10.10.2016 14:04
ROUNIA futures trading start in Derivatives market
Futures for RUONIA rate are to be available for trading from October 12, 2016. NCC Clearing Bank sets the following risk parameters for the instruments in October 2016:
| № | Code | Futures contract | Basic IM Rate | ||
|---|---|---|---|---|---|
| from 12.10.2016 | from 17.10.2016 at 7:00 pm | from 24.10.2016 at 7:00 pm | |||
| 1 | RUON-10.16 | RUONIA rate | 2.0% | 1.5% | 1.0% |
| Instrument/ Period | Inter-month spread coefficient | ||
|---|---|---|---|
| from 12.10.2016 | from 17.10.2016 at 7:00 pm | from 24.10.2016 at 7:00 pm | |
| RUON-11.16 | 1.25 | 1.67 | 2.50 |
| RUON-12.16 | 1.25 | 1.67 | 2.50 |
| RUON-1.17 | 1.25 | 1.67 | 2.50 |
| RUON-2.17 | 1.25 | 1.67 | 2.50 |
| RUON-3.17 | 1.50 | 2 | 3 |
| RUON-4.17 | 1.88 | 2.50 | 3.75 |
| RUON-5.17 | 1.88 | 2.50 | 3.75 |
| RUON-6.17 | 1.88 | 2.50 | 3.75 |
| RUON-7.17 | 1.88 | 2.50 | 3.75 |
| RUON-8.17 | 1.88 | 2.50 | 3.75 |
| RUON-9.17 | 1.88 | 2.50 | 3.75 |
For further information, please contact the Public Relations Department at (495) 363-3232.