Russian Derivatives Market: expecting the breakthrough Rouble Derivatives in London. Danny Corrigan Director, International Business Development. MICEX 18 May 2007. ICAP : Activities.
Director, International Business Development
MICEX 18 May 2007
EMTA fix, no movement of principal’ upto 7 years,
Ruble fixed, vs 3 month USD LIBOR $25mn’ upto 5 years
Ruble fixed vs 3mo MosPrime, Rouble 500mn, upto 7 years
3month USD LIBOR vs 3mo MOSPRIME, up to 5 years
Collateral Margining, ‘Prime’