RTS Index Futures (mini) — RTSM-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

-

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

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All contracts

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Instrument Parameters

General Contract Information

Contract Trading Symbol

RMZ6

Type

Futures

Settlement

Cash-settled

Lifespan

06.11.2026 - 12.17.2026

Expiration date

12.17.2026

Contract size (lot)

1

Price tick

0.5

Value of price tick

8.43414

Lower limit

823

Upper limit

873

Clearing

Expiration type

In trading

Expiration time

19:00 (UTC+3)

Settlement price of last clearing session

847

Contract Registration Fee, RUB

0.94

Negotiated Trade Fee, RUB

0.31

Contract Exercise Clearing fee, RUB

0.31

Latest published settlement price

847

Settlement procedure

Cash settlement on average value of RTS Index calculated during the period from 15:00 to 16:00 Moscow time of the last trading day is taken as a settlement price.

Initial Margin

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

2,260.75

Based on Client’s Level of Risk*

5,402.51

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

2,299.47

Based on Client’s Level of Risk*

5,496.8

IM Value on

09.26.2026

*

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

7,234

6,901

1,412

1,745

17,292

Daily change, contracts

-436

+415

+845

-6

+818

Daily change, %

-5.68

+6.4

+149.03

-0.34

+4.97

Number of entities with open positions

612

517

5

8

1,142

Trading Results

Trading results

Last Trade

848

First Trade

857.5

High

858

Low

844

Average Weighted Price

851.2

Clearing session settlement price

847

Number of trades

2,620

Total Volume, Contracts

15,253

Open Interest, Contracts

16,586

Total Volume, RUB

219,015,337.09

Trading results

RTS 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

RMZ3

RTSM-12.23

12.09.2022

12.21.2023

Open

RMZ4

RTSM-12.24

12.15.2023

12.19.2024

Open

RMZ5

RTSM-12.25

12.13.2024

12.18.2025

Open

RMH4

RTSM-3.24

03.10.2023

03.21.2024

Open

RMH5

RTSM-3.25

03.15.2024

03.20.2025

Open

RMH6

RTSM-3.26

03.14.2025

03.19.2026

Open

RMM4

RTSM-6.24

06.08.2023

06.20.2024

Open

RMM5

RTSM-6.25

06.14.2024

06.19.2025

Open

RMM6

RTSM-6.26

06.13.2025

06.18.2026

Open

RMU4

RTSM-9.24

09.15.2023

09.19.2024

Open

RMU5

RTSM-9.25

09.13.2024

09.18.2025

Open

RMU6

RTSM-9.26

03.13.2026

09.17.2026

Open

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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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