Futures parameters
General characteristics for single stock futures
| Settlement | Physical delivery |
|---|---|
| Contract Months | March, June, September, December |
| Minimum Price Movement (Tick Size and Value) |
1 RUB per contract |
| Last Trading Day | The third Thursday of the Contract's settlement month of the settlement year |
| Settlement Day | The first trading day on which the Shares are traded on the Main Market Sector of the MICEX SE after the Contract’s last trading day |
| Trading Hours | 10:00-18:50 MSK – main trading session 19:05-23:50 MSK – evening additional trading session 2 clearing sessions: 14:00-14:05 – intraday clearing session 18:50-19:05 – evening clearing session |
Contract parameters
| Underlying asset | Volume of contract | Code of contract | Code of contract in trading system | Code of contract in Refinitiv | Code of contract in Bloomberg |
|---|---|---|---|---|---|
| Aeroflot ordinary shares | 100 | AFLT | AF | AFRTSc1 | AFLT=A RU Equity |
| Alrosa ordinary shares | 100 | ALRS | AL | ALRTSc1 | ALRS=A RU Equity |
| Bank VTB ordinary shares | 100 000 | VTBR | VB | VBRTSc1 | VTBA Index |
| FSK EES ordinary shares | 100 000 | FEES | FS | FSRTSc1 | FEES=A RU Equity |
| Gazprom ordinary shares | 100 | GAZR | GZ | GZRTSc1 | PZAA Index |
| GMK Norilsky Nikel ordinary shares | 10 | GMKR | GM | GMRTSc1 | MMCA Index |
| LUKOIL ordinary shares | 10 | LKOH | LK | LKRTSc1 | LKOA Index |
| Magnit ordinary shares | 1 | MGNT | MN | 0#MNRTS | MGNT=A RU Equity |
| Magnitogorsk Iron & Steel Works ordinary shares | 1000 | MAGN | MG | MNRTSc1 | |
| Moscow Exchange ordinary shares | 100 | MOEX | ME | 0#MERTS | MOEX=A RU Equity |
| MTS ordinary shares | 100 | MTSI | MT | MTRTSc1 | MTSA Index |
| NK Rosneft ordinary shares | 100 | ROSN | RN | RNRTSc1 | ROSA Indexм |
| NLMK ordinary shares | 100 | NLMK | NM | NMRTSc1 | NLMK=A RU Equity |
| NOVATEK ordinary shares | 100 | NOTK | NK | NKRTSc1 | TECA Index |
| Polyus ordinary shares | 10 | PLZL | PZ | PZRTSc1 | PLZL=A RU Equity |
| Rostelecom ordinary shares | 100 | RTKM | RT | RTRTSc1 | RTKM Index |
| RusHydro ordinary shares | 10 000 | HYDR | HY | HYRTSc1 | HYDA Index |
| Sberbank ordinary shares | 100 | SBRF | SR | SRRTSc1 | SBSA Index |
| Sberbank preferred shares | 100 | SBPR | SP | SPRTSc1 | SBER=A Index |
| Severstal ordinary shares | 100 | CHMF | CH | CHRTSc1 | SVLA Index |
| Surgutneftegas ordinary shares | 1000 | SNGR | SN | SNRTSc1 | SGSA Index |
| Surgutneftegas preferred shares | 1000 | SNGP | SG | SGRTSc1 | SNGP=A RU Equity |
| Uralkali ordinary shares | 100 | URKA | UK | UKRTSc1 | URKA=A RU Equity |
| АК Transneft preferred shares | 1 | TRNF | TN | TNRTSc1 | TRPA Index |
| Тatneft ordinary shares | 100 | TATN | TT | TTRTSc1 | TNTA Index |