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9
September
2011
Investment and Financial Company METROPOL and RTS talked about futures trading at federal loan bond
On September 7, 2011 Investment and Financial Company METROPOL and RTS gathered financial market participants in the exchange office to discuss trading strategies in the futures market at federal loan bond. The meeting was attended by over 50 representatives of brokerage houses and investment firms, employees of stock exchange, and financial analysts. The participants were welcomed by the Director of the division
of derivatives market of RTS Evgeniy Serdyukov. He told that since
February 2011, during futures trading at federal loan bonds, RTS
has made two deliveries and received many inquiries from market
participants to implement new tools for federal loan bonds. Mr
Serdyukov also said that from July 2011 RTS started calculation of
market participant ratings in futures on bonds by results of which
Investment and Financial Company METROPOL immediately took the
lead. Semen Odintsov, the Director of the department on debt syndicate of Investment and Financial Company METROPOL continued the discussion. In his speech, he reviewed the trading strategies with futures on federal loan bonds and showed the possibilities of their use with the examples. The meeting participants were able to verify that the proposed strategies are relatively risk free and profitable.
Calculator of Metropol's hedging is a unique analytical tool to
determine the optimal number of futures on federal loan bonds to
hedge the bonds portfolio. It is designed taking into the account
the specifics of the Russian market that allows to maximize the
quality of calculations. Calculator is available at the Investment
and Financial Company METROPOL website, the values of indices of
profitability on federal loan bonds basket - at the Investment and
Financial Company METROPOL website and at the website of news
agency Bloomberg. In general, guests appreciated the relevance of the theme of the meeting: a joint effort of stakeholders will contribute to the formation of a liquid market of futures contracts on federal loan bonds. |
Licenses: | № 077-06136-100000, № 077-06159-010000, № 077-06168-001000 08/26/2003, № 077-06194-000100 09/02/2003, № 650 04/16/2004, № 3185 11/25/1999, № 21-000-1-00119 05/232003, № 077-07215-001000 12/09/2003 |