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 |
