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| Previous Week, January 10th – January 13th, 2006 |
The week of January 16th – January 20th, 2006 |
Change, % | |
|---|---|---|---|
| Futures Contacts | |||
| Trading volume, rubles | 16 912 891 229 | 30 038 185 302 | 77,61% |
| Trading volume, contracts | 727 829 | 1 225 709 | 68,41% |
| Number of trades | 35 905 | 56 372 | 57,00% |
| Total open interest, rubles | 19 642 262 566 | 23 669 792 875 | 20,50% |
| Total open interest, contracts | 957 296 | 1 140 534 | 19,14% |
| Options Contracts | |||
| Trading volume, rubles | 2 227 084 355 | 3 602 756 150 | 61,77% |
| Trading volume, contracts | 111 221 | 187 626 | 68,70% |
| Number of trades | 2 605 | 2 294 | -11,94% |
| Total open interest, rubles | 7 416 695 400 | 12 199 955 740 | 64,49% |
| Total open interest, contracts | 379 456 | 613 858 | 61,77% |
| Total | |||
| Trading volume, rubles | 19 139 975 584 | 33 640 941 452 | 75,76% |
| Trading volume, contracts | 839 050 | 1 413 335 | 68,44% |
| Number of trades | 38 510 | 58 666 | 52,34% |
| Total open interest, rubles | 27 058 957 966 | 35 869 748 615 | 32,56% |
| Total open interest, contracts | 1 336 752 | 1 754 392 | 31,24% |
FORTS Trading Volume: January 16th – January 20th, 2006
| № | Contract | Trading Volume | |
|---|---|---|---|
| Rubles | contracts | ||
| 1 | "Gazprom" single stock futures | 9 598 120 742 | 410 347 |
| 2 | "LUKOil" single stock futures | 8 787 785 485 | 420 370 |
| 3 | RTS Index futures | 7 947 348 388 | 114 762 |
| 4 | "RAO UES of Russia" single stock futures | 3 050 485 130 | 231 739 |
| 5 | Options on "LUK o il" futures | 2 088 608 500 | 115 867 |
| 6 | Options on "Gazprom" futures | 643 142 000 | 27 170 |
| 7 | Options on "RAO UES of Russia" futures | 515 770 000 | 39 433 |
| 8 | Options on RTS Index futures | 355 194 150 | 5 153 |
| 9 | 3-year Moscow City Bonds futures | 273 655 070 | 25 032 |
| 10 | "Rostelecom" single stock futures | 103 465 593 | 15 388 |
| 11 | "Surgutneftegaz" single stock futures | 94 399 454 | 2 628 |
| 12 | "Savings Bank of the Russian Federation" single stock futures | 89 362 304 | 2 026 |
| 13 | USD/RUR exchange rate futures | 80 830 882 | 2 860 |
| 14 | "MMC Norilsk Nickel" single stock futures | 12 732 254 | 557 |
| 15 | Options on USD/RUR exchange rate futures | 27 500 | 1 |
| 16 | Options on "Rostelecom" single stock futures | 14 000 | 2 |
| Total | 33 640 941 452 | 1 413 335 | |
FORTS, a unified derivatives market operating since September 19, 2001, is based on trading and settlement technologies and software that were implemented at and have been successfully used by St. Petersburg Stock Exchange for 8 years. RTS acts as the trading system and the clearinghouse on the integrated market. 92 companies from Moscow, St. Petersburg, Novosibirsk, Ekaterinburg, Samara, Rostov-on-Don, Kazan and Abakan. FORTS participants trade 10 futures contracts and 6 options.
