New trading records on security and currency contracts set on FORTS

On November 17, 2010 the total trading volume of futures and options on FORTS amounted to USD7,240,105,875  (RUB224,848,728,064), setting a new main session trading record on the RTS derivatives market.

Futures contracts trading volume reached a value of USD6,584,616,503 (RUB204,491,850,112) and open interest volume of futures contracts increased to 5,155,610 contracts by 6.45 PM MSK. Turnover of the most liquid instrument on the Russian stock market, the RTS Index futures also hit a new record and at the end of the 17th  of November totaled USD4,715,095,950 (RUB146,432,019,821) in value.

A record trading activity was shown on the equity market of FORTS. At the end of the trading day the  volume of trades executed on index and shares derivatives reached USD5,987,132,579 (RUB185,936,389,368), including futures contracts with volume totaling a value of  USD5,338,952,045 (RUB165 806 494 723).

On the FORTS currency market, open interest volume on the USD/RUB FX futures and EUR/USD FX futures also reached a record level. By 6.45 PM MSK open interest volume on the USD/RUB FX futures and EUR/USD FX futures made up 1,373,026 contracts or USD1,415,177,787 (RUB43.9 billion) and  201,330 contracts or USD275,320,821 (RUB8.6 billion) respectively.

19,738 trades on options were executed by the end of trading on the 17th  November.

FORTS, the derivatives market of RTS, is the leading trading venue for futures and options in Russia. Trading on FORTS started in September 2001. According to the Futures Industry Association the derivatives market of RTS is among the TOP-10 global derivatives exchanges based on the results of 2009. At present FORTS has the widest range of instruments in Russia. These are 46 contracts (33 futures and 13 options) on RTS Index, shares of Russian companies, short term interest rates, currency, oil,  gold, silver, and sugar.

For further information, please contact the RTS Public Relations Department at +7(495)705-9031.