CME Group Russian Ruble
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Russian Ruble Futures | ||
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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 | ||
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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