EN

                Your basket is empty

                Menu

                List of services

                24.01.2019 14:30

                New time period of market data gathering used as a basis for settlement prices calculation

                Dear clients of MOEX Derivatives market,

                Moscow Exchange would like to inform you that starting from 4 February 2019 the time of the market data gathering period used as a basis for settlement prices calculation will be changed.

                Settlement prices for all Russian single stock futures (excluding indices) will be calculated based on market data gathered from 18:37 to 18:38, for all other contracts settlement prices will be calculated based on market data gathered from 18:43 to 18:44.

                The time of the market data gathering period for the intermediate clearing session settlement prices calculation remains unchanged: from 13:57 to 13:58

                Settlement prices for the liquid futures contracts are calculated based on median values of frequency slices of quotes and trades prices during the market data gathering period. Settlement prices for the illiquid futures contracts are calculated based on market data, liquid contracts prices and interest rate curves. More detailed algorithm for settlement prices calculation you can find on our web site

                Automatic options execution during evening clearing session is processed against the futures settlement price calculated based on algorithm above. 

                Contacts for media
                +7 (495) 363-3232
                +7 (495) 232-3363
                Public Relations Department
                Contacts for clients
                +7 (495) 363-3232
                +7 (495) 232-3363
                Feedback form
                The site processes user data using Cookies in accordance with the Cookies Using Rules. By staying on the site, you agree to the terms of processing specified in the Rules. You can also prevent cookies from being saved in your browser settings.