Settlement of index futures

Moscow Exchange advises member firms that due to the shortened trading hours on the Equity Market on 29 March, the periods of calculating average index values for determining the settlement price of the index futures contracts will be changed:

• The settlement price of the RTS Index futures contract will be determined on the basis of RTS Index’s average value over one hour from 12:30 to 13:30.
• The settlement price of the MOEX Russia Index futures contract will be determined on the basis of MOEX Russia’s average value over one hour from 12:30 to 13:30.
• The settlement price of the RTS Index (mini) futures contract will be determined on the basis of RTS Index’s average value over one hour from 12:30 to 13:30.
• The settlement price of the MOEX Russia Index (mini) futures contract will be determined on the basis of Index’s average value over one hour from 12:30 to 13:30.
• The settlement price of the Blue Chip Index futures contract will be determined on the basis of Blue Chip Index’s average value over one hour from 12:30 to 13:30.
• The settlement price of the Russian Market Volatility futures contract will be determined on the basis of the arithmetic average of the values calculated from 10:00 to 14:00 in accordance with contract specification.

The resulted settlement prices will be made available after 16:00 MSK.