RTS Raised Collateral Requirement for Public Holidays
OREANDA-NEWS. October 28, 2010.
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% |
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