It is a well-known fact that derivatives market is a much more professional and profitable market, characterized by smaller spending and higher profits. Futures & Options on RTS (FORTS) market offers the possibility of closing highly profitable transactions with minimum financial requirements, which looks much more attractive in comparison with stock trade. In order to buy or sell futures and options, a participant of derivatives market does not need to actually own the shares; In addition, when closing a transaction on the derivatives market, the trader needs to provide only a part of the base asset’s value. Derivatives market also allows insurance of share risks.
Especially for you we developed the seminars envisaging all elements of professional derivatives market:

• High profitability.
• Low commission charges and minimum investments.
• Controlled risks.

While developing the seminars’ syllabus, we used the cutting-edge methods and techniques of Russian and foreign markets. Seminars include 20 hours of training between 10:00 a.m. and 6:00 p.m. and between 7:00 p.m. and 11:00 p.m. on workdays.
Theory is combined with practical problems and training trade sessions.
We guarantee custom-tailored approach: seminars may be organized for one student or a group of students at any time suitable to you and take into account your requirements.
Upon completion of studies, a certificate of successful training is provided to seminar graduates.
Seminar course syllabus:
1. Futures.
1.1. Origins and destination of forward contracts.
1.2. Definition of futures contract.
1.3. Standardization and specification of futures contracts.
1.4. Relations of futures contract counterparties.
1.5. Types of futures contracts.
1.5.1. Commodity and shares futures.
1.5.2. Deliverable and non-deliverable futures.
1.5.3. Short and long futures.
1.6. Calculation of margin deposit.
1.7. Open interest.
1.8. Profit hedging by futures.
1.9. Risk mitigation by means of futures.
1.10. Futures spreads.
1.11. Futures arbitrage.
2. Options.
2.1. Origins of options contracts.
2.2. Relations of options contract counterparties.
2.3. Futures options. Standardization and specification of futures options. Short and long options. American and European options.
2.4. Options charts: long and short call, long and short put. Calculation of breakeven point. Chart add method.
2.5. Options price formation:
a) Intrinsic value of an option (futures minus strike);
b) Time value of an option (value minus intrinsic value);
c) Fair value of an option (futures’ price, strike, risk-free interest rate, futures’ volatility, time before expiry);
d) Y;
e) Omega.
2.6. Option selection criteria.
2.7. Option execution conditions FORTS – guarantee of contract performance.
2.8. Margin deposit of option contract performance.
2.9. Closing an option position.
2.10. Correlation of risk and profitability of short and long option positions.
2.11. Risks: futures, option or synthetic position?
2.12. Simple option as hedging instrument.
2.13. At-the-money options, in-the-money options, out-of-the-money option; parity.
2.14. Simple option as auxiliary hedging instrument.
2.15. Hedging of shares and futures by long options: conditions, advantages and disadvantages.
2.16. Hedging of shares and futures by short options: conditions, advantages and disadvantages
2.17. Hedging of shares and futures without payment.
2.18. Hedging of long options by shares and futures.
2.19. Hedging of short options by shares and futures.
2.20. Calculation of price levels and goals.
2.21. Multilevel position hedging.
2.22. Calculation of mini-portfolio in RTS Options Calculator software.
2.23. Option’s marginal effect. Leverage.
2.24. Open interest.
2.25. Market situation and simple options combinations.
2.26. Market situation and synthetic options combinations.
2.27. Options strategies.
2.28. Credit and debit options positions.
2.29. Progressive strategies (the opportunities of realizing additional profit).
2.30. Conservative strategies (profit fixing within a certain range).
2.31. Technical analysis means.
2.32. Options speculation. Profit and risks of options speculation.
3. Options analyst software.
4. Means of technical analysis. MetaStock.
5. Market situations.
The trainees who have completed all seminars will be granted the right to permanent participation in the “debriefing” (trading error analysis) program.
We offer THREE MONTHS FREE-OF-CHARGE CLIENT SUPPORT!
Place and time of training: 8 Nikitsky Bolevard, building 1, Moscow.
Hours of training: between 10:00 a.m. and 6:00 p.m. and between 7:00 p.m. and 11:00 p.m. on workdays.

Participation fee: 9000 rubles
Seminars are held by professional asset manager with more than 10-years professional experience.
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