Rts index futures contract size
RTS Index Futures Contracts. You can connect to the FORTS trading system after accepting the Conditions for the Provision of Brokerage Services by Sberbank of The MICEX group and Russian Trading System (RTS) group merged into the Brokers make a decision about the size of credit leverage for various securities. E-mini S&P 500 is a futures contract on the stock index with the average daily Smaller size “mini” contract. (100 shs) for ION Trading,. Itiviti, Orc Group, Patsystems, RTS Realtime Benchmark OBX Index: futures and options. — Single MICEX index performance. B a s is p o Size and growth rate of Russian Economy. • Exclusive Local specific listing and insider trading rules. • Two indexes (MICEX &. RTS). Openness Future excellence: development of infrastructure and.
DD = dividend value in Index points due to go ex between current date and expiration of the contract (here the FTSE100 Index Futures Contract) r = applicable risk free interest rate t = time til expiration – this is expressed in years, i.e. 6 months til expiration, t=0.5 2. Tailor Made contracts Parameter Description
Results 1 - 10 Australian Securities Exchange (ASX 24), S&P/Australian Stock Exchange 200 Index Futures Contract, No-Action Letter Issued, 11/13/2000. RTS Futures Overview Comprehensive information on RTS Index futures. Get more information in one of the sections on the RTS page such as: historical data, charts, technical analysis and others. Every futures contract has specifications – a document, registered by the exchange, which lists all basic terms and conditions of this contract: a name. For example, a futures on the RTS index is called RTS-12.18; a ticker. For example, a futures on the RTS index with the date of expiration in December 2018 has the RIZ8 ticker. index captures more than 85% of Russia’s market cap with 50 stocks and is the most widely recognized and followed equity indicator by both Russian retail and international professional investors. This index serves as the basis for Russia’s most highly traded index futures contract. • RTS-2 Index (RTS2). Calculated using the same Index values MOEX Russia Index & RTS Index Equity Indices Bond Indices Intraday net asset value of the fund (iNAV) Multi-Asset Indices Money Market indicators FX Fixings Swap Indicators Volatility Index FactSheets Index Products & Services Methodology Index Policy News Tick Size - the smallest allowable increment of price movement for a contract. Daily Limit - the maximum gain or loss that the commodity is permitted to reach for a given trading session. Trading Hours - the days and hours in which the commodity is traded. RTS Index futures: RTS Index futures contracts in the inter-month spread (see the table above), MOEX Index futures and MOEX Index futures (mini) contracts Limitation of a trade size for delivering Russian Federation government bonds under relevant futures contract . Maximum trade size allowed is 400,000 bonds. Parameters of restriction in
Tick Size - the smallest allowable increment of price movement for a contract. Daily Limit - the maximum gain or loss that the commodity is permitted to reach for a given trading session. Trading Hours - the days and hours in which the commodity is traded.
Tick Size - the smallest allowable increment of price movement for a contract. Daily Limit - the maximum gain or loss that the commodity is permitted to reach for a given trading session. Trading Hours - the days and hours in which the commodity is traded. RTS Index futures: RTS Index futures contracts in the inter-month spread (see the table above), MOEX Index futures and MOEX Index futures (mini) contracts Limitation of a trade size for delivering Russian Federation government bonds under relevant futures contract . Maximum trade size allowed is 400,000 bonds. Parameters of restriction in The Futures Contract Specifications page provides a complete look at contract specs, as provided by the exchanges. Specifications are grouped by market category (Currencies, Energies, Financials, Grains, Indices, Meats, Metals and Softs). Specifications for futures contracts include: Sym - the root symbol for the commodity. Contract Size: A contract size is the deliverable quantity of commodities or financial instruments underlying futures and option contracts that are traded on an exchange. These contracts trade MSCI World Index Futures Trading Screen Hub Name ICUS Contract Size. 50 USD multiplied by the MSCI World Index level Contract Series. Five months in the March, June, September and December quarterly cycle. Price Quotation. Index points, to two (2) decimal places Tick Size MSCI Emerging Markets Index Futures Trading Screen Hub Name ICUS Contract Size. 50 USD multiplied by the MSCI Emerging Markets Index level Contract Series. Twelve months in the March, June, September and December quarterly cycle Price Quotation. Index points, to two (2) decimal places Contract specifications for all North American-traded futures and commodities. Conveniently collected and displayed for easy reference, sorted by sector and market. Note that this specification list is updated manually and might contain inaccuracies.
Tick Size - the smallest allowable increment of price movement for a contract. Daily Limit - the maximum gain or loss that the commodity is permitted to reach for a given trading session. Trading Hours - the days and hours in which the commodity is traded.
Orders to Transactions Ratios Guidance as per MIFID II Article 48(12)(b) and related RTS 9. Orders to Transactions Ratios. References. Brent Index This document This result appears to be robust to model specification and is corroborated The world's first stock index futures contract was the Value Line contract, introduced Russia. RTS. March 1997. Venezuela. IBC. 5 September 1997. Poland. WIG20.
The RTS Index, calculated by OJSC “Russian Trading System” Complete specifications for the RTS Index futures contract can be found on the RTS website
Tick Size - the smallest allowable increment of price movement for a contract. Daily Limit - the maximum gain or loss that the commodity is permitted to reach for a given trading session. Trading Hours - the days and hours in which the commodity is traded. RTS Index futures: RTS Index futures contracts in the inter-month spread (see the table above), MOEX Index futures and MOEX Index futures (mini) contracts Limitation of a trade size for delivering Russian Federation government bonds under relevant futures contract . Maximum trade size allowed is 400,000 bonds. Parameters of restriction in The Futures Contract Specifications page provides a complete look at contract specs, as provided by the exchanges. Specifications are grouped by market category (Currencies, Energies, Financials, Grains, Indices, Meats, Metals and Softs). Specifications for futures contracts include: Sym - the root symbol for the commodity. Contract Size: A contract size is the deliverable quantity of commodities or financial instruments underlying futures and option contracts that are traded on an exchange. These contracts trade MSCI World Index Futures Trading Screen Hub Name ICUS Contract Size. 50 USD multiplied by the MSCI World Index level Contract Series. Five months in the March, June, September and December quarterly cycle. Price Quotation. Index points, to two (2) decimal places Tick Size
Moscow Exchange the largest exchange group in Russia, operates trading markets in equities, Futures on the RTS Index ranked sixth among the world's most actively traded derivatives on stock market indices according to data from the Indices. MM, MOEX Russia Index Futures (mini) RI, Futures-style Call option on RTS Index futures contract. RI, Futures-style For those contracts the basic size of initial margin in rubles is greater than 1, RTS Index futures, RTS Index futures contracts in the inter-month spread (see the RTS Index Futures-Style Options Contract Specification · MOEX Russian Index ( mini) Futures-Style Options Contract Specification · MOEX Russian Index MonthJun 20. Tick Size10. Open97,205. Contract Size1 x Index Price. Tick Value 10. Day's Range90,855 - 98,545. Settlement TypeCash. Base SymbolRIRTS. The RTS Index, calculated by OJSC “Russian Trading System” Complete specifications for the RTS Index futures contract can be found on the RTS website Third, options on the RTS Index futures contracts are plain vanilla, which is one of the the underlying asset should have the following dynamic specification:.