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                04.12.2012 19:50

                Final settlement prices determined for futures on Russian Federation government bonds basket

                On December 5, 2012 futures contracts on a federal loan bonds basket (contract codes OFZ2-12.12, OFZ4-12.12, and OFZ6-12.12.) will be settled.

                For bond issues currently in the basket the following optimal delivery prices and the minimum and maximum values of the admissible delivery price have been determined:

                OFZ2-12.12

                Bond issue Delivery price
                OFZ 25076 100.9657
                OFZ 25079 100.4693
                OFZ 25075 100.1452

                OFZ4-12.12

                Bond issue Delivery price
                OFZ 25077 102.4110
                OFZ 26203 100.7749
                OFZ 25080 102.2142
                OFZ 26206 102.1831

                OFZ6-12.12

                Bond issue Delivery price
                OFZ 26204 104.4205
                OFZ 26208 103.9572

                Delivery price is calculated in accordance with the Appendix 4 to the contract specifications based on futures final settlement prices and values of the conversion rates.

                For further information, please contact the Public Relations Department at (495) 363-3232.

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