Daily futures contract with automatic prolongation on MOEX SPY ETF Fixing — SP500F

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Daily

Quotation

USD

Contract Price, RUB

-

Number of Trades

-

Contracts volume, pcs

-

High price

-

Low price

-

Best bid price

-

Best offer

-

Funding, RUB

-

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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Instrument Parameters

General Contract Information

Contract Trading Symbol

SP500F

Type

Futures

Settlement

Cash-settled

Contract size (lot)

1

Price tick

0.1

Value of price tick

8.40954

Lower limit

732.2

Upper limit

809.2

Clearing

Expiration type

In clearing session

Settlement price of last clearing session

770.7

Contract Registration Fee, RUB

12.83

Negotiated Trade Fee, RUB

4.28

Contract Exercise Clearing fee, RUB

0

Latest published settlement price

770.7

Settlement procedure

The settlement is impossible.

Initial Margin

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

7,464.06

Based on Client’s Level of Risk*

19,049.79

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

7,466.51

Based on Client’s Level of Risk*

19,056.05

IM Value on

09.22.2026

*

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

Статистика по контрактам

Данные агрегированы по всем срокам

Open Interest

Number of contracts

4,110

2,941

153

1,322

8,526

Daily change, contracts

+3,079

+1,792

-160

+1,127

+5,838

Daily change, %

+298.64

+155.96

-51.12

+577.95

+217.19

Number of entities with open positions

166

112

3

284

Trading Results

Trading results

Last Trade

775

First Trade

764.9

High

776.9

Low

760

Average Weighted Price

769.2

Funding, RUB

125.71179

Number of trades

625

Total Volume, Contracts

6,114

Open Interest, Contracts

8,526

Total Volume, RUB

395,476,435.75

Clearing session settlement price

770.7

Dividend index

4.55

Trading results

MOEX SPY ETF Fixing

--

Data is displayed with a delay of 15 minutes

Parameters

-

Open Price

-

Max. Trade Price

-

Min. Trade Price

-

Currency

-

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Contact us

Phones

+7 495 363-32-32

+7 495 363-33-63

E-mail

derivatives@moex.com

TelegramOfficial channel of derivatives market on Moscow Exchange

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