In accordance with the recommendation of the Derivatives Market Committee in order to improve efficiency of trading on contracts of the FORTS money and commodity markets the last day of trading will coincide with the settlement day for the following futures contracts with the settlement in June 2011 and later:
- futures contract on USD/RUB exchange rate,
- futures contract on EUR/RUB exchange rate,
- futures contract on EUR/USD exchange rate,
- futures contract on average rate of the three month MosPrime credit,
- futures contract on Brent oil,
- futures contract on Urals oil ,
- futures contract on refined gold bullions,
- futures contract on refined silver bullions,
- futures contract on refined platinum bullions,
- futures contract on refined palladium bullions.
As far as the last trading day (expiration date) of quarterly options coincides with the last trading day of the underlying futures contract then the change of the last trading day for futures contracts means the change of the last trading day (expiration date) of the following options with the expiration day in June 2011 and later:
- futures-style options on USD/RUB exchange rate futures contract,
- futures-style options on EUR/USD exchange rate futures contract,
- futures-style options on Brent oil futures contract,
- futures-style options on gold futures contract,
- futures-style options on refined silver futures contract,
- futures-style options on refined platinum futures contract.
Calendar of settlement days until June 2011 |
Calendar of settlement days in June 2011 and later |
||
---|---|---|---|
The last trading day of futures contracts | 14th day of a month* | The last trading day of futures contracts | 15th day of a month* |
The last trading day of options (expiration day) | The last trading day of options (expiration day) | ||
Futures contracts settlement day | 15th day of a month* | Futures contracts settlement day |
* the calendar for futures contracts on Brent/Urals oil and futures-style options on Brent oil futures contract see below.
Calendar of settlement days of futures contracts on Brent/Urals oil and options on Brent oil futures contract until June 2011.
Futures contract’s code in the RTS trading system |
The last trading day of futures contracts on Brent/Urals oil and options on Brent oil futures contract |
Settlement day of futures contracts on Brent/Urals oil |
---|---|---|
BR-1 2011 | January 14, 2011 | January 17, 2011 |
BR-2 2011 | February 2011, 2011 | February 14, 2011 |
BR-3 2011 | March 16, 2011 | March 17, 2011 |
BR-4 2011 | April 14, 2011 | April 15, 2011 |
BR-5 2011 | May 16, 2011 | May 17, 2011 |
Calendar of settlement days of futures contracts on Brent and Urals oil and options on Brent oil futures contract in June 202011 and later
Futures contract’s code in the RTS trading system |
The last trading day and settlement day of futures on Brent/Urals oil |
The last trading day of options on Brent oil futures contract |
---|---|---|
BR-6 2011 | June 16, 2011 | June 16, 2011 |
BR-7 2011 | July 15, 2011 | July 15, 2011 |
BR-8 2011 | August 17, 2011 | August 17, 2011 |
BR-9 2011 | September 16, 2011 | September 16, 2011 |
BR-10 2011 | October 17, 2011 | October 17, 2011 |
BR-11 2011 | November 16, 2011 | November 16, 2011 |
BR-12 2011 | December 16, 2011 | December 16, 2011 |