CME Group Russian Ruble

From MarketsWiki
Jump to navigation Jump to search



Russian Ruble Futures
Contract Unit 2,500,000 Russian rubles
Price Quotation U.S. dollars and cents per Russian Ruble
Trading Hours CME Globex: Sundays: 5:00 p.m. - 4:00 p.m. Central Time (CT) next day. Monday - Friday: 5:00 p.m. – 4:00 p.m. CT the next day, except on Friday - closes at 4:00 p.m. and reopens Sunday at 5:00 p.m. CT.
CME ClearPort: Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday 5:45 p.m. – 6:00 p.m. CT
Minimum Price Fluctuation 0.000005 per Ruble=$12.50
Product Code CME Globex: 6R

CME ClearPort: RU

Clearing: RU

Listed Contracts Twelve consecutive (serial) contract months for the 1st year of maturity (includes 4 March, June, September and December quarterly contract months) plus 16 additional March quarterly months covering a total maturity range of 5 years (total of 20 March quarterly contract months plus 8 nearby non-March quarterly cycle serial contract months for a total of 28 contract months listed).
Settlement Method Financially Settled
Termination of Trading Trading terminates on 15th day of the contract month , if that is not a business day, then it is the business day after that.
Settlement Procedures RUB/USD Futures Settlement Procedures
Position Limts CME Position Limits
Exchange Rulebook CME 260
Block Minimum Block Minimum Thresholds
Price Limit or Circuit Price Limits
Vendor Codes Quote Vendor Symbols Listing
Russian Ruble Options
Contract Unit One futures contract for 2,500,000 Russian rubles
Minimum Price Fluctuation 0.000002 per Russian Ruble = $5.00
Trading Hours CME Globex: Sunday 5:00 p.m. - Friday - 4:00 p.m. CT with a 60-minute break each day beginning at 4:00 p.m. CT
CME ClearPort: Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. – 6:00 p.m. CT
Open Outcry: 7:20 a.m. – 2:00 p.m. Central Time (CT)
Product Code CME Globex: 6R

CME ClearPort: RU

Open Outcry: UO

Clearing: RU

Listed Contracts Monthly contracts listed for 12 consecutive months
Settlement Procedures Option on physical delivery futures contract
Termination of Trading Trading terminates at 12:30 PM Moscow time two Exchange business days prior to the 15th of the month. If that date is a holiday for the Moscow FX market, trading terminates on the preceding business day.
Position Limits CME Position Limits
Exchange Rulebook CME 260A
Block Minimum Block Minimum Thresholds
Price Limit or Circuit Price Limits
Vendor Codes Quote Vendor Symbols Listing
Exercise Style European
Settlement Method Deliverable
Underlying Russian Ruble Futures

Notes[edit]

CME Group also offers weekly option with Russian Ruble futures as the underlying instrument. For contract specification, please refer to Russian Ruble Options Contract Specs

Resources[edit]