares | 15% | 25% |
| on Uralsvyazinform ordinary shares | 15% | 25% |
| on Sberbank preferred shares | 15% | 25% |
| on RusHydro ordinary shares | 15% | 25% |
| on Tatneft ordinary shares | 25% | 30% |
| on Severstal ordinary shares | 25% | 30% |
| 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 three month MosPrime credit | 15% | 25% |
| on gold | 7,5% | 10% |
| on silver | 10% | 15% |
| on platinum | 10% | 15% |
| on palladium | 10% | 15% |
| on URALS oil | 10% | 15% |
| on Brent oil | 10% | 15% |
| on diesel oil | 10% | 15% |
| on sugar | 10% | 15% |
| on raw sugar | 10% | 15% |
| On power index at the ‘Center’ hub (in peak load hours) | 15% | 20% |
| On power index at the ‘Center’ hub (in basic load hours) | 15% | 20% |
| On power index at the ‘Ural’ hub (in peak load hours) | 15% | 20% |
| On power index at the ‘Ural’ hub (in basic load hours) | 15% | 20% |
| RTS Standard security | Collateral requirement | |
|---|---|---|
| Basic size | For November 2-8, 2010 | |
| Troika Dialog AM, "Troika Dialog – RTS Standard Index", fund units | 15% | 15% |
| OJSC "MMC "NORILSK NICKEL", ordinary | 15% | 20% |
| ОАО Gazprom, ordinary | 12% | 18% |
| ОАО "LUKOIL", ordinary | 12% | 18% |
| OJSC "OC "Rosneft", ordinary | 15% | 20% |
| Sberbank, ordinary | 12% | 18% |
| Surgutneftegas, ordinary | 15% | 20% |
| JSC VTB Bank, ordinary | 15% | 20% |
| MTS OJSC , ordinary | 25% | 30% |
| JSC "NOVATEK", ordinary | 25% | 30% |
| OJSC "Polyus Gold", ordinary | 25% | 30% |
| Transneft, preferred | 15% | 25% |
| O.J.S.C. "Uralsvyazinform", ordinary | 15% | 25% |
| Sberbank, preferred | 15% | 25% |
| JSC "RusHydro", ordinary | 15% | 25% |
| Tatneft, ordinary | 25% | 30% |
| JSC "Severstal", ordinary | 25% | 30% |
| OJSC Uralkali, ordinary | 25% | 30% |
| Surgutneftegas, preferred | 15% | 20% |
| "FGC UES ", JSC, ordinary | 25% | 30% |
| NLMK, ordinary | 25% | 30% |
| JSC "Polymetal" , ordinary | 25% | 30% |
| OJSC "MMK", ordinary | 25% | 30% |
