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17.01.2017 16:31

Moscow Exchange launches weekly options

On 26 January 2017, Moscow Exchange will launch trading in weekly options on the RTS Index. The new instrument will complement MOEX`s monthly and quarterly options offering.

The contracts will become available for trading two weeks prior to their expiration. They will expire every Thursday starting on 9 February 2017. A weekly option series will not be added if its expiration date coincides with the expiration date of the monthly or quarterly series. 

The strike step will be 2,500 pts, i.e. the same as for monthly and quarterly series. Options with strikes within 15% from the strike of the at the money option will be available.

Kirill Pestov, Head of Moscow Exchange's Derivatives Market:

"Options are one of the most dynamic markets on Moscow Exchange as investors use them for hedging and active day-to-day trading. In 2016, options trading volumes grew by 66% YoY to RUB 5.7 trillion. 

"We anticipate that brokers and their clients will greet this new instrument with strong interest as it will allow them to implement attractive short-term trading strategies. We are launching the first weekly option series on one of the most popular and liquid instruments on MOEX – RTS Index futures."

Currently, Moscow Exchange`s derivatives offerings include futures contracts on indices (the MICEX Index, the RTS Index and the RVI Index), currency pairs (prominently, USD/RUB), commodities (Brent oil and precious metals), single stocks, Russian Federation bonds (OFZ) and interest rates, as well as monthly and quarterly options on most futures.

For further information, please contact the Public Relations Department at (495) 363-3232.

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