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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