Futures on baskets of Russian Federation government bonds

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 and from 3 to 6 years for the 4-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

• Underlying bonds issues and conversion ratios
• Specifications:
• futures on 2-year Russian Federation government bonds
• futures on 4-year Russian Federation government bonds
• futures on 6-year Russian Federation government bonds
   
• Procedure for settlement of futures contracts on baskets of Russian Federation government bonds
• Trading strategies

Market data

• Market data delayed by 15 minutes
• Trading results

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

Last Trade Change, % Last Close Bid Ask Daily High Daily Low Amount Trades Market Open Interest Delivery futures contract on 2-year Russian Federation government bonds OFZ2-6.12 10,074 -0.32% 10,069 10,080 10,134 10,065 40,561 21 153,790 Delivery futures contract on 4-year Russian Federation government bonds OFZ4-6.12 10,070 -0.21% 10,065 10,076 10,092 10,053 29,006 15 148,474 Delivery futures contract on 6-year Russian Federation government bonds OFZ6-6.12 9,925 -0.32% 9,919 9,935 9,935 9,900 77,972 45 187,342 Quotations as of 16.05.2012 18:45