Rts index futures contract size
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. Find the latest information on RTS Index (RTS.RS) including data, charts, related news and more from Yahoo Finance. Si is a futures contract on US dollar/Russian ruble exchange rate, RTS is a The RTS index includes stocks of Russian companies, the prices of which are Current settings in Si and RTS contract specifications are used during testing. This paper examines two Russian stock market volatility indices. series for the RTS (Russian Trading System) Index futures (for further details see the Moscow of d with a window of size 10 moving along a subsample of 500 observations. Results 1 - 10 Australian Securities Exchange (ASX 24), S&P/Australian Stock Exchange 200 Index Futures Contract, No-Action Letter Issued, 11/13/2000.
The RTS Index, calculated by OJSC “Russian Trading System” Complete specifications for the RTS Index futures contract can be found on the RTS website
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
Results 1 - 10 Australian Securities Exchange (ASX 24), S&P/Australian Stock Exchange 200 Index Futures Contract, No-Action Letter Issued, 11/13/2000.
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. 20 Feb 2019 The Effect of Index Futures Contracts on Indices in Futures Markets index data of the RTS index between 1995 and 1999 were used. 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.
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
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. For Commodity Contracts: Aggregation selections for Daily, Weekly, Monthly, Quarterly charts allow you to specify whether to use Contract or Nearest Futures. Nearest will use whatever contract was the Nearest futures contract on the date of the given bar. The Price Box will show the contract that was used to build the bar. 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. Margin Rate for Future Contracts In the world of futures contracts, the margin rate is much lower. MM, Futures-style Put option on MOEX Russia Index futures contract (mini) RI, Futures-style Call option on RTS Index futures contract. Over ¥1,000: 50 expirations per year S&P 500 Index futures ($250 multiplier).
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
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. For Commodity Contracts: Aggregation selections for Daily, Weekly, Monthly, Quarterly charts allow you to specify whether to use Contract or Nearest Futures. Nearest will use whatever contract was the Nearest futures contract on the date of the given bar. The Price Box will show the contract that was used to build the bar. 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. Margin Rate for Future Contracts In the world of futures contracts, the margin rate is much lower. MM, Futures-style Put option on MOEX Russia Index futures contract (mini) RI, Futures-style Call option on RTS Index futures contract. Over ¥1,000: 50 expirations per year S&P 500 Index futures ($250 multiplier). Russian Market Volatility Futures Contract Specification 2 1.3.3. The value of a tick is USD 5.00 (five US Dollars), expressed in Rubles – the national currency of the Russian Federation, and converted from US Dollars into Rubles using the Exchange’s official USD/RUB exchange rate (hereinafter, “USD/RUB exchange rate”). The
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.