For the week of December 11th – December 15th 2006, the total trading volume on FORTS (Futures & Options on RTS) reached 95,4 billion rubles or 2,87 million contracts. The total open interest at of the last day of the week, December 15th, 2006, reached 59,4 billon rubles or 1,88 million contacts.
| Previous week: December 4 – December 8 | Week: December 11 – December 15 | Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 58 504 589 318 | 78 543 127 366 | 34,25% |
| Trading volume, contracts | 1 728 914 | 2 361 139 | 36,57% |
| Number of trades | 129 196 | 127 030 | -1,68% |
| Total open interest, rubles | 60 509 414 602 | 33 215 332 217 | -45,11% |
| Total open interest, contracts | 1 538 084 | 1 009 512 | -34,37% |
| Options Contracts | |||
| Trading volume, rubles | 10 151 529 100 | 16 873 771 380 | 66,22% |
| Trading volume, contracts | 341 226 | 510 913 | 49,73% |
| Number of trades | 4 517 | 4 272 | -5,42% |
| Total open interest, rubles | 80 585 538 960 | 26 201 445 060 | -67,49% |
| Total open interest, contracts | 2 421 138 | 873 190 | -63,93% |
| Total | |||
| Trading volume, rubles | 68 656 118 418 | 95 416 898 746 | 38,98% |
| Trading volume, contracts | 2 070 140 | 2 872 052 | 38,74% |
| Number of trades | 133 713 | 131 302 | -1,80% |
| Total open interest, rubles | 141 094 953 562 | 59 416 777 277 | -57,89% |
| Total open interest, contracts | 3 959 222 | 1 882 702 | -52,45% |
FORTS Trading Volume October: December 11 – December 15, 2006
| ¹ | Contract | Volume trading | |
|---|---|---|---|
| RUR | Contracts | ||
| 1 | Delivery futures contract on "Gazprom" rouble quoted | 28 352 493 230 | 934 578 |
| 2 | Delivery futures contract on RAO "UES" rouble quoted | 24 428 415 038 | 911 954 |
| 3 | Non-delivery futures contract on RTS Index | 16 761 655 976 | 173 247 |
| 4 | Put option on Gazprom futures contract | 5 808 909 000 | 198 555 |
| 5 | Delivery futures contract on "Lukoil" rouble quoted | 4 390 934 180 | 186 574 |
| 6 | Call option on Gazprom futures contract | 4 291 473 000 | 133 374 |
| 7 | Call option on RTS Index futures contract | 2 063 003 050 | 21 279 |
| 8 | Delivery futures contract on "Sberbank" rouble quoted | 1 365 286 481 | 17 826 |
| 9 | Call option on RAO UES futures contract | 1 328 124 000 | 49 738 |
| 10 | Put option on RTS Index futures contract | 1 106 481 830 | 11 802 |
| 11 | Put option on RAO UES futures contract | 937 231 500 | 36 359 |
| 12 | Non-delivery futures contract on USA dollar quoted | 697 751 524 | 26 560 |
| 13 | Delivery futures contract on "Rostelecom" rouble quoted | 673 005 207 | 38 797 |
| 14 | Put option on Lukoil futures contract | 604 858 000 | 26 584 |
| 15 | Delivery futures contract on "Surgutneftegaz" rouble quoted | 599 715 771 | 15 494 |
| 16 | Call option on Lukoil futures contract | 576 698 000 | 24 256 |
| 17 | The contract on gold | 535 822 022 | 32 143 |
| 18 | Delivery futures contract on MMC "NORILSK NICKEL" rouble quoted | 484 330 637 | 11 923 |
| 19 | Call option on "Rostelecom" futures contract | 100 769 000 | 5 818 |
| 20 | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) quoted in per cent per annum | 68 193 633 | 69 |
| 21 | The contract on "URALS" | 66 767 698 | 4 357 |
| 22 | Delivery futures contract on OAO "Rosneft" rouble quoted | 63 968 667 | 2 598 |
| 23 | Delivery futures contract on 10-year's Moscow city bond loan rouble quoted | 54 787 302 | 5 019 |
| 24 | Put option on "Rostelecom" futures contract | 52 374 000 | 3 048 |
| 25 | Call option on MMC "NORILSK NICKEL" futures contract | 3 850 000 | 100 |
| Total | 95 416 898 746 | 2 872 052 | |
