ver.0.20.0 rev:06/08/09
MICEX
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Specifications

MICEX Index Specification
Contract code FSMICXMY
Contact code symbols FSMICX – indicates MICEX Index futures series with any final settlement day,
M – indicates the settlement month: January – «F», February – «G» March – «H», April – «J», May – «K», June – «M», July – «N», August – «Q», September – «U», October – «V», November – «X», December – «Z»
Y – indicates the settlement year (last figure in the year number)
Underlying MICEX Index
Trading unit RUB 100 times MICEX Index
Price quoting MICEX Index times 100
Minimum price fluctuation 10 price points
Value of minimum price fluctuation RUB 10 per contract
Contact months 2 nearest months in the March quarterly cycle (Mar, Jun, Sep, Dec)
Last trading day The final settlement day
Final settlement day The 15-th day of the contract month or the nearest following business day if that day is not business day
Settlement method Cash settlement
Final settlement price MICEX Index average value determined for the last 30 minutes of trading session of the final settlement day times 100
Date of listing June 29, 2007
Fee For marketing period total fee is RUB 0.2 per contract