Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

FORTS Weekly Trading Results: August 18th – August 22nd, 2008

Date 27/08/2008

For the week of August 18th – August 22nd, 2008 the total trading volume on FORTS (Futures & Options on RTS) equaled 235,9 bln. roubles or 4,6 mln. contracts, including 20,3 bln. roubles during the evening trading session. The total open interest as of the last day of the week, August 22nd, 2008 reached 388,5 bln. roubles or 10,0 mln. contracts.

 

  Week
August 18 – August 22
Week
August 11 – August 15
Change,
%

Futures contracts

Trading volume, rubles 197 727 668 766 197 973 414 719 -0,12%
Trading volume, contracts 3 878 108 4 096 320 -5,33%
Number of trades 501 273 501 305 -0,01%
Total open interest, rubles 141 418 365 411 127 552 513 095 10,87%
Total open interest, contracts 3 691 152 3 647 156 1,21%

Options Contracts

Trading volume, rubles 38 181 901 138 34 721 799 398 9,97%
Trading volume, contracts 684 929 720 777 -4,97%
Number of trades 23 008 21 691 6,07%
Total open interest, rubles 247 038 987 262 227 348 152 362 8,66%
Total open interest, contracts 6 270 576 5 925 978 5,82%

Total

Trading volume, rubles 235 909 569 904 232 695 214 116 1,38%
Trading volume, contracts 4 563 037 4 817 097 -5,27%
Number of trades 524 281 522 996 0,25%
Total open interest, rubles 388 457 352 673 354 900 665 456 9,46%
Total open interest, contracts 9 961 728 9 573 134 4,06%


Ticker Contract Trading volume
RUR RUR
1 RI Non-delivery futures contract on RTS Index 155 974 256 531 1 850 210
2 GZ Delivery futures contract on "Gazprom" 13 621 596 385 543 050
3 Si Non-delivery futures contract on USA dollar 9 716 526 192 395 808
4 LK Delivery futures contract on "Lukoil" 4 453 580 430 247 144
5 GM Delivery futures contract on MMC "NORILSK NICKEL" 2 715 338 210 55 611
6 SR Delivery futures contract on "Sberbank" ordinary shares 2 375 244 959 377 120
7 MI Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) 2 207 824 085 2 222
8 GD Futures on gold 2 066 245 656 104 404
9 UR The contract on "URALS" oil 1 233 308 781 44 934
10 RN Delivery futures contract on "Rosneft" 940 355 691 45 925
11 VB Delivery futures contract on JSC VTB Bank 851 228 186 112 870
12 SN Delivery futures contract on "Surgutneftegaz" 691 451 696 36 216
13 SV The contract on refined silver 316 551 748 9 700
14 CH Delivery futures contract on Severstal ordinary shares 120 516 177 2 661
15 NK Delivery futures contract on NOVATEK 83 502 301 4 680
16 TT Delivery futures contract on ordinary shares of "Tatneft" 75 967 901 5 366
17 EN Delivery futures on Electric Power Industry companies' ordinary shares 66 678 765 2 728
18 Ro Non-delivery futures contract on RTS Oil & Gas Index 57 251 794 5 229
19 RT Delivery futures contract on "Rostelecom" 47 117 874 1 646
20 MT Delivery futures contract on MTS OJSC 24 322 085 888
21 UI Delivery futures contract on O.J.S.C. "Uralsvyazinform 23 498 354 24 606
22 MP The contract on the rate of the ruble three-monthly credit (deposit) on the interbank market of Moscow MosPrime 21 900 000 1 200
23 HY Delivery futures contract on HydroOGK ordinary shares 16 309 175 986
24 TN Futures contract on Transneft privileged shares 12 115 532 479
25 PZ Delivery futures contract on OJSC "Polyus Gold" 8 769 060 982
26 SP Delivery futures contract on "Sberbank" privileged shares 5 426 653 1 413
27 SB Delivery futures contract on "Sberbank" ordinary shares 310 826 5
28 Rk Non-delivery futures contract on RTS 244 219 22
29 SU Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 229 500 3
30 RI Options on RTS Index futures contract 29 904 536 112 339 959
31 GZ Options on Gazprom futures contract 5 714 251 000 208 048
32 LK Options on Lukoil futures contract 1 160 592 000 58 870
33 GM Options on MMC "NORILSK NICKEL" futures contract 641 485 000 13 021
34 GD Options on gold futures contract 337 342 046 15 798
35 SR Options on "Sberbank" futures contract 256 555 250 38 477
36 Si Options on USA dollar futures contract 98 098 200 3 987
37 VB Options on JSC VTB Bank futures contract 52 116 500 6 435
38 SB Options on "Sberbank" futures contract 8 480 000 82
39 SV Options on refined silver futures contract 8 205 031 242
40 EN Options on futures contract on shares of companies of electric-power industry 240 000 10

 

 

Total:

235 909 569 904 4 563 037