Futures contract for the Moscow Exchange Index in yuan — MOEXCNY-3.27

Contract

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Daily

Quotation

In points

Contract Price, RUB

-

Number of Trades

-

Contracts volume, pcs

-

High price

-

Low price

-

Best bid price

-

Best offer

-

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Instrument Parameters

General Contract Information

Contract Trading Symbol

MYH7

Type

Futures

Settlement

Cash-settled

Conversion start date

09.09.2026

Conversion last day

03.18.2027

Expiration date

03.18.2027

Contract size (lot)

1

Price tick

0.1

Value of price tick

1.22276

Lower limit

860.1

Upper limit

979.9

Clearing

Expiration type

In trading

Expiration time

19:00 (UTC+3)

Settlement price of last clearing session

920

Contract Registration Fee, RUB

0.75

Negotiated Trade Fee, RUB

0.25

Contract Exercise Clearing fee, RUB

0.25

Latest published settlement price

920

Settlement procedure

Closing positions with a transfer of the variation margin calculated based on the average value of the Moscow Exchange Index in CNY for the period from 15:00 to 16:00 on the last day of the contract.

Initial Margin

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

1,667.36

Based on Client’s Level of Risk*

3,971.02

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

1,702.26

Based on Client’s Level of Risk*

4,056.26

IM Value on

10.22.2026

*

Minimum IM rates and concentration limits on Derivatives market

Indicative rates applied during the mark-to-market clearing session and for the settlement of contracts

Quotes

Contracts statistics

The data is aggregated for all periods

Open Interest

Number of contracts

311

235

101

177

824

Daily change, contracts

+4

-18

-22

0

-36

Daily change, %

+1.3

-7.11

-17.89

0

-4.19

Number of entities with open positions

42

27

1

2

72

Trading Results

Trading results

Last Trade

924.3

First Trade

926.3

High

931.4

Low

916.1

Average Weighted Price

924.6

Clearing session settlement price

920

Number of trades

46

Total Volume, Contracts

75

Open Interest, Contracts

120

Total Volume, RUB

847,954.76

Trading results

MOEX Russia CNY Index

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Data is displayed with a delay of 15 minutes

Parameters

-

Open Price

-

Max. Trade Price

-

Min. Trade Price

-

Currency

-

More about the asset

Archive Contracts

MYZ5

MOEXCNY-12.25

12.17.2024

12.18.2025

Open

MYH5

MOEXCNY-3.25

12.17.2024

03.20.2025

Open

MYH6

MOEXCNY-3.26

03.12.2025

03.19.2026

Open

MYM5

MOEXCNY-6.25

12.17.2024

06.19.2025

Open

MYM6

MOEXCNY-6.26

06.10.2025

06.18.2026

Open

MYU5

MOEXCNY-9.25

12.17.2024

09.18.2025

Open

MYU6

MOEXCNY-9.26

03.11.2026

09.17.2026

Open

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All futures on indices

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Contact us

Phones

+7 495 363-32-32

+7 495 363-33-63

E-mails

derivatives@moex.com

TelegramOfficial channel of the Moscow Exchange Derivatives Market

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