For the week of December 1st – December 5th, 2008 the total trading volume on FORTS (Futures & Options on RTS) equaled 101,6 bln. roubles or 4,7 mln. contracts, including 25,1 bln. roubles during the evening trading session. The total open interest as of the last day of the week, December 5th, 2008 reached 105,5 bln. roubles or 3,4 mln. contracts.
| Week December 1 – 5 |
Week November 24 – 28 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 91 001 483 240 | 100 173 379 699 | -9,16% |
| Trading volume, contracts | 4 143 990 | 4 208 657 | -1,54% |
| Number of trades | 934 122 | 1 011 238 | -7,63% |
| Total open interest, rubles | 40 752 299 534 | 34 649 627 680 | 17,61% |
| Total open interest, contracts | 1 924 942 | 1 555 230 | 23,77% |
| Options Contracts | |||
| Trading volume, rubles | 10 618 009 079 | 10 435 365 929 | 1,75% |
| Trading volume, contracts | 542 259 | 581 364 | -6,73% |
| Number of trades | 10 711 | 8 413 | 27,31% |
| Total open interest, rubles | 64 696 323 832 | 60 169 791 974 | 7,52% |
| Total open interest, contracts | 1 428 426 | 1 266 546 | 12,78% |
| Total | |||
| Trading volume, rubles | 101 619 492 319 | 110 608 745 628 | -8,13% |
| Trading volume, contracts | 4 686 249 | 4 790 021 | -2,17% |
| Number of trades | 944 833 | 1 019 651 | -7,34% |
| Total open interest, rubles | 105 448 623 366 | 94 819 419 654 | 11,21% |
| Total open interest, contracts | 3 353 368 | 2 821 776 | 18,84% |
| № | Code | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 68 345 294 431 | 2 016 967 |
| 2 | GZ | Delivery futures contract on "Gazprom" | 9 277 077 037 | 841 723 |
| 3 | Si | Non-delivery futures contract on USA dollar | 6 724 428 978 | 224 011 |
| 4 | GD | Futures on gold | 2 295 292 684 | 106 042 |
| 5 | LK | Delivery futures contract on "Lukoil" | 1 319 283 733 | 162 837 |
| 6 | SR | Delivery futures contract on "Sberbank" ordinary shares | 1 125 829 110 | 524 457 |
| 7 | BR | Brent oil futures | 778 548 155 | 60 198 |
| 8 | VB | Delivery futures contract on JSC VTB Bank | 426 933 214 | 139 852 |
| 9 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 227 964 434 | 12 787 |
| 10 | SV | The contract on refined silver | 166 496 852 | 6 261 |
| 11 | SN | Delivery futures contract on "Surgutneftegaz" | 102 434 318 | 6 405 |
| 12 | RN | Delivery futures contract on "Rosneft" | 93 403 073 | 9 432 |
| 13 | UR | The contract on "URALS" oil | 60 101 685 | 4 921 |
| 14 | MT | Delivery futures contract on MTS OJSC | 12 484 009 | 1 091 |
| 15 | EN | Delivery futures on Electric Power Industry companies' ordinary shares | 12 327 636 | 1 409 |
| 16 | RT | Delivery futures contract on "Rostelecom" | 10 729 773 | 547 |
| 17 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform | 6 914 201 | 21 176 |
| 18 | Ro | Non-delivery futures contract on RTS Oil & Gas Index | 3 413 701 | 622 |
| 19 | CH | Delivery futures contract on Severstal ordinary shares | 2 945 959 | 371 |
| 20 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 2 316 455 | 453 |
| 21 | TT | Delivery futures contract on ordinary shares of "Tatneft" | 2 126 793 | 451 |
| 22 | NK | Delivery futures contract on NOVATEK | 1 441 979 | 229 |
| 23 | SP | Delivery futures contract on "Sberbank" privileged shares | 1 380 733 | 1 473 |
| 24 | TN | Futures contract on Transneft privileged shares | 821 324 | 121 |
| 25 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 664 200 | 8 |
| 26 | HY | Delivery futures contract on RusHydro ordinary shares | 537 769 | 84 |
| 27 | Rk | Non-delivery futures contract on RTS Telecom Index | 291 005 | 62 |
| 28 | RI | Options on RTS Index futures contract | 5 364 107 766 | 141 574 |
| 29 | GZ | Options on Gazprom futures contract | 5 069 940 000 | 378 264 |
| 30 | LK | Options on Lukoil futures contract | 75 670 000 | 6 760 |
| 31 | GD | Options on gold futures contract | 43 857 152 | 2 034 |
| 32 | GM | Options on MMC "NORILSK NICKEL" futures contract | 30 845 000 | 1 509 |
| 33 | SR | Options on "Sberbank" futures contract | 26 609 500 | 11 525 |
| 34 | Si | Options on USA dollar futures contract | 4 639 300 | 167 |
| 35 | SV | Options on refined silver futures contract | 1 245 610 | 40 |
| 36 | VB | Options on JSC VTB Bank futures contract | 806 750 | 376 |
| 37 | EN | Options on futures contract on shares of companies of electric-power industry | 288 000 | 10 |
| Total: | 101 619 492 319 | 4 686 249 | ||
