Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Inter-Month EUR/USD Futures Spread Introduced On FORTS

Date 30/09/2009

Starting from the evening clearing session on September 28, 2009 a calendar EUR/USD futures spread between the nearby and the next contract month will be available on FORTS.

Futures contract Contract code Settlement date Spread coefficient
on EUR/USD exchange rate ED-12.09 15.12.2009 1.0
ED-3.10 15.03.2009 1.0

FORTS, the derivatives market of RTS, is the 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 50 contracts (33 futures and 17 options) on shares of Russian companies, bonds, short term interest rates, currency, RTS Index, oil, silver, diesel oil, sugar and gold. The currency contracts trade the quarterly Mar, June, Sept, Dec cycle.