Russian Market Volatility Futures Contract — RVI-11.26
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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
VIX6
Type
Futures
Settlement
Cash-settled
Lifespan
09.04.2026 - 11.19.2026
Expiration date
11.19.2026
Contract size (lot)
1
Price tick
0.05
Value of price tick
8.40657
Lower limit
31.15
Upper limit
44.05
Clearing
Expiration type
In trading
Expiration time
19:00 (UTC+3)
Settlement price of last clearing session
37.6
Contract Registration Fee, RUB
0.42
Negotiated Trade Fee, RUB
0.14
Contract Exercise Clearing fee, RUB
0.14
Latest published settlement price
37.5
Settlement procedure
The Contract Settlement Price shall be equal to the arithmetic average of the values of the Russian Market Volatility Index calculated over the period specified in the Contract Specification on the last trading day of the Contract
Initial Margin
Initial Margin Long at the First Level of Concentration Limit, RUB/Contract*
2,553.25
Based on Client’s Level of Risk*
5,041.05
Initial Margin Short at the First Level of Concentration Limit, RUB/Contract*
2,514.92
Based on Client’s Level of Risk*
5,028.93
IM Value on
09.23.2026
Quotes
Contracts statistics
The data is aggregated for all periods
Open Interest
Trading Results
Last Trade
37.05
First Trade
37.8
High
37.8
Low
37
Average Weighted Price
37.52
Number of trades
24
Total Volume, Contracts
57
Open Interest, Contracts
194
Total Volume, RUB
361,024.77
Clearing session settlement price
37.5
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