For the week of November 5th – November 7th, 2008 the total trading volume on FORTS (Futures & Options on RTS) equaled 43,4 bln. roubles or 1,6 mln. contracts, including 6,2 bln. roubles during the evening trading session. The total open interest as of the last day of the week, November 7th, 2008 reached 85,7 bln. roubles or 2,4 mln. contracts.
| Week November 5 – November 7 |
Week October 27 – November 1 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 41 605 336 136 | 76 938 589 020 | -45,92% |
| Trading volume, contracts | 1 568 877 | 3 188 395 | -50,79% |
| Number of trades | 416 769 | 815 509 | -48,89% |
| Total open interest, rubles | 30 295 613 580 | 30 734 585 672 | -1,43% |
| Total open interest, contracts | 1 240 722 | 1 236 782 | 0,32% |
| Options Contracts | |||
| Trading volume, rubles | 1 777 947 509 | 4 213 622 022 | -57,80% |
| Trading volume, contracts | 73 978 | 157 020 | -52,89% |
| Number of trades | 3 689 | 9 809 | -62,39% |
| Total open interest, rubles | 55 441 865 229 | 54 595 120 401 | 1,55% |
| Total open interest, contracts | 1 144 670 | 1 101 340 | 3,93% |
| Total | |||
| Trading volume, rubles | 43 383 283 644 | 81 152 211 042 | -46,54% |
| Trading volume, contracts | 1 642 855 | 3 345 415 | -50,89% |
| Number of trades | 420 458 | 825 318 | -49,06% |
| Total open interest, rubles | 85 737 478 809 | 85 329 706 073 | 0,48% |
| Total open interest, contracts | 2 385 392 | 2 338 122 | 2,02% |
| № | Ticker | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 33 559 153 034 | 780 418 |
| 2 | GZ | Delivery futures contract on "Gazprom" | 3 774 696 454 | 279 706 |
| 3 | Si | Non-delivery futures contract on USA dollar | 1 081 065 360 | 39 324 |
| 4 | GD | Futures on gold | 866 185 685 | 42 932 |
| 5 | SR | Delivery futures contract on "Sberbank" ordinary shares | 744 545 050 | 259 628 |
| 6 | LK | Delivery futures contract on "Lukoil" | 590 391 643 | 57 027 |
| 7 | BR | Brent oil futures | 421 002 473 | 25 704 |
| 8 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 170 715 265 | 5 936 |
| 9 | VB | Delivery futures contract on JSC VTB Bank | 149 444 971 | 37 132 |
| 10 | RN | Delivery futures contract on "Rosneft" | 73 006 534 | 6 292 |
| 11 | SV | The contract on refined silver | 70 227 560 | 2 530 |
| 12 | UR | The contract on "URALS" oil | 28 208 430 | 1 739 |
| 13 | SN | Delivery futures contract on "Surgutneftegaz" | 22 533 270 | 1 331 |
| 14 | NK | Delivery futures contract on NOVATEK | 15 113 875 | 1 750 |
| 15 | CH | Delivery futures contract on Severstal ordinary shares | 9 537 201 | 858 |
| 16 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform | 7 434 582 | 20 988 |
| 17 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 7 343 995 | 1 306 |
| 18 | SP | Delivery futures contract on "Sberbank" privileged shares | 3 939 799 | 2 902 |
| 19 | MT | Delivery futures contract on MTS OJSC | 3 823 735 | 244 |
| 20 | TT | Delivery futures contract on ordinary shares of "Tatneft" | 3 303 786 | 628 |
| 21 | HY | Delivery futures contract on RusHydro ordinary shares | 1 841 352 | 319 |
| 22 | TN | Futures contract on Transneft privileged shares | 1 721 431 | 181 |
| 23 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 83 650 | 1 |
| 24 | RT | Delivery futures contract on "Rostelecom" | 17 001 | 1 |
| 25 | RI | Options on RTS Index futures contract | 1 368 134 862 | 25 831 |
| 26 | GZ | Options on Gazprom futures contract | 140 252 000 | 7 979 |
| 27 | SR | Options on "Sberbank" futures contract | 100 342 750 | 32 329 |
| 28 | GD | Options on gold futures contract | 79 661 147 | 4 196 |
| 29 | Si | Options on USA dollar futures contract | 58 799 000 | 2 110 |
| 30 | LK | Options on Lukoil futures contract | 20 165 000 | 1 054 |
| 31 | GM | Options on MMC "NORILSK NICKEL" futures contract | 9 502 500 | 299 |
| 32 | VB | Options on JSC VTB Bank futures contract | 650 250 | 157 |
| 33 | SN | Options on "Surgutneftegaz" futures | 350 000 | 20 |
| 34 | EN | Options on futures contract on shares of companies of electric-power industry | 90 000 | 3 |
| Total: | 43 383 283 644 | 1 642 855 | ||
