Ограничение рисков

Хеджирование позволяет обезопасить себя от неблагоприятного изменения цен на рынке акций, товаров, валют, процентных ставок и т.д. Инструменты срочного рынка предоставляют возможность застраховаться как от падения, так и от повышения цен на спот-рынке.

Прибыль практически без риска

Арбитражные операции позволяют извлекать прибыль с очень незначительным уровнем риска, исходя из разницы цен на срочном и спот-рынке. Арбитражеров интересует общий финансовый результат по позициям открытым на обоих этих рынках.

06.08.2008

The trading volume in the RTS Index futures exceeded 600 thousand contracts

On August 6th, 2008 a new record was set on FORTS, RTS derivatives section. By the end of the primary trading session the trading volume in the futures on the RTS Index reached 611,806 contracts.

The previous record trading volume of 578,518 contracts was reported on August 5th, 2008.

August 6th, 2008 saw one more record broken. The number of trades in the RTS Index futures reached 87,939 trades. The previous record value of 84,975 trades in the RTS Index futures was reported on July 11th, 2008.

The total number of trades in the futures contracts on FORTS hit the record high of 134,409 trades. The previous record was registered on July 18th, 2008 when 132,064 trades were executed.

These records show that the RTS Index futures is the most popular instrument for investment portfolio hedging on the falling market. Notwithstanding the general stock market decline the participants’ great interest remains attached to this contract, therefore, forming high liquidity.

FORTS, the derivatives market of RTS, is a leading trading venue for futures and options in Russia. Trading on FORTS started in September 2001. At present FORTS has the widest range of instruments in Russia. These are 64 contracts (46 futures and 18 options) on shares of Russian companies, bonds, short-term interest rates, currency, RTS Index, oil, silver, gas, oil, sugar and gold.

Trading volume on FORTS in 2007 grew threefold and reached 297.41 bln dollars or 144.9 million contracts. Compared with 2006 the number of trades increased more than twofold and reached 11.7mln. Total open interest at the end of the year equalled 14.7 bln roubles in cash or 3.2 million contracts. FORTS also saw a record day’s trading in 2007 when the value of all contracts traded reached 5.2 bln dollars on December 13th, 2007.

For further information, please contact the RTS Public Relations Department at +7(495)705-9031, 500-3840.