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National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets
Derivatives Market

Derivatives Market

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            1. Home
            2. Markets
            3. Derivatives Market
            4. Instruments
            5. Single Stock and Index futures
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            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