futures fall without the high volatility in the market of options
On Friday active members of the derivatives market has grown from 61 to 76 billion rubles.
At the opening of trading on Friday, the players pretty aggressively short positions, but at the end of the trading session there was an active closure shorts, which led to a marked rebound of quotations. Following the session, the futures on the RTS Index fell 3.6%, the spread widened to -17 points (-1.4%). The number of open positions has increased by 3,7%, indicating that expectations of strong movements in the market.
The weakening of the ruble against the dollar has placed additional pressure on the market. The December contract on the U.S. currency rose 0,2%, reaching 30.56.
It should be noted that the market has not happened growth option implied volatility. Can assume that the options market players consider this reduction as a local correction, rather than scrapping the current trend.
From published Monday macroeconomic statistics should be allocated ISM report on business activity in non-production sphere of the United States. The consensus forecast of analysts at the level of 50.0 points.
On Monday, the opening of tenders world grounds show predominantly negative dynamics. Thus, Nikkei declines by 0,5%. S P500 futures and WTI teetering near the closing levels Friday. In the stock market, we look forward to opening levels on Friday. Futures market may open with a gap up to 0,5%.
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