For the week of December 8th – December 12th, 2008 the total trading volume on FORTS (Futures & Options on RTS) equaled 111,5 bln. roubles or 4,9 mln. contracts, including 28,8 bln. roubles during the evening trading session. The total open interest as of the last day of the week, December 12th, 2008 reached 85,5 bln. roubles or 2,7 mln. contracts.
| Week December 8 – 12 |
Week December 1 – 5 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 106 500 381 052 | 91 001 483 240 | 17,03% |
| Trading volume, contracts | 4 729 051 | 4 143 990 | 14,12% |
| Number of trades | 905 621 | 934 122 | -3,05% |
| Total open interest, rubles | 39 579 519 677 | 40 752 299 534 | -2,88% |
| Total open interest, contracts | 1 721 670 | 1 924 942 | -10,56% |
| Options Contracts | |||
| Trading volume, rubles | 4 950 457 822 | 10 618 009 079 | -53,38% |
| Trading volume, contracts | 228 384 | 542 259 | -57,88% |
| Number of trades | 15 473 | 10 711 | 44,46% |
| Total open interest, rubles | 45 892 739 848 | 64 696 323 832 | -29,06% |
| Total open interest, contracts | 931 600 | 1 428 426 | -34,78% |
| Total | |||
| Trading volume, rubles | 111 450 838 873 | 101 619 492 319 | 9,67% |
| Trading volume, contracts | 4 957 435 | 4 686 249 | 5,79% |
| Number of trades | 921 094 | 944 833 | -2,51% |
| Total open interest, rubles | 85 472 259 525 | 105 448 623 366 | -18,94% |
| Total open interest, contracts | 2 653 270 | 3 353 368 | -20,88% |
| № | Ticker | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 71 755 582 939 | 1 965 029 |
| 2 | Si | Non-delivery futures contract on USA dollar | 16 196 176 866 | 536 275 |
| 3 | GZ | Delivery futures contract on "Gazprom" | 8 685 111 015 | 768 672 |
| 4 | LK | Delivery futures contract on "Lukoil" | 2 696 155 304 | 290 697 |
| 5 | GD | Futures on gold | 2 219 725 265 | 100 019 |
| 6 | SR | Delivery futures contract on "Sberbank" ordinary shares | 1 315 419 655 | 612 164 |
| 7 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 1 062 825 523 | 57 980 |
| 8 | BR | Brent oil futures | 963 405 559 | 78 388 |
| 9 | VB | Delivery futures contract on JSC VTB Bank | 678 756 462 | 212 272 |
| 10 | RN | Delivery futures contract on "Rosneft" | 307 638 109 | 27 363 |
| 11 | SV | The contract on refined silver | 195 566 772 | 6 905 |
| 12 | SN | Delivery futures contract on "Surgutneftegaz" | 163 303 742 | 9 873 |
| 13 | UR | The contract on "URALS" oil | 130 559 601 | 10 924 |
| 14 | EN | Delivery futures on Electric Power Industry companies' ordinary shares | 32 256 976 | 3 722 |
| 15 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 21 377 054 | 3 216 |
| 16 | MT | Delivery futures contract on MTS OJSC | 18 555 335 | 1 496 |
| 17 | MR | The contract on the rate of the rouble overnight loan (deposit) on the interbank market of Moscow MosPrime | 14 884 222 | 16 |
| 18 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform | 12 858 715 | 38 218 |
| 19 | CH | Delivery futures contract on Severstal ordinary shares | 11 270 606 | 1 133 |
| 20 | TN | Futures contract on Transneft privileged shares | 4 329 594 | 575 |
| 21 | HY | Delivery futures contract on RusHydro ordinary shares | 3 875 859 | 639 |
| 22 | RT | Delivery futures contract on "Rostelecom" | 2 488 200 | 110 |
| 23 | SP | Delivery futures contract on "Sberbank" privileged shares | 2 419 108 | 2 643 |
| 24 | MI | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) | 1 997 791 | 2 |
| 25 | TT | Delivery futures contract on ordinary shares of "Tatneft" | 1 556 572 | 296 |
| 26 | Ro | Non-delivery futures contract on RTS Oil & Gas Index | 1 403 926 | 244 |
| 27 | NK | Delivery futures contract on NOVATEK | 642 563 | 146 |
| 28 | Rc | Non-delivery futures contract on RTS Consumer & Retail Index | 168 026 | 20 |
| 29 | Rk | Non-delivery futures contract on RTS Telecom Index | 69 693 | 14 |
| 30 | RI | Options on RTS Index futures contract | 3 703 056 225 | 94 126 |
| 31 | GZ | Options on Gazprom futures contract | 588 428 500 | 58 709 |
| 32 | LK | Options on Lukoil futures contract | 265 587 000 | 30 131 |
| 33 | RN | Options on "Rosneft" futures contract | 147 000 000 | 9 800 |
| 34 | RT | Options on "Rostelecom" futures contract | 122 000 000 | 6 000 |
| 35 | SR | Options on "Sberbank" futures contract | 63 944 250 | 26 416 |
| 36 | GD | Options on gold futures contract | 32 878 087 | 1 485 |
| 37 | GM | Options on MMC "NORILSK NICKEL" futures contract | 14 048 000 | 377 |
| 38 | Si | Options on USA dollar futures contract | 8 954 000 | 319 |
| 39 | VB | Options on JSC VTB Bank futures contract | 2 771 000 | 565 |
| 40 | SV | Options on refined silver futures contract | 1 675 759 | 56 |
| 41 | UI | Options on O.J.S.C. "Uralsvyazinform" futures contract | 115 000 | 400 |
| Total: | 111 450 838 873 | 4 957 435 | ||
