RTS: Determined Final Settlement Prices for September Power Futures
OREANDA-NEWS. October 5, 2011. On October 3, 2011 futures contracts on the average power price index in the Center hub (ECBM-9.11 and ECPM-9.11), Ural hub (EUBM-9.11 and EUPM-9.11), Western Siberia hub (SWBM-9.11) and
In accordance with the contracts’ specifications the following final settlement prices were calculated:
ECBM-9.11 – 982.13 RUB/MWh
ECPM-9.11 – 1,099.19 RUB/MWh
EUBM-9.11 – 933.16 RUB/MWh
EUРM-9.11 – 1,034.69 RUB/MWh
SEBM-9.11 – 505.92 RUB/MWh
SWBM-9.11 – 567.60 RUB/MWh
The final settlement price is computed in accordance with the contract’s specifications based on the arithmetical mean of all values of the underlying power prices index that were published by the Moscow Energy Exchange for the period September 1st to 30th, 2011.
The below positions were settled for the following amounts:
ECBM-9.11 – 6 contracts for RUB0.425 million
ECPM-9.11 – 166 contracts for RUB5.222 million
EUBM-9.11 – 8 contracts for RUB0.538 million
EUРM-9.11 – 520 contracts for RUB15.378 million
During the lifetime of the September power futures 2,551 trades representing 84,000 contracts were executed. Out of this number 700 contracts were held until expiry and were settled for a total of RUB21,563,080.
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