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 |
