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RTS Indices Futures

Futures contract on RTS Index provide market participants with a wide range of opportunities to hedge stock portfolio risks and take advantage of market movements. These contracts are equally attractive to both small-scale investors and large market professionals.

RTS Index, a widely recognized benchmark of the Russian cash equity market, is a broad-based capitalization-weighted index calculated on the basis of USD-denominated prices and quotes for 50 liquid shares of the most highly capitalized Russian companies that trade on RTS Classica and RTS Standard. The RTS Index is updated every 15 seconds from 10:30 am to 11:50 pm MSK. This allows it to reflect precisely the entire Russian cash equity market.

About the contract

 

Futures contracts on the RTS Standard Index are a new addition to the index series offered by FORTS, the derivatives market of RTS. The new contract allows exposure to a portfolio of 15 most liquid assets of the Russian cash equities market. This makes transactions more cost efficient and effective compared to trading each asset separately. The contract will be of interest to all investor categories including scalpers, arbitrageurs, and hedgers because it can be used in a wide array of investment strategies.

RTS Standard Index is a capitalization-weighted indicator that tracks performance of the so called blue chips. It is calculated from ruble-denominated prices and quotes for 15 top liquid stocks of the Russian cash equity market trading on RTS Standard. The RTS Standard Index is updated every second from 10.30 am to 11.50 pm MSK.

About the contract


 
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