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

Current futures prices

For basic information about a derivatives contract, please click the contract code in the first column

Bonds

 Last
Trade
Change, %
Last Close
Daily
High
Daily
Low
AmountTrades
Market
Open Interest
Futures contract on 2-year Russian Federation government bonds
OFZ2-3.18------352
Futures contract on 4-year Russian Federation government bonds
OFZ4-3.18------350
Futures contract on 6-year Russian Federation government bonds
OFZ6-3.18------62
Futures contract on 15-year Russian Federation government bonds
OF15-3.1811 671-11 67111 671513 000
Futures contract on 10-year Russian Federation government bonds
OF10-3.189 609-9 6099 603622 616
Quotations as of 14.12.2017 18:45