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		5,544,910,366	3,274,196	678,803	6,083,479,143	3,850,599	772,488
Options		376,392,756	148,666	10,327	332,157,358	122,264	11,415

Indices

	Last Trade	Change, % Last Close	Bid	Ask	Daily High	Daily Low	Amount	Trades Market	Open Interest
RTS-3.12	162,720	+1.60%	162,720	162,730	163,010	159,335	1,175,631	463,851	966,488
MIX-3.12	156,965	+1.45%	156,905	156,990	157,255	154,150	4,757	1,801	16,968
RTSS-3.12	10,757	+1.59%	10,751.5	10,756	10,775	10,552	1,433	823	24,330
RTSVX-3.12	34.7	-2.25%	34.85	35.9	36.35	34.7	25	15	1,114
RTSc-3.12	350	+15.51%	301.75	351.45	350	350	1	1	-

Shares

	Last Trade	Change, % Last Close	Bid	Ask	Daily High	Daily Low	Amount	Trades Market	Open Interest
SBRF-3.12	9,495	+2.06%	9,494	9,495	9,520	9,257	534,516	71,669	945,312
GAZR-3.12	19,058	+1.18%	19,056	19,062	19,100	18,720	164,277	32,215	331,682
VTBR-3.12	7,345	+0.38%	7,346	7,349	7,426	7,226	63,696	7,862	157,096
LKOH-3.12	18,192	+0.77%	18,190	18,199	18,244	17,951	46,310	12,732	180,130
ROSN-3.12	23,498	+1.45%	23,462	23,484	23,509	22,998	10,834	3,982	19,210
GMKR-3.12	58,851	+1.35%	58,773	58,847	58,999	57,543	6,235	3,045	23,726
SBPR-3.12	6,937	+1.83%	6,931	6,943	6,950	6,781	5,399	718	65,946
SNGR-3.12	29,470	+1.59%	29,473	29,490	29,475	28,653	973	371	6,490
HYDR-3.12	11,791	+0.32%	11,791	11,821	11,811	11,599	594	169	11,752
TRNF-3.12	57,344	+0.44%	57,228	57,419	57,511	56,402	115	42	2,564
CHMF-3.12	43,790	+1.10%	43,700	43,799	43,910	42,726	92	35	2,528
TATN-3.12	18,010	+0.35%	17,991	18,050	18,010	17,885	46	35	1,810
URKA-3.12	23,111	+4.30%	22,968	23,066	23,111	22,253	35	12	1,530
MTSI-3.12	21,610	+0.86%	21,542	21,612	21,610	21,431	21	6	880
SNGP-3.12	18,871	+0.97%	18,812	18,856	18,871	18,620	13	9	4,380

Bonds

	Last Trade	Change, % Last Close	Bid	Ask	Daily High	Daily Low	Amount	Trades Market	Open Interest
OFZ6-3.12	10,470	+0.62%	10,460	10,480	10,472	10,350	23,425	25	133,012
OFZ4-3.12	10,465	+0.36%	10,450	10,470	10,465	10,390	20,765	19	220,176
OFZ2-3.12	10,325	+0.11%	10,318	10,330	10,325	10,315	10,650	7	74,336

Currency

	Last Trade	Change, % Last Close	Bid	Ask	Daily High	Daily Low	Amount	Trades Market	Open Interest
Si-3.12	30,363	-0.07%	30,360	30,365	30,441	30,272	856,561	61,233	2,302,418
ED-3.12	1.3089	-0.34%	1.309	1.3093	1.3193	1.3068	204,676	5,136	234,612
Eu-3.12	39,759	-0.35%	39,759	39,770	40,040	39,713	7,685	600	77,104
GBPU-3.12	1.5778	-0.21%	1.5767	1.5771	1.5836	1.575	4,630	61	2,364
AUDU-3.12	1.0685	+0.07%	1.0675	1.0679	1.0701	1.0636	1,619	74	8,472

Сommodities

	Last Trade	Change, % Last Close	Bid	Ask	Daily High	Daily Low	Amount	Trades Market	Open Interest
GOLD-3.12	1,749.5	+0.01%	1,748.5	1,749.4	1,766.3	1,747.8	41,406	2,655	87,900
BR-2.12	113.65	+1.69%	113.67	113.7	113.88	111.08	31,101	2,428	78,434
SILV-3.12	33.95	+0.47%	33.92	33.95	34.43	33.77	13,909	1,793	7,006
GR-3.12	7,490	+0.13%	7,370	7,490	7,490	7,370	990	41	1,340
SUGR-3.12	16.21	+0.68%	16.15	16.21	16.22	15.95	652	57	8,182
PLT-3.12	1,638	+0.33%	1,633.7	1,638.6	1,645	1,531.3	355	37	36,344
CU-3.12	256,800	+1.54%	256,200	256,650	257,100	250,700	253	44	1,326
ECBM-2.12	963	+0.42%	957	964	974	952	122	40	624
ECPM-2.12	1,092	+1.20%	1,092	1,094	1,094	1,081	109	23	264
EUBM-2.12	876	-0.11%	874	877	879	870	93	30	594
PLD-3.12	710.6	+1.37%	708.1	712	715.75	704.35	49	5	134
EUBQ-3.12	837	-0.36%	832	838	838	837	33	6	250
CRN-3.12	7,650	-	7,250	7,820	7,650	7,635	21	2	174
ECBQ-3.12	918	-	909	919	918	914	20	2	60
EUPM-2.12	989	-0.20%	990	998	993	989	20	4	130
CTN-5.12	64.06	+1.44%	64.53	64.64	64.06	62.8	7	7	40

Quotations as of 03.02.2012 18:43

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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