Calculation of settlement price of USD/RUB FX futures

Starting with December 2013 the settlement price of futures on USD/RUB on the Derivatives Market to be calculated based on Ruble FX Fixing, the new FX market indicator.

New Parameters of futures on USD/RUB with settlement using the new fixing becomes effective on 10 December 2013 and is available on our website.

Fixing value shall be determined based on averaged price of trades and orders calculated per second for the period from 12:25:01 till 12:30:00 MSK according to the calculation methodology. The values shall be daily published on the website of the Exchange at 12.30 MSK.

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