In this paper a competitive model of decision-making in the market of futures contracts is considered. Agents, owning the initial capital, come to the market of futures contracts and conclude contracts, in order to maximize profits. Actions of agents are carried out at specific times. It is required to choose the management of agents so that the effect of capital investments in futures contracts is the maximum. The method of dynamic programming is chosen as the optimization method. The deterministic case when all the data are determined accurately and the transition of the system from one state to another is carried out with a probability equal to one is considered.