For the week of December 4th – December 8th 2006, the total trading volume on FORTS (Futures & Options on RTS) reached 68,65 billion rubles or 2,07 million contracts. The total open interest at of the last day of the week, December 8th, 2006, reached 141 billon rubles or 3,96 million contacts.
| Previous week : December 27 – December 1 |
Week: December 4 – December 8 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 58 706 524 727 | 58 504 589 318 | -0,34% |
| Trading volume, contracts | 1 784 967 | 1 728 914 | -3,14% |
| Number of trades | 131 027 | 129 196 | -1,40% |
| Total open interest, rubles | 56 548 933 844 | 60 509 414 602 | 7,00% |
| Total open interest, contracts | 1 432 906 | 1 538 084 | 7,34% |
| Options Contracts | |||
| Trading volume, rubles | 10 044 332 240 | 10 151 529 100 | 1,07% |
| Trading volume, contracts | 328 496 | 341 226 | 3,88% |
| Number of trades | 5 145 | 4 517 | -12,21% |
| Total open interest, rubles | 73 761 015 460 | 80 585 538 960 | 9,25% |
| Total open interest, contracts | 2 194 562 | 2 421 138 | 10,32% |
| Total | |||
| Trading volume, rubles | 68 750 856 967 | 68 656 118 418 | -0,14% |
| Trading volume, contracts | 2 113 463 | 2 070 140 | -2,05% |
| Number of trades | 136 172 | 133 713 | -1,81% |
| Total open interest, rubles | 130 309 949 304 | 141 094 953 562 | 8,28% |
| Total open interest, contracts | 3 627 468 | 3 959 222 | 9,15% |
FORTS Trading Volume October: December 4 – December 8, 2006
| № | Contract | Volume trading | |
|---|---|---|---|
| RUR | Contracts | ||
| 1 | Delivery futures contract on RAO "UES" rouble quoted | 18 655 652 968 | 714 861 |
| 2 | Delivery futures contract on "Gazprom" rouble quoted | 15 350 118 622 | 496 304 |
| 3 | Non-delivery futures contract on RTS Index | 14 543 660 966 | 151 898 |
| 4 | Delivery futures contract on "Lukoil" rouble quoted | 5 156 293 545 | 215 690 |
| 5 | Call option on Gazprom futures contract | 3 119 798 000 | 99 612 |
| 6 | Put option on Gazprom futures contract | 1 504 625 000 | 49 486 |
| 7 | Delivery futures contract on "Sberbank" rouble quoted | 1 484 783 298 | 20 976 |
| 8 | Put option on RAO UES futures contract | 1 303 307 000 | 54 790 |
| 9 | Call option on RTS Index futures contract | 866 308 240 | 9 228 |
| 10 | Put option on RTS Index futures contract | 848 678 260 | 9 669 |
| 11 | Call option on "Rostelecom" futures contract | 829 603 000 | 49 168 |
| 12 | Non-delivery futures contract on USA dollar quoted | 782 306 716 | 29 865 |
| 13 | Call option on RAO UES futures contract | 731 193 500 | 28 146 |
| 14 | Delivery futures contract on MMC "NORILSK NICKEL" rouble quoted | 657 989 924 | 16 395 |
| 15 | Call option on Lukoil futures contract | 622 560 000 | 25 963 |
| 16 | Delivery futures contract on "Rostelecom" rouble quoted | 522 244 761 | 30 971 |
| 17 | The contract on gold | 480 288 424 | 28 492 |
| 18 | Delivery futures contract on "Surgutneftegaz" rouble quoted | 474 069 077 | 12 233 |
| 19 | Put option on Lukoil futures contract | 297 704 000 | 13 523 |
| 20 | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) quoted in per cent per annum | 203 698 981 | 206 |
| 21 | The contract on "URALS" | 116 452 045 | 7 384 |
| 22 | Delivery futures contract on OAO "Rosneft" rouble quoted | 67 351 094 | 2 751 |
| 23 | Put option on "Rostelecom" futures contract | 24 504 000 | 1 521 |
| 24 | Delivery futures contract on 10-year's Moscow city bond loan rouble quoted | 9 678 898 | 888 |
| 25 | Call option on USA dollar futures contract | 3 181 500 | 118 |
| 26 | Call option on MMC "NORILSK NICKEL" futures contract | 40 000 | 1 |
| 27 | Put option on USA dollar futures contract | 26 600 | 1 |
| Total | 68 656 118 418 | 2 070 140 | |
