Market Making on the Moscow Exchange's Derivatives Market

Index futures and options

• Scheme of MM terms on index futures (xls, 44 Kb)
• Scheme of MM terms on index options (xls, 53 Kb)
• Program 1 Futures contracts on MICEX Index and MICEX Index (mini)
• Program 1 Futures on American equities Index (US500)
• Program 1 Options on RTS Index futures (weekly)
• Program 1 Options on RTS Index futuresRanking program

Single stock futures and options

• Scheme of MM terms on equity futures (xls, 65 Kb)
• Scheme of MM terms on equity options (xls, 37 Kb)
• Program 1 Futures contracts on ordinary shares of Gazprom, LUKOIL, SberbankRanking program
• Program 1 Future contracts of Russian issuers
• Program 2 Future contracts of Russian issuers
• Program 3 Future contracts of Russian issuers
• Program 1 Options on equity futures

Currency futures and options

• Scheme of MM terms on currency futures (xls, 46 Kb)
• Scheme of MM terms on currency options (xls, 54 Kb)
• Program 1 Futures contracts on USD/RUB, EUR/RUB, EUR/USDRanking program
• Program 1 Futures on currency pairs
• Program 1 Options USD/RUB FX futuresRanking program
• Program 1 Options USD/RUB FX futures (weekly)

Commodity futures and options

• Scheme of MM terms on commodity futures (xlsx, 17 Kb)
• Scheme of MM terms on commodity options (xls, 32 Kb)
• Program 1 Futures on Brent oil, Gold and Silver
• Program 1 Future contracts on Platinum and Palladium
• Program 1 Futures on Light Sweet Crude OilRanking program
• Program 1 Deliverable futures on precious metals
• Program 1 Options on BRENT oil futures

Interest rate futures and options

• Scheme of MM terms on interest rate futures (xls, 42 Kb)
• Program 2 Future contracts on Russian Federation government bonds
• Program 3 Future contracts on Russian Federation government bonds
• Program 1 Future contracts RUONIARanking program
• Program 1 Future contract on RUSFARRanking program

Upcoming programs

• At the moment there are no upcoming programs