For the week of April 24th – April 28th, 2006, the total trading volume on FORTS (Futures & Options on RTS) reached 62,41 billion rubles or 1,95 million contracts. During the trading session on April 27th, 2006, the previous daily trading volume was exceeded. The new record is now set at 17,89 billion rubles. The total open interest at of the last day of the week, April 28th, 2006, reached 67,1 billon rubles or 2,54 million contacts.
| Previous Week April 17th – April 21st | Week April 24th – April 28th | Change, % | |
|---|---|---|---|
| Trading volume, rubles | |||
| Trading volume, contracts | 49 960 194 892 | 57 637 546 302 | 15,37% |
| Number of trades | 1 580 477 | 1 774 269 | 12,26% |
| Total open interest, rubles | 84 935 | 95 872 | 12,88% |
| Total open interest, contracts | 36 791 622 468 | 38 746 428 478 | 5,31% |
| Options Contracts | 1 429 490 | 1 407 644 | -1,53% |
| Trading volume, rubles | |||
| Trading volume, contracts | 7 713 234 745 | 4 776 445 960 | -38,07% |
| Number of trades | 294 077 | 173 028 | -41,16% |
| Total open interest, rubles | 2 852 | 3 081 | 8,03% |
| Total open interest, contracts | 25 679 113 000 | 28 367 898 800 | 10,47% |
| Total | 1 039 198 | 1 135 956 | 9,31% |
| Trading volume, rubles | |||
| Trading volume, contracts | 57 673 429 637 | 62 413 992 262 | 8,22% |
| Number of trades | 1 874 554 | 1 947 297 | 3,88% |
| Total open interest, rubles | 87 787 | 98 953 | 12,72% |
| Total open interest, contracts | 62 470 735 468 | 67 114 327 278 | 7,43% |
| Trading volume, rubles | 2 468 688 | 2 543 600 | 3,03% |
FORTS Trading Volume April 24th – April 28th, 2006
| ¹ | Contract | Volume Trading | |
|---|---|---|---|
| Rubles | Contracts | ||
| 1 | Delivery futures contract on "Gazprom" rouble quoted | 24 793 704 659 | 821 868 |
| 2 | Non-delivery futures contract on RTS Index | 15 945 816 681 | 176 588 |
| 3 | Delivery futures contract on RAO "UES" rouble quoted | 11 343 948 541 | 537 357 |
| 4 | Delivery futures contract on "Lukoil" rouble quoted | 3 744 841 998 | 148 572 |
| 5 | Call option on Gazprom futures contract | 1 544 233 000 | 51 029 |
| 6 | Call option on RAO UES futures contract | 994 474 500 | 46 074 |
| 7 | Put option on Gazprom futures contract | 867 381 500 | 30 729 |
| 8 | Non-delivery futures contract on USA dollar quoted | 498 544 482 | 18 218 |
| 9 | Delivery futures contract on 10-year's Moscow city bond loan rouble quoted | 390 000 670 | 36 004 |
| 10 | Delivery futures contract on "Sberbank" rouble quoted | 376 731 465 | 8 064 |
| 11 | Put option on RAO UES futures contract | 336 312 000 | 17 376 |
| 12 | Call option on RTS Index futures contract | 287 933 890 | 3 032 |
| 13 | Delivery futures contract on MMC "NORILSK NICKEL" rouble quoted | 277 343 531 | 8 157 |
| 14 | Put option on Lukoil futures contract | 261 352 000 | 10 831 |
| 15 | Call option on Lukoil futures contract | 246 584 500 | 9 825 |
| 16 | Put option on RTS Index futures contract | 223 590 320 | 2 669 |
| 17 | Delivery futures contract on "Rostelecom" rouble quoted | 168 929 080 | 17 450 |
| 18 | Delivery futures contract on "Surgutneftegaz" rouble quoted | 94 072 003 | 1 976 |
| 19 | Call option on "Rostelecom" futures contract | 10 666 250 | 1 050 |
| 20 | Put option on "Rostelecom" futures contract | 3 918 000 | 413 |
| 21 | Delivery futures contract on Eurobonds issued by the Russian Federation with redemption in 2030 | 3 580 777 | 12 |
| Total | 62 413 992 262 | 1 947 297 | |
