05.03.2015 17:01
Delivery prices for Russian Government Bond Futures with expiry on 5th March 2015
Delivery prices for Russian Government Bond Futures with expiry on 5th March 2015 are determined.
The delivery prices are as follows:
OFZ2-3.15
| Issue | Delivery price |
|---|---|
| OFZ 25080 | 87,0461 |
| OFZ 25081 | 83,0377 |
| OFZ 25082 | 87,3285 |
| OFZ 26203 | 87,7202 |
| OFZ 26206 | 86,7819 |
OFZ4-3.15
| Issue | Delivery price |
|---|---|
| OFZ 26204 | 81,7167 |
| OFZ 26208 | 80,6343 |
| OFZ 26210 | 77,5162 |
| OFZ 26216 | 78,0487 |
OFZ6-3.15
| Issue | Delivery price |
|---|---|
| OFZ 26205 | 76,5073 |
| OFZ 26214 | 73,1393 |
OF10-3.15
| Issue | Delivery price |
|---|---|
| OFZ 26209 | 73,4185 |
| OFZ 26211 | 70,8474 |
| OFZ 26215 | 70,7302 |
OF15-3.15
| Issue | Delivery price |
|---|---|
| OFZ 26207 | 73,3837 |
| OFZ 26212 | 66,3445 |
Delivery prices are derived from futures settlement prices and bonds conversion factors according to futures specification appendix #4.
Futures settlement prices:
| OFZ2-3.15 | 9110 |
| OFZ4-3.15 | 8590 |
| OFZ6-3.15 | 8255 |
| OF10-3.15 | 7325 |
| OF15-3.15 | 8380 |
For further information, please contact the Public Relations Department at (495) 363-3232.
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