OREANDA-NEWS. September 30, 2009. As of the evening clearing session on September 28, 2009 the basic size of Initial Margin on the RTS Index futures has been changed as required by the Clearing Rules:

Futures contract

Basic IM  after review

Basic IM  before review

on RTS Index

10%

15%

FORTS, the derivatives market of RTS, is the leading trading venue for futures and options in Russia. Trading on FORTS started in September 2001. At present FORTS has the widest range of instruments in Russia. These are 50 contracts (33 futures and 17 options) on shares of Russian companies, bonds, short term interest rates, currency, RTS Index, oil, silver, diesel oil, sugar and gold.