RGBI Index futures contract — RGBI-9.27

Contract

Loading, please wait

Daily

Quotation

points

Contract Price, RUB

-

Number of Trades

-

Contracts volume, pcs

-

High price

-

Low price

-

Best bid price

-

Best offer

-

Trading data is displayed with a delay of 15 minutes. In order to receive information in real time, it is necessary to

subscribe

All contracts

Loading, please wait

Instrument Parameters

General Contract Information

Contract Trading Symbol

RBU7

Type

Futures

Settlement

Cash-Settled

Lifespan

08.19.2026 - 09.01.2027

Expiration date

09.01.2027

Contract size (lot)

1

Price tick

1

Value of price tick

1

Lower limit

10,875

Upper limit

12,305

Clearing

Expiration type

In trading

Expiration time

19:00 (UTC+3)

Settlement price of last clearing session

11,590

Contract Registration Fee, RUB

0.77

Negotiated Trade Fee, RUB

0.26

Contract Exercise Clearing fee, RUB

0.25

Latest published settlement price

11,661

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*

1,399.74

Based on Client’s Level of Risk*

3,133.49

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

1,463.76

Based on Client’s Level of Risk*

3,285.9

IM Value on

09.03.2026

*

Minimum IM rates and concentration limits on Derivatives market

Quotes

Contracts statistics

The data is aggregated for all periods

Open Interest

Number of contracts

202,020

101,434

135,593

236,179

675,226

Daily change, contracts

+4,647

-2,321

+981

+7,949

+11,256

Daily change, %

+2.35

-2.24

+0.73

+3.48

+1.7

Number of entities with open positions

1,398

877

16

18

2,309

Trading Results

Trading results

Last Trade

11,590

First Trade

11,590

High

11,600

Low

11,581

Average Weighted Price

11,591

Clearing session settlement price

11,590

Number of trades

15

Total Volume, Contracts

15

Open Interest, Contracts

42

Total Volume, RUB

173,867

Trading results

MOEX Gov Bond RGBI

--

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

Learn more

Trading calendar

Schedule of trading days and market events

Learn more

Contract search

A service for searching futures and options based on specified parameters

Search

Execution of futures

General procedure for executing futures by categories of underlying assets

Learn more

All futures on indices

All available contracts for indices

Learn more

Calendar spreads

Turnover on calendar spreads for the current trading day

Learn more

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

Join

Scan the QR code
with your device's camera