In accordance with Appendix F5 to the Clearing Rules for the period from the evening clearing session of December 10, 2009 to the clearing session of December 15, 2009 the minimum basic size of Initial Margin on delivery futures contracts to be settled on December 15, 2009 will be as follows:
No | Futures contract on | IM, % |
---|---|---|
1 | ОАО "LUKOIL", ordinary | 20 |
2 | Gazprom, ordinary | 20 |
3 | Sberbank, ordinary | 20 |
4 | OJSC "OC "Rosneft", ordinary | 25 |
5 | Surgutneftegas, ordinary | 25 |
6 | OJSC "MMC "NORILSK NICKEL", ordinary | 25 |
7 | JSC VTB Bank, ordinary | 25 |
8 | Sberbank, privileged | 25 |
9 | Transneft, privileged | 25 |
10 | OJSC "Uralsvyazinform", ordinary | 40 |
11 | MTS OJSC, ordinary | 40 |
12 | JSC "NOVATEK", ordinary | 40 |
13 | OJSC "Polyus Gold", ordinary | 40 |
14 | Tatneft, ordinary | 40 |
15 | OJSC "Rostelecom", ordinary | 40 |
16 | JSC "Severstal", ordinary | 40 |
17 | JSC "RusHydro", ordinary | 40 |