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Futures  |  Options

Initial Margin info for Futures

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Data as of 10.02.2012.  Total: 155
CodeContractDelivery dateInitial margin
(rubles per contract)		Price limits
(basis points)
AUH2AUDU-3.1215.03.20121,771.040.027
AUM2AUDU-6.1215.06.20121,692.330.0258
BRG2BR-2.1215.02.20125,818.28.87
BRH2BR-3.1216.03.20125,818.28.87
BRJ2BR-4.1216.04.20125,772.288.8
CHH2CHMF-3.1214.03.201211,3325,666
CHM2CHMF-6.1214.06.201210,9065,453
CNH2CRN-3.1229.02.20121,130565
CNK2CRN-5.1228.04.20121,150575
CTK2CTN-5.1208.05.20124,7704.77
CTN2CTN-7.1209.07.20124,8204.82
CUH2CU-3.1215.03.20123,87019,350
CUM2CU-6.1215.06.20123,90019,500
DSG2DS-2.1229.02.20123,8421,921
DSH2DS-3.1230.03.20123,9001,950
CBG2ECBM-2.1229.02.20126,681.648
CBH2ECBM-3.1230.03.201210,267.269
CBJ2ECBM-4.1228.04.20129,79268
CBK2ECBM-5.1231.05.201210,267.269
CBM2ECBM-6.1229.06.201210,22471
CBN2ECBM-7.1231.07.201211,755.279
C3H2ECBQ-3.1230.03.201210,046.423
C3M2ECBQ-6.1229.06.201220,529.647
C1Z2ECBY-12.1229.12.201245,676.826
CPG2ECPM-2.1229.02.20122,80854
CPH2ECPM-3.1230.03.20124,258.878
CPJ2ECPM-4.1228.04.20124,313.479
CPK2ECPM-5.1231.05.20124,09575
CPM2ECPM-6.1229.06.20123,90075
CPN2ECPM-7.1231.07.20124,919.286
C5H2ECPQ-3.1230.03.20124,149.628
C5M2ECPQ-6.1229.06.20128,704.854
C7Z2ECPY-12.1229.12.201218,774.629
EDH2ED-3.1215.03.20122,184.280.0333
EDM2ED-6.1215.06.20122,184.280.0333
UBG2EUBM-2.1229.02.20126,124.844
UBH2EUBM-3.1230.03.20129,523.264
UBJ2EUBM-4.1228.04.201210,08070
UBK2EUBM-5.1231.05.20129,67265
UBM2EUBM-6.1229.06.20129,79268
UBN2EUBM-7.1231.07.201210,41670
C4H2EUBQ-3.1230.03.20129,172.821
C4M2EUBQ-6.1229.06.201219,219.244
C2Z2EUBY-12.1229.12.201243,92025
UPG2EUPM-2.1229.02.20122,60050
UPH2EUPM-3.1230.03.20123,712.868
UPJ2EUPM-4.1228.04.20123,985.873
UPK2EUPM-5.1231.05.20124,040.474
UPM2EUPM-6.1229.06.20123,79673
UPN2EUPM-7.1231.07.20124,29075
C6H2EUPQ-3.1230.03.20123,853.226
C6M2EUPQ-6.1229.06.20128,221.251
C8Z2EUPY-12.1229.12.201218,127.228
EuH2Eu-3.1215.03.20121,984992
EuM2Eu-6.1215.06.20122,0121,006
FSH2FEES-3.1214.03.20128,9364,468
FSM2FEES-6.1214.06.20128,8164,408
GZH2GAZR-3.1214.03.20122,8421,421
GZM2GAZR-6.0214.06.20123,4121,706
GZM2GAZR-6.1214.06.20123,4121,706
GZU2GAZR-9.0214.09.20122,8421,421
GZU2GAZR-9.1214.09.20122,8421,421
GUH2GBPU-3.1215.03.20122,604.090.0397
GUM2GBPU-6.1215.06.20122,558.170.039
GMH2GMKR-3.1214.03.201211,5585,779
GMM2GMKR-6.1214.06.201211,5005,750
GDH2GOLD-3.1215.03.20125,746.0487.6
GDM2GOLD-6.1215.06.20125,765.7287.9
GRH2GR-3.1229.02.20121,100550
GRK2GR-5.1228.04.20121,070535
GSG2GSL-2.1210.02.20124,4562,228
GSH2GSL-3.1211.03.20124,4502,225
HYH2HYDR-3.1214.03.20122,2661,133
HYM2HYDR-6.1214.06.20122,3201,160
LKH2LKOH-3.1214.03.20122,7241,362
LKM2LKOH-6.1214.06.20123,2701,635
LKU2LKOH-9.1214.09.20122,6861,343
LKM2LKRI-6.0214.06.20123,2701,635
LKU2LKRI-9.0214.09.20122,6861,343
MXH2MIX-3.1215.03.201215,4707,735
MXM2MIX-6.1215.06.201215,0107,505
MPZ2MOPR-12.1217.12.20122,7000.54
MPH2MOPR-3.1215.03.20122,6000.52
MPH3MOPR-3.1315.03.20132,8500.57
MPM2MOPR-6.1215.06.20122,6000.52
MPU2MOPR-9.1217.09.20122,8000.56
MTH2MTSI-3.1214.03.20125,4462,723
MTM2MTSI-6.1214.06.20125,3722,686
NKH2NOTK-3.1214.03.20129,6524,826
NKM2NOTK-6.1214.06.20129,8784,939
O2H2OFZ2-3.1202.03.2012310155
O4H2OFZ4-3.1202.03.2012420210
O6H2OFZ6-3.1202.03.2012474237
PDH2PLD-3.1215.03.201235,204.3553.67
PDM2PLD-6.1215.06.201235,670.0754.38
PTH2PLT-3.1215.03.20128,225.5125.4
PTM2PLT-6.1215.06.20128,304.21126.6
RNH2ROSN-3.1214.03.20124,2582,129
RNM2ROSN-6.1214.06.20124,2802,140
RTM2RTKI-6.0214.06.20123,7541,877
RTH2RTKM-3.1214.03.20123,7721,886
RTM2RTKM-6.1214.06.20123,7541,877
RIZ2RTS-12.1217.12.201210,495.068,000
RIH2RTS-3.1215.03.201210,711.528,165
RIM2RTS-6.1215.06.201210,711.528,165
RIM5RTS-6.1515.06.201510,265.487,825
RIU2RTS-9.1217.09.201210,606.578,085
RSH2RTSS-3.1215.03.201210,600530
RSM2RTSS-6.1215.06.201210,570528.5
VXH2RTSVX-3.1207.03.201210,232.687.8
RcH2RTSc-3.1215.03.201210,331.0778.75
RoH2RTSo-3.1215.03.20122,833.6721.6
SOH2SBN-3.1229.02.20122,0101,005
SOK2SBN-5.1228.04.20122,0501,025
SPH2SBPR-3.1214.03.20121,452726
SPM2SBPR-6.1214.06.20121,442721
SRH2SBRF-3.1214.03.20121,436718
SRM2SBRF-6.1214.06.20121,724862
SRU2SBRF-9.1214.09.20121,444722
QBG2SEBM-2.1229.02.20126,542.447
QBH2SEBM-3.1230.03.20126,100.841
QBJ2SEBM-4.1228.04.20126,04842
SVH2SILV-3.1215.03.201216,923.282.58
SVM2SILV-6.1215.06.201216,988.872.59
SNM2SNGI-6.0214.06.20125,9602,980
SGH2SNGP-3.1214.03.20123,7901,895
SGM2SNGP-6.1214.06.20123,7621,881
SNH2SNGR-3.1214.03.20125,8362,918
SNM2SNGR-6.1214.06.20125,9602,980
SAH2SUGR-3.1229.02.20122,499.361.23
SAK2SUGR-5.1228.04.20122,499.361.23
WBG2SWBM-2.1229.02.20126,124.844
WBH2SWBM-3.1230.03.20127,588.851
WBJ2SWBM-4.1228.04.20127,05649
SiZ2Si-12.1217.12.20122,6861,343
SiH3Si-3.0315.03.20132,6861,343
SiH2Si-3.1215.03.20121,492746
SiH3Si-3.1315.03.20132,6861,343
SiM2Si-6.1215.06.20121,792896
SiU5Si-9.0515.09.20153,7301,865
SiU2Si-9.1217.09.20122,2381,119
SiU5Si-9.1515.09.20153,7301,865
TTH2TATN-3.1214.03.20124,4322,216
TTM2TATN-6.1214.06.20124,3942,197
TNH2TRNF-3.1214.03.201211,6485,824
TNM2TRNF-6.1214.06.201211,7505,875
URG2UR-2.1215.02.20125,765.728.79
UKH2URKA-3.1214.03.20125,5762,788
UKM2URKA-6.1214.06.20125,5002,750
USDRUBUSDRUB10.02.20121,4890.7445
USDRUBT0T1USDRUBT0T109.02.2012-0.7476
USDRUBT0T2USDRUBT0T209.02.2012-0.7587
USDRUBT1T2USDRUBT1T210.02.2012-0.7445
VBH2VTBR-3.1214.03.20121,388694
VBM2VTBR-6.1214.06.20121,402701

 
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