[Rossiya Bond 13D] MOEX: KK Moscow Exchange key rate index Futures
MOEX: RB
Russian Government Bond Index (MOEX: RGBI) Futures
Russian Government Bond Index (MOEX: RGBI)
Underlying Assets: It tracks the most liquid Russian federal loan bonds—known as OFZs (Obligatsyi federal'novo zaima)—issued by the Russian Ministry of Finance.
Maturity Requirement: Only government bonds with a remaining duration of 1 year or more are eligible for inclusion.
Currency: Only instruments denominated in Russian Rubles (RUB) are included.
Calculation Method: It is calculated by the Moscow Exchange (MOEX) based on clean prices (excluding accrued coupon interest) and is also paired with a Total Return version (RGBITR) that factors in coupon reinvestment.
Rebalancing: The index basket undergoes regular transparent reviews and quarterly rebalancing (taking effect on the first trading day of March, June, September, and December).
The Russian Government Bond Index (Russian: Индекс RGBI) calculated by the Moscow Exchange (MOEX).
Market Sentiment Barometer: The RGBI acts as a core gauge of investor confidence in Russian domestic debt, interest rate expectations, and broader macroeconomic or geopolitical risk. It serves as a benchmark or "thermometer" tracking the total return and price dynamics of ruble-denominated Russian federal government bonds (OFZs).
MOEX: KK
Key Rate Index Futures
A cash-settled derivative financial instrument whose value is directly tied to the official Bank of Russia key interest rate.
Underlying Asset: The underlying asset is the Moscow Exchange key rate index, which numerically mirrors the official key rate set by the Bank of Russia (e.g., if the key rate is 14%, the index value is 14 points).
Connection to Central Bank Decisions: Contract pricing and movements directly reflect market expectations of whether the Bank of Russia will raise, lower, or hold its key rate during upcoming Board of Directors meetings.
Expiration & Settlement: The contracts are cash-settled—meaning they do not involve the physical delivery of an asset, and gains or losses are settled in cash based on the final index/rate value at expiration.
Rossiya Commodity Futures on MOEX and SPIMEX
Gold (GD)
Gold (GL) Cash-Settled Gold Futures
Silver (SV)
Platinum (PT)
Palladium (PD)
Copper (CE)
Aluminium (AN)
Nickel (NC)
Zinc (ZC)
Brent (BR)
N.Gas (NG)
N.Gas (FF) Natural Gas Futures on TTF
Crude Oil and Gas Index (OG) Crude Oil and Natural Gas Index Futures
Wheat (W4) CPT Novorossijsk Russian Wheat Index Futures
Barley (BRFOB) Barley OTC Index FOB Black Sea region and Caspian Sea
Corn (CRFOB) Corn OTC Index FOB Black Sea region and Caspian Sea
Sugar (SA)
Sugar (SU) Cash-Settled Futures on Sugar
Sugar (SUGAROTCSOU) Daily OTC Sugar Index in the Southern Federal District
Sugar (SUGAROTCCEN) Daily OTC Sugar Index in the Central Federal District
Sugar (SUGAROTCVOL) Daily OTC Sugar Index in the Volga Federal District
Coffee (KC)
Cocoa (CC)
OrangeJuice (OJ)
Sunflower Oil (SOEXP) Sunflower Oil NAMEX Export Index
Sunflower Meal (SMEXP) Sunflower Meal NAMEX Export Index
BitconIndex (BT) MOEX Bitcoin Index Futures
BitconIndex (RUSBTC) MOEX Bitcoin Index
EthereumIndex (EH) MOEX Ethereum Index Futures
EthereumIndex (RUSETH) MOEX Ethereum Index
Futures Month Code
January F, February G, March H, April J, May K, June M, July N, August Q, September U, October V, November X, December Z.
Moscow Exchange (MOEX) derivatives market :
Commodity futures and options, specializing in energy and agricultural products.
Saint Petersburg International Mercantile Exchange (SPIMEX) :
Established in 2008.
Russia's largest commodities exchange.
SPIMEX sets market price benchmarks for Russian commodities. Known as a key analytical center, it calculates over 800 indices based on exchange and OTC (over-the-counter) transactions.
It is the primary trading platform for Russian crude oil, refined products, natural gas, coal, timber, fertilizers and building materials, handling roughly 99% of organized trading in these sectors.
It serves as a central hub for spot and derivatives trading, with over 1,700 participants, including major Russian oil companies.