OREANDA-NEWS. September 30, 2009. Starting from the evening clearing session on September 28, 2009 a calendar EUR/USD futures spread between the nearby and the next contract month will be available on FORTS.

Futures contract

Contract code

Settlement date

Spread coefficient

on EUR/USD exchange rate

ED-12.09

15.12.2009

1.0

ED-3.10

15.03.2009

1.0

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. The currency contracts trade the quarterly Mar, June, Sept, Dec cycle.