OREANDA-NEWS.

Delivery prices for Russian Government Bond Futures with expiry on 5th March 2015 are determined.
The delivery prices are as follows:

OFZ2-3.15

Issue Delivery price
OFZ 25080 87,0461
OFZ 25081 83,0377
OFZ 25082 87,3285
OFZ 26203 87,7202
OFZ 26206 86,7819

OFZ4-3.15

Issue Delivery price
OFZ 26204 81,7167
OFZ 26208 80,6343
OFZ 26210 77,5162
OFZ 26216 78,0487

OFZ6-3.15

Issue Delivery price
OFZ 26205 76,5073
OFZ 26214 73,1393

OF10-3.15

Issue Delivery price
OFZ 26209 73,4185
OFZ 26211 70,8474
OFZ 26215 70,7302

OF15-3.15

Issue Delivery price
OFZ 26207 73,3837
OFZ 26212 66,3445

Delivery prices are derived from futures settlement prices and bonds conversion factors according to futures specification appendix #4.

Futures settlement prices:

OFZ2-3.15 9110
OFZ4-3.15 8590
OFZ6-3.15 8255
OF10-3.15 7325
OF15-3.15 8380

For further information, please contact the Public Relations Department at (495) 363-3232.