Futures on RTS index as a means of hedging risks of equity managing companies

The author of the article pays attention to the growing volatility of the Russian financial market and consequently the growing necessity to hedge risks of managing companies. The article covers such issues as managing equity portfolio, peculiarities of hedging risks in Russia and current state of the financial market. As an example a future contract on RTS index is used as a hedging instrument for a model portfolio of a certain managing company.