|
MICEX Single Stock futures Specification |
|
Sberbank, Gazprom, Rosneft |
Lukoil, Norilsk Nickel |
Vneshtorgbank |
| Contract code |
FDSBERMY, FDGAZPMY, FDROSNMY |
FDLKOHMY, FDGMKNMY |
FDVTBRMY |
| Contact code symbols |
FDSBER, FDGAZP, FDROSN |
FDLKOH, FDGMKN |
FDVTBR |
| - indicates MICEX SS 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 |
ordinary shares |
| Sberbank, Gazprom, Rosneft |
Lukoil, Norilsk Nickel |
Vneshtorgbank |
| Trading unit |
100 shares |
10 shares |
100 000 shares |
| Price quoting |
In basis points significant to whole units as number of RUB per 1 share rounded off to |
| 0.01 times 100 |
0.1 times 10 |
0.00001 times 100000 |
| Minimum price fluctuation |
1 basis point |
| Value of minimum price fluctuation |
RUB 1 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 |
| Settlement method |
Physical delivery |
| Final settlement price |
Settlement price set on the last trading day |
| Delivery method |
Debiting and crediting of securities and cash assets to depo accounts at National Depositary Center and cash accounts at MICEX Settlement House correspondingly |
| Date of listing |
27.04.2009, 27.04.2009, To be launched in 1st half 2010 |
1.10.2009 |
To be launched in 1st half 2010 |
| Fee |
For marketing period total fee is RUB 0.2 per contract |
