RTS Determined Final Settlement Prices for Futures
OREANDA-NEWS. February 04, 2011. On February 1, 2011 within the framework of the project between the Moscow Energy Exchange and RTS Group on trading in the power futures contract, the futures contracts on the average power price index in the ‘Center’ (ECBM-1.11 и ECPM-1.11), ‘Ural’ (EUBM-1.11 и EUPM-1.11), ‘Western Siberia’ (SWBM-1.11) and ‘Eastern Siberia’ (SEBM-1.11) hubs were settled.
The settlement prices amounted to:
ECBM-1.11 – RUB933.22 per MWh
ECPM-1.11 – RUB1,118.55 per MWh
EUBM-1.11 – RUB911.40 per MWh
EUPM-1.11 – RUB1,068.12 per MWh
SEBM-1.11 – RUB521.51 per MWh
SWBM-1.11 – RUB565.80 per MWh
As in the contract’s specifications, the settlement price is calculated on the basis of the arithmetic average of all values of the Index that is an underlying asset of the contract for the period from January 1, 2011 to January 31, 2011 published by the Moscow Energy Exchange.
The volume of settled contracts stood at:
ECBM-1.11 - 12 contracts for RUB0.834 mln
ECPM-1.11 - 794 contracts for RUB9.329 mln
EUPM-1.11 - 142 contracts for RUB1.592 mln
SEBM-1.11 – 2,602 contracts for RUB95.826 mln
SWBM-1.11 - 4 contracts for RUB0.175 mln
During January, 2011 1,819 trades representing 233,978 contracts were executed. 3,554 contracts were settled for a total of RUB107,757,109 setting a record since the launch of trading in this instrument.
Комментарии