By the end of 2010 FORTS, the futures and options market of RTS, was placed first in the rankings of world derivatives exchanges in terms of single stock futures trading volume according to the year-end report of Futures and Options Intelligence (FOI), the analytical division of FOW, the leading magazine in derivatives markets.
During 2010 some 226,504,533 single stock futures contracts were traded on RTS, overtaking Eurex which had a total trading volume of 202 188 048 contracts in 2010 and NYSE Liffe London with 183,614,306 contracts.
The Futures and Options Intelligence monthly analysis includes data from 89 of the world’s largest exchanges trading derivatives. Over the period of October 2010 - January 2011 RTS Stock Exchange took first place in single stock futures trading volume in every month.
In addition, according to FOI the RTS Index futures contract was among the world’s TOP-10 most liquid contracts on indices in 2010. Trading volume in the RTS Index futures amounted to 224,533,601 contracts, up 55% year on year.
In 2009 and 2010 RTS Stock Exchange won three prestigious FOW awards. In 2009 RTS’s euro/dollar and euro/rouble futures contracts won the award for "Best innovation in product design 2009 – Eastern Europe". In 2010 RTS Standard Index futures was awarded ‘Best innovation by an exchange in the field of product design – Eastern Europe", and RTS unified settlement on FORTS and RTS Standard gained ‘Best innovation by an exchange in the field of customer service – Eastern Europe".
TOP-10 single stock futures exchanges in terms of volume in 2010
| Exchange | Trading volume in single stock futures (contracts) |
|---|---|
| Russian Trading System Stock Exchange | 226,504,533 |
| Eurex | 202,188,048 |
| NYSE Liffe London | 183,614,306 |
| National Stock Exchange of India Limited | 175,674,069 |
| NYSE Liffe London (Bclear) | 105,626,407 |
| Safex Financial Derivatives (stock futures) | 78,756,323 |
| Korea Exchange | 44,460,687 |
| MEFF | 19,684,108 |
| Safex Financial Derivatives (IDX futures) | 15,475,768 |
| Borsa Italiana SpA-Italian Derivatives Exch Mkt | 12,713,330 |
TOP-10 most liquid contracts on indices globally in 2010
| Contract | Trading volume (contracts) |
|---|---|
| KOSPI 200 Option | 3,525,898,562 |
| E-Mini S&P 500 Future | 555,328,670 |
| Total NSE Index Options | 529,773,463 |
| EURO STOXX 50 Index Future | 372,229,766 |
| EURO STOXX 50 Index Option | 284,707,318 |
| RTS Index Future | 224,533,601 |
| SPX S&P 500 Option | 175,291,508 |
| Total NSE Index Futures | 156,351,505 |
| Nikkei 225 Mini Future | 125,113,769 |
| TAIEX Option | 95,666,916 |
- RESEARCH OCTOBER 2010 (pdf)
- RESEARCH NOVEMBER 2010 (pdf)
- RESEARCH DECEMBER 2010 (pdf)
- RESEARCH JANUARY 2011 (pdf)
Since its launch in 1982, professional magazine FOW has been at the heart of the futures and options business. Its subscribers and readers are global investment funds and banks, professional stock market participants as well as private investors all around the globe.
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. According to the Futures Industry Association the derivatives market of RTS is among the TOP-10 global derivatives exchanges based on the results of the first half of 2010. At present FORTS has the widest range of instruments in Russia. These are 54 contracts (40 futures and 14 options) on RTS Index, shares of Russian companies, short term interest rates, currency, oil, gold, silver, and sugar.
