Futures contracts on baskets of Russian Federation government bonds are deliverable futures underlied by a basket of Russian Federation government bonds that are made up from the most liquid bonds issues. The settlement dates of these futures can range from 1 to 3 years until the maturity of the underlying bonds for the 2-year bonds basket contract, from 3 to 5 years for the 4-year bonds basket contract, from 5 to 7 years for the 6-year bonds basket contract and from 7 to 10 years for the 10-year bonds basket contract.
These futures enable market participants to manage their interest rate risk in the long-term segment of the yield curve and broaden their opportunities on the debt market.
Information about contract
- Underlying bonds issues and conversion ratios
- Procedure for settlement of futures contracts on baskets of Russian Federation government bonds
- Trading strategies
Current futures prices
|Futures contract on 2-year Russian Federation government bonds|
|Futures contract on 4-year Russian Federation government bonds|
|Futures contract on 6-year Russian Federation government bonds|
|Futures contract on 15-year Russian Federation government bonds|
|OF15-3.18||11 671||-||11 671||11 671||5||1||3 000|
|Futures contract on 10-year Russian Federation government bonds|
|OF10-3.18||9 609||-||9 609||9 603||6||2||2 616|