RGBI Index futures contract — RGBI-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

RBH7

Type

Futures

Settlement

Cash-settled

Lifespan

02.16.2026 - 03.01.2027

Expiration date

03.01.2027

Contract size (lot)

1

Price tick

1

Value of price tick

1

Lower limit

10,792

Upper limit

12,056

Clearing

Expiration type

In trading

Expiration time

19:00 (UTC+3)

Settlement price of last clearing session

11,424

Contract Registration Fee, RUB

0.75

Negotiated Trade Fee, RUB

0.25

Contract Exercise Clearing fee, RUB

0.25

Latest published settlement price

11,398

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*

1,251.79

Based on Client’s Level of Risk*

2,995.04

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

1,279.37

Based on Client’s Level of Risk*

3,063.16

IM Value on

09.19.2026

*

Minimum IM rates and concentration limits on Derivatives market

Quotes

Contracts statistics

The data is aggregated for all periods

Open Interest

Number of contracts

223,010

111,763

137,913

249,160

721,846

Daily change, contracts

+2,550

+1,225

-276

+1,049

+4,548

Daily change, %

+1.16

+1.11

-0.2

+0.42

+0.63

Number of entities with open positions

1,456

1,037

67

20

2,580

Trading Results

Trading results

Last Trade

11,400

First Trade

11,420

High

11,437

Low

11,391

Average Weighted Price

11,413

Number of trades

493

Total Volume, Contracts

1,554

Open Interest, Contracts

73,258

Total Volume, RUB

17,735,960

Clearing session settlement price

11,398

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

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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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