21.09.2017 13:48
On settlement price of FX Futures
Thomson Reuters stopped publishing their FXFIX page, which was used as the source for the FX fixings against which FX Futures traded on MOEX Derivatives Market were settled against. The FX Futures which used these FX fixings were based on the following currency pairs:
- GB Pound – US Dollar (GBP/USD)
- Australian Dollar – US Dollar (AUD/USD)
- Euro – US Dollar (EUR/USD)
- US Dollar – Japanese Yen (USD/JPY)
- US Dollar – Swiss Franc (USD/CHF)
- US Dollar – Canadian Dollar (USD/CAD)
Therefore, in conjunction with current relevant Specifications on US Dollar against foreign currencies and foreign currency against US Dollar, the following FX fixings will be used for the settlement for FX Futures on 21st September 2017.
| Currency Pair | Contract Code | Value |
|---|---|---|
| GBP/USD | GBPU-9.17 | 1.3494 |
| AUD/USD | AUDU-9.17 | 0.7951 |
| EUR/USD | ED-9.17 | 1.1913 |
| USD/JPY | UJPY-9.17 | 112.44 |
| USD/CHF | UCHF-9.17 | 0.9722 |
| USD/CAD | UCAD-9.17 | 1.2348 |
For further information, please contact the Public Relations Department at (495) 363-3232.