FORTS futures contracts on/instrument
of the Standard section/instrument of RTS Money |
Basic Initial Margin * ,
****
|
Initial margin size
for the holiday period |
| RTS Index |
10%** |
12%** |
| RTS Standard Index |
10% |
12% |
| Russian Volatility Index |
45%** |
45%** |
| MICEX Index |
10% |
12% |
| sectoral index RTScr |
30%** |
35%** |
| sectoral index RTSog |
20%** |
25%** |
| MMC NORILSK NICKEL ordinary shares |
20% |
25% |
| Gazprom ordinary shares |
15% |
18% |
| LUKOIL ordinary shares |
15% |
18% |
| Rosneft ordinary shares |
20% |
25% |
| Sberbank ordinary shares |
15% |
18% |
| Surgutneftegas ordinary shares |
20% |
25% |
| VTB Bank ordinary shares |
20% |
25% |
| MTS ordinary shares |
25% |
30% |
| NOVATEK ordinary shares |
25% |
30% |
| Polyus Gold ordinary shares |
25% |
30% |
| Transneft preferred shares |
20% |
25% |
| Sberbank preferred shares |
20% |
25% |
| RusHydro ordinary shares |
20% |
25% |
| Tatneft ordinary shares |
25% |
30% |
| Severstal ordinary shares |
25% |
30% |
| Uralkali ordinary shares |
25% |
30% |
| Surgutneftegas preferred shares |
20% |
25% |
| FGC UES ordinary shares |
25% |
30% |
| NLMK ordinary shares |
25% |
30% |
| Polymetal ordinary shares |
25% |
30% |
| MMK ordinary shares |
25% |
30% |
| Aeroflot ordinary shares |
25% |
30% |
| INTER RAO UES ordinary shares |
20% |
25% |
| IDGC Holding ordinary shares |
25% |
30% |
| MOSENERGO ordinary shares |
25% |
30% |
| NCSP ordinary shares |
25% |
30% |
| OGK-1 ordinary shares |
25% |
30% |
| OGK-2 ordinary shares |
25% |
30% |
| WGC-3 ordinary shares |
25% |
30% |
| Raspadskaya ordinary shares |
25% |
30% |
| Gazprom Neft ordinary shares |
20% |
25% |
| TGC-1" ordinary shares |
25% |
30% |
| Troika Dialog AM, "Troika Dialog – RTS Standard Index", fund units |
20% |
25% |
| |
| US dollar |
5% |
6% |
| USD/RUB exchange rate |
5% |
6% |
| EUR/RUB exchange rate |
5% |
6% |
| EUR/USD exchange rate |
5%** |
6%** |
| AUD/USD exchange rate |
5%** |
6%** |
| GBP/USD exchange rate |
5%** |
6%** |
| average rate of the overnight MosPrime credit |
*** |
*** |
| average rate of the three month MosPrime credit |
15% |
18% |
| 2-year Russian Federation government bonds |
3% |
4% |
| 4-year Russian Federation government bonds |
4% |
5% |
| 6-year Russian Federation government bonds |
4,5% |
5% |
| |
| Gold |
10%** |
12%** |
| Refined silver |
15%** |
18%** |
| Sugar |
15% |
18% |
| Raw sugar |
15% |
18% |
| Gas-oil |
15% |
18% |
| Corn |
15% |
18% |
| Cotton |
15% |
18% |
| Wheat |
15% |
18% |
| Soybeans |
15% |
18% |
| URALS oil |
15%** |
18%** |
| BRENT oil |
15%** |
18%** |
| Diesel fuel |
15% |
18% |
| Refined platinum |
15%** |
18%** |
| Refined palladium |
15%** |
18%** |
| Copper |
15% |
18% |
| |
| monthly contracts on the power index at the ‘Center’ hub (in basic load hours) |
15% |
18% |
| quarterly contracts on the power index at the ‘Center’ hub (in basic load hours) |
10% |
12% |
| annual contracts on the index at the ‘Center’ hub (in basic load hours) |
5% |
6% |
| monthly contracts on the power index at the ‘Center’ hub (in peak load hours) |
15% |
18% |
| quarterly contracts on the power index at the ‘Center’ hub (in peak load hours) |
10% |
12% |
| annual contracts on the power index at the ‘Center’ hub (in peak load hours) |
5% |
6% |
| monthly contracts on the power index at the ‘Ural’ hub (in basic load hours) |
15% |
18% |
| quarterly contracts on the power index at the ‘Ural’ hub (in basic load hours) |
10% |
12% |
| annual contract son the power index at the ‘Ural’ hub (in basic load hours) |
5% |
6% |
| monthly contracts on the power index at the ‘Ural’ hub (in peak load hours) |
15% |
18% |
| quarterly contracts on the power index at the ‘Ural’ hub (in peak load hours) |
10% |
12% |
| annual contracts on the power index at the ‘Ural’ hub (in peak load hours) |
5% |
6% |
| power index at the ‘Eastern Siberia’ hub (in basic load hours) |
15% |
18% |
| power index at the ‘West Siberia’ hub (in basic load hours) |
15% |
18% |
