04.06.2013 15:32

Moscow Exchnge's Derivatives Market open interest hits the record

On June 03, 2013 the Moscow Exchange"s derivatives market reached a record level of open interest. By the end of the main trading session the total open interest in futures contracts reached 289.4 billion rubles, or 8.9 million contracts.

A historical maximum of 1.38 million contracts was also registered in open interest in futures contracts for the RTS Index, the most liquid exchange-traded instrument in Russia. The previous record was seen on September 14, 2011 when the open interest in futures contracts on RTS Index reached 1.36 million contracts.

During the five months of 2013 the average trading volume of the Moscow Exchange"s Derivatives Market grew from 195.9 billion rubles up to 199.1 billion rubles.

"Just six months ago the Moscow Exchange centralized clearing activity through the NCC facilities. Since that time, the open interest value has grown steadily," said Roman Sulzhyk, the Managing Director of the Derivatives Market at the Moscow Exchange. "Russian and foreign leading institutional investors have responded positively to this move, and have made the Russian derivatives market an integral part of the management of their financial portfolios".

Note to editors:

The Moscow Exchange"s Derivatives Market is the largest in Eastern Europe in terms of trading volume and the number of financial instruments traded. Following the results of 2012, the Futures Industry Association included the Moscow Exchange among the TOP-10 global derivatives exchanges. A futures contract on the RTS Index holds the 5th position among the TOP-20 most liquid contracts on index assets globally.

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