Daily futures contract with automatic prolongation on CNY/RUB — CNYRUBF

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Daily

Quotation

RUB

Contract Price, RUB

-

Number of Trades

-

Contracts volume, pcs

-

High price

-

Low price

-

Best bid price

-

Best offer

-

Funding, RUB

-

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Instrument Parameters

General Contract Information

Contract Trading Symbol

CNYRUBF

Type

Futures

Settlement

Cash-settled

Contract size (lot)

1000

Price tick

0.001

Value of price tick

1

Lower limit

12.19

Upper limit

12.944

Clearing

Expiration type

In clearing session

Settlement price of last clearing session

12.582

Contract Registration Fee, RUB

0.58

Negotiated Trade Fee, RUB

0.19

Contract Exercise Clearing fee, RUB

12.58

Latest published settlement price

12.582

Settlement procedure

The settlement is possible through submission of instructions by one of the Parties to the Contract once a quarter.

Initial Margin

Initial Margin Long at the First Level of Concentration Limit, RUB/Contract*

1,009.74

Based on Client’s Level of Risk*

2,622.53

Initial Margin Short at the First Level of Concentration Limit, RUB/Contract*

1,010.29

Based on Client’s Level of Risk*

2,623.96

IM Value on

09.19.2026

*

Minimum IM rates and concentration limits on Derivatives market

Quotes

Статистика по контрактам

Данные агрегированы по всем срокам

Open Interest

Number of contracts

3,658,435

1,344,334

6,919,871

9,233,972

21,156,612

Daily change, contracts

-733

+36,704

+99,876

+62,439

+198,286

Daily change, %

-0.02

+2.81

+1.46

+0.68

+0.95

Number of entities with open positions

6,503

4,963

115

57

11,638

Trading Results

Trading results

Last Trade

12.569

First Trade

12.607

High

12.619

Low

12.537

Average Weighted Price

12.571

Funding, RUB

0.00313

Number of trades

58,381

Total Volume, Contracts

3,179,859

Open Interest, Contracts

21,156,612

Total Volume, RUB

39,972,696,427

Clearing session settlement price

12.582

Trading results

Funding

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Contact us

Phones

+7 495 363-32-32

+7 495 363-33-63

E-mail

derivatives@moex.com

TelegramOfficial channel of derivatives market on Moscow Exchange

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