RGBI Index futures contract — RGBI-12.26

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

RBZ6

Type

Futures

Settlement

Cash-settled

Lifespan

11.18.2025 - 12.01.2026

Expiration date

12.01.2026

Contract size (lot)

1

Price tick

1

Value of price tick

1

Lower limit

10,674

Upper limit

11,912

Clearing

Expiration type

In trading

Expiration time

19:00 (UTC+3)

Settlement price of last clearing session

11,293

Contract Registration Fee, RUB

0.75

Negotiated Trade Fee, RUB

0.25

Contract Exercise Clearing fee, RUB

0.25

Latest published settlement price

11,293

Settlement procedure

Closing positions with a variation margin calculated based on the arithmetic mean of the RGBI Index for the period from 3 p.m. to 4 p.m. on the last day of the conclusion.

Initial Margin

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

1,227.71

Based on Client’s Level of Risk*

2,966.49

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

1,250.75

Based on Client’s Level of Risk*

3,023.7

IM Value on

09.25.2026

*

Minimum IM rates and concentration limits on Derivatives market

Quotes

Contracts statistics

The data is aggregated for all periods

Open Interest

Number of contracts

258,432

126,065

141,061

273,428

798,986

Daily change, contracts

+9,455

+5,979

+950

+4,426

+20,810

Daily change, %

+3.8

+4.98

+0.68

+1.65

+2.67

Number of entities with open positions

1,493

1,036

67

23

2,619

Trading Results

Trading results

Last Trade

11,291

First Trade

11,309

High

11,313

Low

11,277

Average Weighted Price

11,294

Clearing session settlement price

11,293

Number of trades

4,379

Total Volume, Contracts

43,634

Open Interest, Contracts

708,402

Total Volume, RUB

492,792,340

Trading results

MOEX Gov Bond RGBI

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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

RBZ3

RGBI-12.23

08.16.2023

12.01.2023

Open

RBZ4

RGBI-12.24

05.21.2024

12.02.2024

Open

RBZ5

RGBI-12.25

05.20.2025

12.01.2025

Open

RBH4

RGBI-3.24

08.21.2023

03.01.2024

Open

RBH5

RGBI-3.25

08.20.2024

03.03.2025

Open

RBH6

RGBI-3.26

08.19.2025

03.02.2026

Open

RBM4

RGBI-6.24

11.20.2023

06.03.2024

Open

RBM5

RGBI-6.25

11.19.2024

06.02.2025

Open

RBM6

RGBI-6.26

08.29.2025

06.01.2026

Open

RBU4

RGBI-9.24

02.16.2024

09.02.2024

Open

RBU5

RGBI-9.25

02.18.2025

09.01.2025

Open

RBU6

RGBI-9.26

08.29.2025

09.01.2026

Open

Useful for investors

Specifications

For futures contracts on indices

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Execution of futures

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All futures on indices

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Calendar spreads

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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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