On June 6, 2011 futures contracts on baskets of federal loan bonds (OFZ2-6.11 and OFZ4-6.11) will be settled.
The following optimal delivery prices and a range for admissible delivery prices (minimum and maximum admissible delivery prices) were determined for the Bonds issues included in the baskets:
OFZ2-6.11
| Issue | Optimal delivery price | Range for admissible delivery prices (minimum and maximum admissible delivery prices) |
|---|---|---|
| OFZ 25073 | 101.8021 | 98.7021 - 104.9021 |
| OFZ 25078 | 101.1440 | 98.044 - 104.244 |
| OFZ 25072 | 101.8741 | 98.7741 - 104.9741 |
OFZ4-6.11
| Issue | Optimal delivery price | Range for admissible delivery prices (minimum and maximum admissible delivery prices) |
|---|---|---|
| OFZ 25075 | 98.8214 | 94.6414 - 103.0014 |
| OFZ 26203 | 97.7676 | 93.5876 - 101.9476 |
| OFZ 25077 | 100.0942 | 95.9142 - 104.2742 |
The optimal delivery prices, minimum and maximum admissible delivery prices were calculated in accordance with the Appendix 6 to the Specifications using settlement prices of the futures contracts, conversion rates values and amounts of the Initial margins.
