Derivatives Market FORTS — RTS Stock Exchange

Futures and options on RTS (FORTS) – market is the leading trading venue for futures and options in Russia and Eastern Europe. FORTS combines the developed infrastructure, reliability and the RTS Stock Exchange guarantees with high trading technologies conformed to more than ten years of successful market development.

Trading Volumes

		Current Value			Previous Close
	Hourly Close	Volume, USD	Amount	Trades	Volume, USD	Amount	Trades
Futures		8,410,604,061	5,650,278	1,226,954	7,501,588,696	4,966,112	1,176,884
Options		557,599,215	284,959	15,634	662,719,054	279,455	21,973

Indices

	Last Trade	Change, % Last Close	Bid	Ask	Daily High	Daily Low	Amount	Trades Market	Open Interest
RTS-6.12	136,260	-1.97%	136,235	136,260	139,105	133,715	2,020,676	880,333	786,092
MIX-6.12	133,550	-1.04%	133,155	133,895	134,990	131,645	4,877	2,048	14,446
RTSS-6.12	9,234	-0.67%	9,211.5	9,244.5	9,321	9,099	3,872	2,442	89,142
RTSVX-6.12	37.15	+0.41%	36.45	38	37.15	37.15	2	1	26

Shares

	Last Trade	Change, % Last Close	Bid	Ask	Daily High	Daily Low	Amount	Trades Market	Open Interest
SBRF-6.12	8,736	-1.47%	8,732	8,738	8,888	8,694	864,419	108,176	737,172
GAZR-6.12	14,691	-1.31%	14,686	14,691	14,944	14,600	323,458	72,349	566,660
LKOH-6.12	16,652	-1.73%	16,646	16,650	16,992	16,531	101,646	31,140	255,442
VTBR-6.12	5,713	+0.26%	5,711	5,713	5,750	5,522	44,750	6,891	175,788
ROSN-6.12	20,347	+1.32%	20,348	20,368	20,444	19,765	23,142	7,181	48,132
GMKR-6.12	49,117	+3.29%	49,120	49,295	49,608	46,693	12,924	6,127	32,882
SBPR-6.12	6,546	-2.23%	6,546	6,563	6,728	6,488	10,867	1,570	38,496
HYDR-6.12	8,805	-3.49%	8,800	8,805	9,050	8,725	2,713	563	34,292
SNGR-6.12	26,030	+0.04%	25,973	26,096	26,055	25,142	764	361	16,996
TATN-6.12	15,866	-3.78%	15,733	15,959	16,250	15,725	639	147	4,234
TRNF-6.12	47,315	-0.32%	47,115	47,509	48,557	46,866	422	139	6,292
SNGP-6.12	15,140	-1.48%	15,000	15,213	15,790	14,799	377	94	20,258
NOTK-6.12	32,653	-1.20%	31,551	32,948	32,821	32,125	151	17	5,612
FEES-6.12	22,898	+6.01%	22,450	22,898	22,898	21,000	140	41	574
CHMF-6.12	36,150	+0.09%	36,000	36,340	36,263	35,420	122	44	6,212
MTSI-6.12	21,485	+1.33%	21,381	21,491	21,485	20,615	49	20	1,160
RTKM-6.12	12,240	-0.81%	12,387	12,463	12,240	12,071	39	7	19,208
URKA-6.12	21,901	-0.20%	21,998	22,114	22,107	21,000	37	18	3,866
RUAL-6.12	18,627	-3.04%	18,580	18,853	18,627	18,627	1	1	1,500

Bonds

	Last Trade	Change, % Last Close	Bid	Ask	Daily High	Daily Low	Amount	Trades Market	Open Interest
OFZ6-6.12	9,925	-0.32%	9,919	9,935	9,935	9,900	77,972	45	187,342
OFZ2-6.12	10,074	-0.32%	10,069	10,080	10,134	10,065	40,561	21	153,790
OFZ4-6.12	10,070	-0.21%	10,065	10,076	10,092	10,053	29,006	15	148,474

Currency

	Last Trade	Change, % Last Close	Bid	Ask	Daily High	Daily Low	Amount	Trades Market	Open Interest
Si-6.12	31,065	+1.17%	31,058	31,064	31,233	30,711	1,777,645	90,617	2,339,456
ED-6.12	1.2749	-0.32%	1.2749	1.275	1.2783	1.2682	169,391	4,009	127,512
Eu-6.12	39,580	+0.77%	39,574	39,609	39,645	39,246	9,813	510	86,450
AUDU-6.12	0.9925	-0.18%	0.9926	0.9931	0.9949	0.9841	6,752	121	11,652
GBPU-6.12	1.5933	-0.62%	1.5916	1.592	1.6021	1.5886	1,205	102	1,020

Сommodities

	Last Trade	Change, % Last Close	Bid	Ask	Daily High	Daily Low	Amount	Trades Market	Open Interest
GOLD-6.12	1,554.5	-0.50%	1,554.1	1,554.4	1,564	1,531.5	39,188	2,690	93,286
BR-5.12	112.13	-0.09%	112	112.11	112.39	110.4	24,248	1,682	35,310
SILV-6.12	27.98	-0.78%	27.98	27.99	28.22	27.26	4,806	826	7,852
GR-7.12	6,950	+2.06%	6,880	6,950	7,070	6,830	407	46	1,174
SUGR-7.12	14.25	+0.64%	14.24	14.3	14.3	14.03	320	54	7,648
CTN-7.12	53.83	+0.49%	53.13	53.25	53.83	53.8	300	2	718
CU-6.12	238,550	+0.42%	238,300	238,700	238,700	235,800	212	13	282
PLT-6.12	1,444.5	-0.59%	1,442.5	1,445.2	1,449	1,424.8	203	73	34,116
CRN-7.12	7,220	+2.41%	7,315	7,330	7,235	7,050	154	14	556
EUBM-5.12	887	+0.45%	887	889	887	882	37	15	1,908
SBN-7.12	15,920	+2.28%	-	15,990	15,920	15,650	12	3	98
PLD-6.12	597.18	-0.88%	598.35	601.9	601	594.9	11	6	254
ECPM-5.12	1,037	-0.38%	1,041	1,047	1,038	1,033	10	10	98
EUPM-5.12	991	+0.10%	990	994	991	988	10	9	258
ECBM-5.12	905	+2.14%	898	900	905	885	8	8	1,214
EUBQ-6.12	889	-	889	893	889	889	3	1	26

Quotations as of 16.05.2012 18:45

News


	Start of the additional trading session on the Exchange on January 17, 2012 17.01.12
	Start of the additional trading session on the Exchange on January 16, 2012 16.01.12
	Start of the additional trading session on the Exchange on January 13, 2012 13.01.12
	Final settlement prices determined for December power futures contracts 10.01.12
	Market-makers operations on the MICEX-RTS derivatives market on public holidays 29.12.11
	Trading on the Derivatives Market FORTS at weekends and on public holidays 28.12.11


	All news

Presentation

Options on Single Stok Futures on the RTS Derivatives Market (pdf, 61,1 kb)

Single Stok Futures on the RTS Derivatives Market (pdf, 92,9 kb)

USD/RUR Exchange Rate on the RTS Derivatives Market (pdf, 256 kb)

RTS Index Futures and Options on the RTS Derivatives Market (pdf, 157 kb)

Futures on the 3Y and 10Y Moscow City bonds on the RTS Derivatives Market (pdf, 211 kb)

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