№

Code

Futures contract

Basic IM Rate

from 12.10.2016

from 17.10.2016 at 7:00 pm

from 24.10.2016 at 7:00 pm

1

RUON-10.16

RUONIA rate

2.0%

1.5%

1.0%

Instrument/

Period

Inter-month spread coefficient

from 12.10.2016

from 17.10.2016 at 7:00 pm

from 24.10.2016 at 7:00 pm

RUON-11.16

1.25

1.67

2.50

RUON-12.16

1.25

1.67

2.50

RUON-1.17

1.25

1.67

2.50

RUON-2.17

1.25

1.67

2.50

RUON-3.17

1.50

2

3

RUON-4.17

1.88

2.50

3.75

RUON-5.17

1.88

2.50

3.75

RUON-6.17

1.88

2.50

3.75

RUON-7.17

1.88

2.50

3.75

RUON-8.17

1.88

2.50

3.75

RUON-9.17

1.88

2.50

3.75