The settlement price determined by the contract specifications
|Contract name||Code||Settlement price|
|Equity & Bond Market|
|RTS Index||RTS||Settlement price shall be equal to the average value of the Index for the period from 3:00 pm to 4:00 pm MSK of the last trading day multiplied by 100.|
|MICEX Index (mini)||MXI||Settlement price shall be equal to the average value of the Index calculated during the period from 15:00 to 16:00 of the last trading day|
|Blue Chip Index||RTSS||Settlement price shall be equal to the average value of the Index calculated during the period from 15:00 to 16:00 MSK.|
|Russian Volatility Index||RVI||Settlement price shall be equal to the arithmetic mean value calculated on the contract settlement day between 2:03:15 PM until 6:00:00 PM in accordance with the formula in the Specifications|
|BOVESPA Index||IBVS||Contract's settlement price shall be equal to the settlement price of BOVESPA index futures published by BM&FBOVESPA S.A. at http://www.bmfbovespa.com.|
|Hang Seng Index||HSIF||Contract's settlement price shall be equal to the settlement price of Hang Seng Index futures published by HKEx at http://www.hkex.com.hk/eng/index.htm.|
|FTSE/JSE Top40 Index||ALSI||Contract's settlement price shall be equal to the settlement price of FTSE/JSE Top40 Index futures published by Johannesburg Stock Exchange at www.jse.co.za/Home.aspx.|
|S&P BSE SENSEX Index||SNSX||Contract's settlement price shall be equal to the settlement price of SENSEX Index futures published by BSE at http://www.bseindia.com.|
|Siemens AG ordinary shares||GSIE||Contract's settlement price shall be equal to the closing price for shares at Frankfurt Stock Exchange|
|Daimler ordinary shares||GDAI|
|Volkswagen AG preferred shares||GVW3|
|BMW AG ordinary shares||GBMW|
|Deutsche Bank AG ordinary shares||GDBK|
|USD/RUB exchange rate||Si||Settlement price is defined as the FX ruble fixing value multiplied by the Contract Lot value rounded off to the nearest integer in accordance with the mathematical rounding rules. The FX ruble fixing is calculated in accordance with the Exchange's Methodology|
|EUR/RUB exchange rate||Eu|
|На курс китайский юань-российский рубль||CY|
|EUR/USD exchange rate||ED||Settlement price shall be defined as the value of the respective currency exchange rate expressed in USD per 1 (one) currency unit, published by Thomson Reuters and ICAP in the Thomson terminal at the FXFIX page at 11:00 AM GMT+1 (London time)|
|GBP/USD exchange rate||GBPU|
|AUD/USD exchange rate||AUDU|
|USD/UAH exchange rate||UUAH||Settlement price shall be equal to the interbank USD/UAH exchange rate, expressed in Ukrainian Hryvnia for 1 US Dollar, as published on the website of the National Bank of Ukraine according to 16.00 Kiev time.|
|USD/JPY exchange rate||UJPY||Settlement price shall be defined as the value of USD exchange rate expressed in the respective currency per 1 (one) USD published by Thomson Reuters and ICAP in the Thomson terminal at the FXFIX page at 11:00 AM GMT+1 (London time)|
|USD/CHF exchange rate||UCHF|
|USD/CAD exchange rate||UCAD||Settlement price shall be defined as the value of USD against CAD exchange rate expressed in CAD per 1 (one) USD published by Thomson Reuters and ICAP in the Thomson terminal at the FXFIX page at 11:00 AM GMT+1 (London time)|
|USD/TRY exchange rate||UTRY||Settlement price shall be defined as the value of USD against TRY exchange rate expressed in TRY per 1 (one) USD published by Thomson Reuters in the Thomson terminal at the CBTATRY page at 3:30 PM (Turkish time)|
|MosPrime Rate||MOPR||Settlement price of the Contract shall be deemed equal to the value of the rate published on the Contract's settlement date|
Settlement price shall be defined in the course of the last date for the Contract to trade after the Rate is published on the website of the Bank of Russia using the formula below:
|MOEXREPO Rate||REPO||Settlement price shall be defined on the Contract's settlement day of using the formula below:
Sp-settlement price, % per year;
MOEXREPOi –the Rate value published on the i-th calendar day of the settlement month (if the Rate value is not available, it shall be equal to the immediate preceding published value);
i- the calendar day in the settlement month;
T- number of calendar days in the settlement month.
|OFZ||OFZ2||The optimal delivery price of Bond of the i-th issue shall be calculated in accordance with the following formula:
Pi = F / N * CFi
F - a Contract’s settlement price determined by results of the evening Settlement session on the last trading day of the Contract;
N - number of Bonds in the Contract’s Lot;
CFi - conversion rate for the Bond of the i-th issue.
Conversion rates for each issue of Bonds are determined by the Exchange in accordance with the Methodology for calculating conversion rates.
|RUSFAR||1MFR||Settlement price of the Contract is determined on the settlement day according to the following formula:
Ps The Contract’s settlement price in percent;
RUSFARi The Rate value calculated on the ith calendar day of the settlement month (if the Rate is not to be calculated on that day or has not been calculated, it is set to equal its last available value);
i The number of the calendar day in the settlement month;
T The number of calendar days in the settlement month.
|RUSFARUSD||1MDR||Settlement Price of the Contract is determined as follows on the Settlement Day:
Ps The settlement price of the Contract, in per cent;
RUSFARUSDi The Rate calculated on the ith calendar day on the Settlement Month (if the Rate is not available on such ith day, it is derived from the nearest preceding Rate);
i The number of the calendar day in the Settlement Month;
T The number of calendar days in the Settlement Month.
|BRENT Crude Oil||BR||Settlement price shall be equal to the ICE Brent Index value published at www.theice.com on the contract settlement day|
|Gold||GOLD||Settlement price shall be equal to the precious metal morning fixing's value set in US dollars per 1 (one) fine troy ounce on the contract settlement day by the Information Source and displayed on the London Bullion Market Association (LBMA) website at http://www.lbma.org.uk/pricing-and-statistics|
|Sugar||SUGR||Contract's settlement price shall be calculated using the formula below:
SPf = SPice * К1 * К2,
SPf – the Contract's final settlement price;
SPice – the settlement price of the sugar No. 11 futures contract (contract's code SB) that trades on the Intercontinental Exchange (hereinafter the ICE)) and those settlement month coincides with the Contract's settlement month. Such settlement price shall be determined on the last trading day of the sugar No. 11 futures contract on the ICE and denominated in US cents per one pound of the Commodity. This settlement price shall be displayed on ICE website at at: www.theice.com.
К1 – a coefficient applied to convert pounds into kilograms. This coefficient equals 2.2046 (two and two thousand forty-six ten thousandths);
К2 – one hundredth of the US dollar at the USD/RUB exchange rate.
|Copper||CU||Settlement price is calculated as follows and then rounded to kopecks.
Settlement Price = (LME Official Price) * КUSD/RUB,
Settlement Price – settlement price of the contract;
LME Official Price – the price of copper set by the London Metal Exchange (LME) during the trading day preceding the Contract's settlement day and published on the LME's website at http://www.lme.com/metals/non-ferrous/copper/.
КUSD/RUB – the USD/RUB exchange rate set under the Indicative Exchange Rate Methodology
|Copper||Co||Settlement price is set equal to the metals’ price in USD per one (1) ton, as determined by the London Metal Exchange (LME) on the day immediately preceding the Contract’s settlement day and delivered to the Exchange by the Data Source.|
|Natural Gas||NG||Settlement Price of the related Henry Hub Natural Gas Futures as set by NYMEX and published on CME Group website at www.cmegroup.com on the last trade day preceding the settlement date of the related Henry Hub Natural Gas Futures.|