on the average rate of overnight MosPrime credit (deposit)
***
***
on the rate of the 3m MosPrime credit (deposit)
15%
15%
on gold
5%
7,5%
on silver
7,50%
10%
on sugar
5%
10%
on URALS oil
7,50%
10%
on BRENT oil
7,50%
10%
on Gaz oil
7,50%
15%
on Platinum
7,50%
10%
on Palladium
7,50%
10%
% of the contract value
** Current parameters shall mean parameters set in accordance with RTS Derivatives market Committee recomandations starting from the evening clearing session of November 24, 2008 on the period of high volatility of the market (till new recommendation)
*** ruble value is calculated as max(2700; 15*Sqrt(N)*2*1000000/36500), where N is a number of days of maturity period of futures, Sqrt - square root
List of contracts that have discounts on intermonth spreads
Size of spread coefficient***
Futures spread dates
1
Futures on LUKoil Holdings ordinary shares
1.2
one following the nearest futures settlement date
2
Futures on Gazprom ordinary shares
1.2
4
Futures on 10-Year Moscow City Bonds
1,0
5
Futures on RTS Index
1,0
6
Futures on Russian Federation federal loan bonds
1,0
7
Futures on US dollar
1,0
1,2
Third and forth settlement day in frame of 365 calendar dates from the current date
* - percent from the value of the contract ** - in rubles size determined by the formula of max(2700; 15*Sqrt(N)*2*1000000/36500), where N is a number of days from a current day to day of execution of the futures, Sqrt is a root square *** - 5 trading days prior to expiration date of the futures with the basic date of execution spreads privilege are abolished
