Reduced collateral on the spread position between futures contracts on the RTS Standard Index and RTS Index. Opposite – long and short - positions in these futures will require a market participant to post the collateral on one of them only;
Reduced collateral on the spread position between futures contracts on the RTS Standard Index with different settlement dates. Opposite positions in such futures will lock in the collateral for one of them only;
Opportunities to create a perfect arbitrage model due to the limited number of stocks in the index basket;
The blue chips index is more volatile;
The RTS Standard Index is updated every second.

About the contract:

Market data:

Market data delayed by 15 minutes
Trading results

Main parameters of the RTS Standard Index futures

Long code (for example)	RTSS-6.10
Short code (for example)	RSM0
Contract type	Futures
Settlement type	Cash-settled
Underlying asset	RTS Standard Index
Last trading day	Trading day preceding the 15th day of the settlement month
Settlement date	Trading day preceding the 15th day of the settlement month (settlement is performed during the evening clearing session)
Settlement	Positions are closed out by the payment of variation margin calculated from the average value of the RTS Standard Index for the period from 3:00 pm to 4:00 pm MSK on the contract’s last trading day
Unit	Points (accurate to two decimal places)
Tick	0.50
Tick value	RUB 5
1 Index point value	RUB 10
Contract value	Index value x RUB10
Collateral requirement	10%

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