According to Item 8 of the Principal and Non-principal Futures Listing Methodology (approved by the NCC Management Board on May, 29 2014), Xi parameters for non-principal futures were changed on April 3, 2015 at 7 p.m. (MSK). The changes are listed below:
Underlying asset |
Old value Xi |
New value Xi |
---|---|---|
MGNT | -350 | -700 |
MTSI | 0 | -1000 |
SNGP | -3500 | -5500 |