FX futures parameters
General characteristics for FX futures
| Contract type | Cash-settled |
|---|---|
| Settlement months | March, June, September, December |
| Last trade day | 3 Thursday of Settlement month and year |
| Contract settlement | Last trading day of the contract |
| 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
Futures on Ruble-based currency pairs
| Basic asset | Contract code | Lot (contract volume) |
Quotation | Min tick size | Tick values | Settlement price | Fixing | Contract code in Bloomberg |
Contract code in Refinitiv |
|---|---|---|---|---|---|---|---|---|---|
| USD/RUB | Si | 1 000 USD | In RUB per lot | 1 RUB | 1 RUB | The settlement price equals to the fixing of the corresponding foreign currency to RUB, fixed in accordance with the Moscow Exchange Fixing Calculation Methodology, multiplied by contract lot and rounded to an integer | USD fixing | URA Curncy | SIRTSc1 |
| EUR/RUB | Eu | 1 000 EUR | In RUB per lot | 1 RUB | 1 RUB | EUR fixing | RERA Curncy | EURTSc1 | |
| CNY/RUB | CY | 10 000 CNY | In RUB per 1 CNY | 0,0005 RUB | 5 RUB | CNY fixing | CNRA CURNCY | CYRTSc1 |
Futures on USD currency pairs
| Basic asset | Contract code | Lot (contract volume) |
Min tick size | Tick values | Settlement price | Contract code in Bloomberg |
Contract code in Refinitiv |
|---|---|---|---|---|---|---|---|
| GBP/USD | GBPU | 1000 GBP | 0,0001 USD | 0,1 USD | The settlement price of the expiring contract is the corresponding currency to USD exchange rate (in US Dollars) published by Refinitiv at 11:00 am London BST on the contract settlement day | XUPA Curncy | GURTSc1 |
| AUD/USD | AUDU | 1000 AUD | 0,0001 USD | 0,1 USD | XAPA Curncy | AURTSc1 | |
| EUR/USD | ED | 1000 EUR | 0,0001 USD | 0,1 USD | Value of EUR/USD exchange rate (in US dollars per 1 (one) euro), calculated by Moscow Exchange (fixing EURUSDFIXME) at 12:30 PM MSK on the Contract's settlement day, is taken as a Contract's settlement price | REDA Curncy | EDRTSc1 |
Futures on USD-based currency pairs
| Basic asset | Contract code | Lot (contract volume) |
Min tick size | Tick values | Settlement price | Contract code in Bloomberg |
Contract code in Refinitiv |
|---|---|---|---|---|---|---|---|
| USD/JPY | UJPY | 1 000 USD | 0,01 JPY | 10 JPY | The settlement price of the expiring contract is the foreign currency exchange rate (in corresponding currency per US Dollar) published by Refinitiv (WMRates) at 11:00 am London BST on the contract settlement day | JPPA Crncy | 0#JPRTS: |
| USD/CHF | UCHF | 1 000 USD | 0,0001 CHF | 0,1 CHF | CFLA Crncy | 0#CFRTS: | |
| USD/CAD | UCAD | 1 000 USD | 0,0001 CAD | 0,1 CAD | USCA CURNCY | CARTSc1 | |
| USD/INR | UINR | 1 000 USD | 0,0025 INR | 2,5 INR | The settlement price of the expiring contract is the USD/ING exchange rate posted by Thomson Reuters (USDINRREF=FBIL)/ Bloomberg (USDINR INDEX) at 12:30 India time? | DIRA Curncy CT | INRTSc1 |
| USD/TRY | UTRY | 1 000 USD | 0,0001 TRY | 0,1 TRY | The settlement price of the expiring contract is the USD/TRY exchange rate posted by Refinitiv at 15:30 Turkey time on the Refinitiv CBTATRY page (Ask) | USYA CURNCY | TRRTSc1 |