Previous Week January 23th – January 27th | Week January 30th – February 3rd | Change, % | |
---|---|---|---|
Futures Contacts | |||
Trading volume, rubles | 31 092 098 788 | 35 462 568 428 | 14,06% |
Trading volume, contracts | 1 276 292 | 1 426 185 | 11,74% |
Number of trades | 57 176 | 66 115 | 15,63% |
Total open interest, rubles | 29 946 941 612 | 28 510 303 125 | -4,80% |
Total open interest, contracts | 1 384 226 | 1 361 212 | -1,66% |
Options Contracts | |||
Trading volume, rubles | 2 876 714 955 | 2 536 564 725 | -11,82% |
Trading volume, contracts | 146 624 | 137 440 | -6,26% |
Number of trades | 2 682 | 2 319 | -13,53% |
Total open interest, rubles | 14 752 164 700 | 16 232 006 700 | 10,03% |
Total open interest, contracts | 763 564 | 812 202 | 6,37% |
Total | |||
Trading volume, rubles | 33 968 813 743 | 37 999 133 153 | 11,86% |
Trading volume, contracts | 1 422 916 | 1 563 625 | 9,89% |
Number of trades | 59 858 | 68 434 | 14,33% |
Total open interest, rubles | 44 699 106 312 | 44 742 309 825 | 0,10% |
Total open interest, contracts | 2 147 790 | 2 173 414 | 1,19% |
FORTS Trading Volume: January 30th – February 3rd 2006
¹ | Contract | Volume Trading | |
---|---|---|---|
Rubles | Contracts | ||
1 | "Gazprom" single stock futures | 12 152 802 333 | 540 943 |
2 | RTS Index futures | 10 836 745 374 | 149 709 |
3 | Ôüþ÷åðñû íà àêöèè ÐÀÎ "ÅÝÑ Ðîññèè" | 5 683 845 833 | 403 187 |
4 | "LUKOil" single stock futures | 5 641 529 746 | 256 516 |
5 | "RAO UES of Russia" single stock futures | 875 508 500 | 61 841 |
6 | Options on "LUKoil" futures | 838 243 000 | 40 789 |
7 | Options on "Gazprom" futures | 712 312 000 | 33 136 |
8 | USD/RUR exchange rate futures | 566 364 069 | 20 089 |
9 | 3-year Moscow City Bonds futures | 350 609 284 | 32 015 |
10 | "Rostelecom" single stock futures | 137 912 154 | 21 003 |
11 | Options on RTS Index futures | 109 763 975 | 1 565 |
12 | "Surgutneftegaz" single stock futures | 32 909 309 | 853 |
13 | "Savings Bank of the Russian Federation" single stock futures | 32 563 680 | 768 |
14 | "MMC Norilsk Nickel" single stock futures | 27 286 646 | 1 102 |
15 | Options on "Rostelecom" single stock futures | 737 250 | 109 |
Total | 37 999 133 153 | 1 563 625 |
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.