OREANDA-NEWS. 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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