London,

Date, TimeFriday 118th January 201321st9th DecemOctober, 16:361510

Friday 21st September 2012, 16:04

London,

Friday 17th August2018 16t AlyMayh March 2012, 16:0400

Expiry Notice

Expiration prices for IOB Derivatives

Please find below expiration prices for IOB products expiring in April March 2012SeptemberAugustJuneJanuary 2013DecemOctober 2012:

Underlying Code / Underlying Name / Expiration Price
AFID / AFI DEVELOPMENT PLC / 0.5800
ATAD / AO TATNEFT / 41.9000
FIVE / X5 RETAIL GROUP NV / 19.0400
GAZ / GAZPROM NEFT / 25.5100
GLTR / GLOBALTRANS INVEST / 19.0700
HSBK / JSC HALYK SAVINGS BANK OF KAZAKHSTAN / 7.1300
HYDR / RUSHYDRO / 2.6240
KKB / JSC KAZKOMMERTSBANK / 2.3810
KMG / JSC KAZMUNAIGAS EXPLORATION PROD / 18.2000
LKOD / LUKOIL OAO / 63.9500
LSRG / LSR GROUP / 5.1000
MAIL / MAIL.RU / 32.2500
MGNT / MAGNIT / 35.3500
MMK / MAGNITOGORSK IRON AND STEEL / 4.5280
MNOD / MMC NORILSK NICKEL / 15.5700
NCSP / PJSC NOVOROSSIYSK COMM. SEA PORT / 7.0000
NLMK / OJSC NOVOLIPETSK STEEL / 19.8500
NVTK / OAO NOVATEK / 124.7000
OGZD / GAZPROM / 9.9950
OTLD / ORASCOM TELECOM HOLDINGS S.A.E / 3.0400
PHST / OJSC PHARMSTANDARD / 14.6900
PIK / PIK GROUP / 2.2450
RIGD / RELIANCE INDUSTRIES / 29.7500
RKMD / ROSTELEKOM / 25.8700
ROSN / ROSNEFT OJSC / 6.9250
SBER / SBERBANK / 12.1300
SGGD / SURGUTNEFTEGAZ / 9.2450
SMSN / SAMSUNG ELECTRONICS CO / 589.0000
SSA / SISTEMA JSFC / 20.7000
SVST / OAO SEVERSTAL / 12.6700
TMKS / OAO TMK / 15.2500
TRCN / TRANSCONTAINER / 12.8500
URKA / JSC URALKALI / 39.0500
VTBR / JSC VTB BANK / 3.4600
RIOB / FTSE Russia IOB Index / 866.37
Underlying Code / Underlying Name / Expiration Price
AFID / AFI DEVELOPMENT PLC / 0.5500
ATAD / AO TATNEFT / 42.5100
FIVE / X5 RETAIL GROUP NV / 17.6000
GAZ / GAZPROM NEFT / 23.3700
GLTR / GLOBALTRANS INVEST / 16.4000
HSBK / JSC HALYK SAVINGS BANK OF KAZAKHSTAN / 7.9100
HYDR / RUSHYDRO / 2.3450
KKB / JSC KAZKOMMERTSBANK / 1.8200
KMG / JSC KAZMUNAIGAS EXPLORATION PROD / 18.0500
LKOD / LUKOIL OAO / 65.2500
LSRG / LSR GROUP / 4.1150
MAIL / MAIL.RU / 34.1700
MGNT / MAGNIT / 38.1600
MMK / MAGNITOGORSK IRON AND STEEL / 4.3620
MNOD / MMC NORILSK NICKEL / 18.6100
NCSP / PJSC NOVOROSSIYSK COMM. SEA PORT / 6.9000
NLMK / OJSC NOVOLIPETSK STEEL / 20.1900
NVTK / OAO NOVATEK / 119.4000
OGZD / GAZPROM / 9.4550
OTLD / ORASCOM TELECOM HOLDINGS S.A.E / 3.1000
PHST / OJSC PHARMSTANDARD / 16.3800
PIK / PIK GROUP / 1.8900
RIGD / RELIANCE INDUSTRIES / 30.0100
RKMD / ROSTELEKOM / 23.8000
ROSN / ROSNEFT OJSC / 8.5150
SBER / SBERBANK / 11.9500
SGGD / SURGUTNEFTEGAZ / 8.7700
SMSN / SAMSUNG ELECTRONICS CO / 677.0000
SSA / SISTEMA JSFC / 19.5700
SVST / OAO SEVERSTAL / 12.5000
TMKS / OAO TMK / 15.1800
TRCN / TRANSCONTAINER / 14.2500
URKA / JSC URALKALI / 38.3200
VTBR / JSC VTB BANK / 3.4640
RIOB / FTSE Russia IOB Index / 870.70
Underlying Code / Underlying Name / Expiration Price
AFID / AFI DEVELOPMENT PLC / 0.5750
ATAD / AO TATNEFT / 44.7500
FIVE / X5 RETAIL GROUP NV / 16.9800
GAZ / GAZPROM NEFT / 23.6000
GLTR / GLOBALTRANS INVEST / 14.5800
HSBK / JSC HALYK SAVINGS BANK OF KAZAKHSTAN / 8.9000
HYDR / RUSHYDRO / 2.5610
KKB / JSC KAZKOMMERTSBANK / 2.9000
KMG / JSC KAZMUNAIGAS EXPLORATION PROD / 18.1000
LKOD / LUKOIL OAO / 66.2500
LSRG / LSR GROUP / 4.8500
MAIL / MAIL.RU / 32.8000
MDMG / MD MEDICAL GROUP / 14.5000
MFON / MEGAFON / 26.4000
MGNT / MAGNIT / 45.5500
MHPC / MHP / 16.0000
MMK / MAGNITOGORSK IRON AND STEEL / 4.9200
MNOD / MMC NORILSK NICKEL / 20.0000
NCSP / PJSC NOVOROSSIYSK COMM. SEA PORT / 7.3500
NLMK / OJSC NOVOLIPETSK STEEL / 22.9500
NMOS / NOMAS BANK / 13.9000
NVTK / OAO NOVATEK / 114.9000
OGZD / GAZPROM / 9.6700
OTLD / ORASCOM TELECOM HOLDINGS S.A.E / 3.3000
PHST / OJSC PHARMSTANDARD / 18.0300
PIK / PIK GROUP / 2.1770
RIGD / RELIANCE INDUSTRIES / 34.1100
RKMD / ROSTELEKOM / 24.8600
ROSN / ROSNEFT OJSC / 8.6300
SBER / SBERBANK / 13.7000
SGGD / SURGUTNEFTEGAZ / 9.3750
SMSN / SAMSUNG ELECTRONICS CO / 699.0000
SSA / SISTEMA JSFC / 21.1500
SVST / OAO SEVERSTAL / 13.1500
TMKS / OAO TMK / 15.8000
TRCN / TRANSCONTAINER / 14.5000
URKA / JSC URALKALI / 37.7500
VTBR / JSC VTB BANK / 3.8200
RIOB / FTSE RUSSIA IOB INDEX / 920.12
D2LKOD / YEAR 12 DIVIDEND LUKOIL FUTURE / 3.6400
D2MNOD / YEAR 12 DIVIDEND MMC NORILSK NICKEL FUTURE / 0.6136
D2OGZD / YEAR 12 DIVIDEND GAZPROM FUTURE / 0.5592
D2ROSN / YEAR 12 DIVIDEND ROSNEFT FUTURE / 0.1085
D2SBER / YEAR 12 DIVIDEND SBERBANK FUTURE / 0.2512
D2SGGD / YEAR 12 DIVIDEND SURGUTNEFTEGAZ FUTURE / 0.1851
D2VTBR / YEAR 12 DIVIDEND VTB BANK FUTURE / 0.0547
Underlying Code / Underlying Name / Expiration Price
AFID / AFI DEVELOPMENT PLC / 0.3700
ATAD / AO TATNEFT / 39.5500
FIVE / X5 RETAIL GROUP NV / 20.3000
GAZ / GAZPROM NEFT / 23.2500
GLTR / GLOBALTRANS INVEST / 18.5000
HSBK / JSC HALYK SAVINGS BANK OF KAZAKHSTAN / 5.4900
HYDR / RUSHYDRO / 2.6900
KKB / JSC KAZKOMMERTSBANK / 2.6940
KMG / JSC KAZMUNAIGAS EXPLORATION PROD / 18.2000
LKOD / LUKOIL OAO / 58.6500
LSRG / LSR GROUP / 4.3020
MAIL / MAIL.RU / 31.9500
MGNT / MAGNIT / 32.1500
MMK / MAGNITOGORSK IRON AND STEEL / 4.1350
MNOD / MMC NORILSK NICKEL / 15.6000
NCSP / PJSC NOVOROSSIYSK COMM. SEA PORT / 6.9050
NLMK / OJSC NOVOLIPETSK STEEL / 18.3300
NVTK / OAO NOVATEK / 121.1000
OGZD / GAZPROM / 9.7500
OTLD / ORASCOM TELECOM HOLDINGS S.A.E / 2.9300
PHST / OJSC PHARMSTANDARD / 14.6000
PIK / PIK GROUP / 2.2200
RIGD / RELIANCE INDUSTRIES / 29.3300
RKMD / ROSTELEKOM / 23.0200
ROSN / ROSNEFT OJSC / 6.2450
SBER / SBERBANK / 11.5400
SGGD / SURGUTNEFTEGAZ / 8.9100
SMSN / SAMSUNG ELECTRONICS CO / 571.0000
SSA / SISTEMA JSFC / 19.9200
SVST / OAO SEVERSTAL / 12.1300
TMKS / OAO TMK / 14.9000
TRCN / TRANSCONTAINER / 12.2500
URKA / JSC URALKALI / 40.0500
VTBR / JSC VTB BANK / 3.4900
RIOB / FTSE Russia IOB Index / 825.7700
Underlying Code / Underlying Name / Expiration Price
AFID / AFI DEVELOPMENT PLC / 0.4200
ATAD / AO TATNEFT / 43.2400
FIVE / X5 RETAIL GROUP NV / 22.9000
GAZ / GAZPROM NEFT / 24.7800
GLTR / GLOBALTRANS INVEST / 20.6000
HSBK / JSC HALYK SAVINGS BANK OF KAZAKHSTAN / 7.1400
HYDR / RUSHYDRO / 2.7130
KKB / JSC KAZKOMMERTSBANK / 2.7000
KMG / JSC KAZMUNAIGAS EXPLORATION PROD / 18.4000
LKOD / LUKOIL OAO / 62.5500
LSRG / LSR GROUP / 4.8570
MAIL / MAIL.RU / 35.5000
MGNT / MAGNIT / 36.0000
MMK / MAGNITOGORSK IRON AND STEEL / 4.8000
MNOD / MMC NORILSK NICKEL / 16.2500
NCSP / PJSC NOVOROSSIYSK COMM. SEA PORT / 6.9500
NLMK / OJSC NOVOLIPETSK STEEL / 21.2800
NVTK / OAO NOVATEK / 125.0000
OGZD / GAZPROM / 10.5100
OTLD / ORASCOM TELECOM HOLDINGS S.A.E / 3.0610
PHST / OJSC PHARMSTANDARD / 15.0000
PIK / PIK GROUP / 2.3640
RIGD / RELIANCE INDUSTRIES / 31.7100
RKMD / ROSTELEKOM / 27.5600
ROSN / ROSNEFT OJSC / 6.6800
SBER / SBERBANK / 12.2000
SGGD / SURGUTNEFTEGAZ / 9.0900
SMSN / SAMSUNG ELECTRONICS CO / 581.0000
SSA / SISTEMA JSFC / 22.6200
SVST / OAO SEVERSTAL / 13.1900
TMKS / OAO TMK / 15.6500
TRCN / TRANSCONTAINER / 12.5000
URKA / JSC URALKALI / 43.0000
VTBR / JSC VTB BANK / 3.5800
RIOB / FTSE Russia IOB Index / 883.11
Underlying Code / Underlying Name / Expiration Price
AFID / AFI DEVELOPMENT PLC / 0.63
ATAD / AO TATNEFT / 42.98
FIVE / X5 RETAIL GROUP NV / 24.53
GAZ / GAZPROM NEFT / 26.20
GLTR / GLOBALTRANS INVEST / 18.75
HSBK / JSC HALYK SAVINGS BANK OF KAZAKHSTAN / 6.45
HYDR / RUSHYDRO / 3.97
KKB / JSC KAZKOMMERTSBANK / 3.25
KMG / JSC KAZMUNAIGAS EXPLORATION PROD / 19.50
LKOD / LUKOIL OAO / 65.05
LSRG / LSR GROUP / 5.95
MAIL / MAIL.RU / 38.59
MGNT / MAGNIT / 30.73
MMK / MAGNITOGORSK IRON AND STEEL / 6.11
MNOD / MMC NORILSK NICKEL / 19.90
NCSP / PJSC NOVOROSSIYSK COMM. SEA PORT / 7.12
NLMK / OJSC NOVOLIPETSK STEEL / 22.82
NVTK / OAO NOVATEK / 148.00
OGZD / GAZPROM / 13.42
OTLD / ORASCOM TELECOM HOLDINGS S.A.E / 3.41
PHST / OJSC PHARMSTANDARD / 17.60
PIK / PIK GROUP / 2.55
PLGL / POLYUS GOLD INTERNATIONAL / 3.08
RIGD / RELIANCE INDUSTRIES / 31.25
RKMD / ROSTELEKOM / 31.50
ROSN / ROSNEFT OJSC / 7.40
SBER / SBERBANK / 13.83
SGGD / SURGUTNEFTEGAZ / 11.00
SMSN / SAMSUNG ELECTRONICS CO / 553.00
SSA / SISTEMA JSFC / 22.45
SVST / OAO SEVERSTAL / 14.23
TMKS / OAO TMK / 13.50
TRCN / TRANSCONTAINER / 10.05
URKA / JSC URALKALI / 38.19
VTBR / JSC VTB BANK / 4.99
RIOB / FTSE Russia IOB Index / 990.49
Underlying Code / Underlying Name / Expiration Price
AFID / AFI DEVELOPMENT PLC / 0.59
ATAD / AO TATNEFT / 37.90
FIVE / X5 RETAIL GROUP NV / 24.68
GAZ / GAZPROM NEFT / 25.90
GLTR / GLOBALTRANS INVEST / 19.02
HSBK / JSC HALYK SAVINGS BANK OF KAZAKHSTAN / 6.78
HYDR / RUSHYDRO / 3.69
KKB / JSC KAZKOMMERTSBANK / 2.87
KMG / JSC KAZMUNAIGAS EXPLORATION PROD / 19.53
LKOD / LUKOIL OAO / 61.60
LSRG / LSR GROUP / 5.60
MAIL / MAIL.RU / 43.00
MGNT / MAGNIT / 29.97
MMK / MAGNITOGORSK IRON AND STEEL / 5.68
MNOD / MMC NORILSK NICKEL / 18.09
NCSP / PJSC NOVOROSSIYSK COMM. SEA PORT / 8.15
NLMK / OJSC NOVOLIPETSK STEEL / 22.10
NVTK / OAO NOVATEK / 132.30
OGZD / GAZPROM / 11.55
OTLD / ORASCOM TELECOM HOLDINGS S.A.E / 2.85
PHST / OJSC PHARMSTANDARD / 17.60
PIK / PIK GROUP / 2.46
PLGL / POLYUS GOLD INTERNATIONAL / 3.00
RIGD / RELIANCE INDUSTRIES / 28.35
RKMD / ROSTELEKOM / 28.58
ROSN / ROSNEFT OJSC / 7.33
SBER / SBERBANK / 12.99
SGGD / SURGUTNEFTEGAZ / 10.04
SMSN / SAMSUNG ELECTRONICS CO / 567.50
SSA / SISTEMA JSFC / 19.58
SVST / OAO SEVERSTAL / 13.85
TMKS / OAO TMK / 13.55
TRCN / TRANSCONTAINER / 10.68
URKA / JSC URALKALI / 37.84
VTBR / JSC VTB BANK / 4.46
RIOB / FTSE Russia IOB Index / 909.66
Underlying Code / Underlying Name / Expiration Price
AFID / AFI DEVELOPMENT PLC / 0.49
ATAD / AO TATNEFT / 29.11
FIVE / X5 RETAIL GROUP NV / 22.55
GAZ / GAZPROM NEFT / 20.80
GLTR / GLOBALTRANS INVEST / 16.22
HSBK / JSC HALYK SAVINGS BANK OF KAZAKHSTAN / 5.70
HYDR / RUSHYDRO / 2.50
KKB / JSC KAZKOMMERTSBANK / 2.30
KMG / JSC KAZMUNAIGAS EXPLORATION PROD / 17.83
LKOD / LUKOIL OAO / 51.50
LSRG / LSR GROUP / 4.00
MAIL / MAIL.RU / 36.75
MGNT / MAGNIT / 25.15
MMK / MAGNITOGORSK IRON AND STEEL / 4.15
MNOD / MMC NORILSK NICKEL / 15.85
NCSP / PJSC NOVOROSSIYSK COMM. SEA PORT / 6.51
NLMK / OJSC NOVOLIPETSK STEEL / 16.16
NVTK / OAO NOVATEK / 102.00
OGZD / GAZPROM / 8.82
OTLD / ORASCOM TELECOM HOLDINGS S.A.E / 2.61
PHST / OJSC PHARMSTANDARD / 14.35
PIK / PIK GROUP / 2.23
PLGL / POLYUS GOLD INTERNATIONAL / 2.64
RIGD / RELIANCE INDUSTRIES / 24.88
RKMD / ROSTELEKOM / 23.03
ROSN / ROSNEFT OJSC / 6.28
SBER / SBERBANK / 10.08
SGGD / SURGUTNEFTEGAZ / 8.02
SMSN / SAMSUNG ELECTRONICS CO / 500.50
SSA / SISTEMA JSFC / 15.84
SVST / OAO SEVERSTAL / 11.05
TMKS / OAO TMK / 11.00
TRCN / TRANSCONTAINER / 10.00
URKA / JSC URALKALI / 34.41
VTBR / JSC VTB BANK / 3.48
RIOB / FTSE Russia IOB Index / 729.98

Members are asked to note that reports showing exercise/assignments should be available by approx. 19:15 UK time

Further Information

If you have any questions concerning this notice please contact Market Operations on +44 (0)20 7797 3617

Best Regards

Market Operations Team

Turquoise

10 Paternoster Square

London

EC4M 7LS

Telephone: +44 (0)20 7797 3617

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