Futures and Options on RTS (FORTS)

Moscow Interbank Currency Exchange (MICEX)

Russian Trading System (RTS)

American market Indices

How the "synthetics" is calculated
Since the lifetime of a futures contract is quite small and we are willing to look the price movement for a longer period we use the following procedure to obtain the whole price sequence.

As a base we take the contract with the nearest expiration date. Before that date (now it is 7 days) we consider additionally the next contract. While the volume of the next contract does not exceed ten times of the current contract's volume and the current contract exists we use in the "synthetics" the weighted prices of the two contracts with the volume as coefficients.