Post sponsored by NewzEngine.com

MIL OSI Translation. Region: Russian Federation –

Source: Moscow Exchange – Moscow Exchange –

Moscow Exchange reminds you of the order of execution contracts for currency pairs in accordance with current specifications.

On June 20, futures and options on currency pairs are executed.

1. Futures Si-6.24, Eu-6.24, HKD-6.24 (execution on June 20 during interim clearing):

Execution prices are calculated based on the Bank of Russia rates set on June 19 on the day of execution (according to clause 2.2.3 of the Specification of futures contracts for the foreign currency exchange rate to the Russian ruble):

Futures Si-6.24: US dollar rate – Russian ruble, multiplied by a lot (1000) and rounded to whole numbers Futures Eu-6.24: Euro rate – Russian ruble, multiplied by a lot (1000) and rounded to whole numbers Futures HKD-6.24: Hong Kong rate dollar – Russian ruble (without rounding)

2. Futures CNY-6.24 are executed at fixing without changes.

3. Futures ED-6.24, UKZT-6.24, UCNY-6.24 (execution on June 20 in evening clearing):

Execution prices are calculated based on the Bank of Russia rates set on June 20 the next day (according to clause 13 of the Methodology for calculating fixings of the Moscow Exchange):

Futures ED-6.24: the ratio of the euro – ruble exchange rate to the US dollar – Russian ruble exchange rate, rounded to 5 decimal places Futures UCNY-6.24: the ratio of the US dollar – ruble exchange rate to the Chinese yuan – Russian ruble rate, rounded to 4 decimal places Futures UKZT-6.24: ratio of the US dollar – ruble exchange rate to the Kazakh tenge – Russian ruble exchange rate, rounded to 4 decimal places

4. Premium options on the exchange rate US dollar – Russian ruble, euro – Russian ruble (execution on June 20 during interim clearing):

Exercise prices are calculated based on Bank of Russia rates set on June 19 on the day of execution (According to clause 2.2.2 of the Specification of premium options on foreign currency exchange rates to the ruble):

Option on USD/RUB: exchange rate US dollar – Russian ruble Option on EUR/RUB: exchange rate euro – Russian ruble

5. The option on CNY/RUB is executed at the fixing without changes.

The execution procedure for other contracts on currency pairs remains the same.

Contact information for media 7 (495) 363-3232
PR@moex.com

Note; This information is raw content directly from the source of the information. This is exactly what the source states and does not reflect the position of MIL-OSI or its clients.

Please note; This information is raw content directly from the information source. It is accurate to what the source is stating and does not reflect the position of MIL-OSI or its clients.

EDITOR’S NOTE: This article is a translation. Apologies should the grammar and or sentence structure not be perfect.

MIL OSI News (multilanguage service)