OREANDA-NEWS. May 11, 2011. In accordance with the resolution adopted by the Derivatives Market Committee of RTS the following basic collateral requirements will be implemented by the RTS Clearing Center started from the evening clearing session on the 10th of May, 2011:

Futures contract on

Collateral size

EUR/USD (ED)

3.5%

EUR/RUB (Eu)

3.5%

USD/RUB (Si)

3.5%

GBP/USD (GBPU)

3.5%

AUD/USD (AUDU)

3.5%

Currently the basic collateral requirement for these futures is 4%.

FORTS, the derivatives market of RTS, is the leading trading venue for futures and options in Russia. Trading on FORTS started in September 2001. According to the Futures Industry Association the derivatives market of RTS is among the TOP-10 global derivatives exchanges based on the results of 2010. At present FORTS has the widest range of instruments in Russia. These are 54 contracts (40 futures and 14 options) on RTS Index, RTS Standard Index, shares of Russian companies, short term interest rates, currency, oil, gasoil, power, gold, silver, and sugar.