RTS Announced Calendar of Settlement Days of Futures Contracts

OREANDA-NEWS. January 17, 2011. In accordance with the recommendation of the Derivatives Market Committee in order to improve efficiency of trading on contracts of the FORTS money and commodity markets the last day of trading will coincide with the settlement day for the following futures contracts with the settlement in June 2011 and later:

futures contract on USD/RUB exchange rate,

futures contract on EUR/RUB exchange rate,

futures contract on EUR/USD exchange rate,

futures contract on average rate of the three month MosPrime credit,

futures contract on Brent oil,

futures contract on Urals oil ,

futures contract on refined gold bullions,

futures contract on refined silver bullions,

futures contract on refined platinum bullions,

futures contract on refined palladium bullions.

As far as the last trading day (expiration date) of quarterly options coincides with the last trading day of the underlying futures contract then the change of the last trading day for futures contracts means the change of the last trading day (expiration date) of the following options with the expiration day  in June 2011 and later:

futures-style options on USD/RUB exchange rate futures contract,

futures-style options on EUR/USD exchange rate futures contract,

futures-style options on Brent oil futures contract,

futures-style options on gold futures contract,

futures-style options on refined silver futures contract,

futures-style options on refined platinum futures contract.

* the calendar for futures contracts on Brent/Urals oil and futures-style options on Brent oil futures contract see below.  

Calendar of settlement days of futures contracts on Brent/Urals oil and options on Brent oil futures contract until June 2011.

Calendar of settlement days of futures contracts on Brent and Urals oil and options on Brent oil futures contract in June 202011 and later