For the week of November 10th – November 14th, 2008 the total trading volume on FORTS (Futures & Options on RTS) equaled 93,1 bln. roubles or 3,5 mln. contracts, including 25,2 bln. roubles during the evening trading session. The total open interest as of the last day of the week, November 14th, 2008 reached 88,7 bln. roubles or 2,5 mln. contracts.
| Week November 10 – 14 |
Week November 5 – 7 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 86 475 094 810 | 41 605 336 136 | 107,85% |
| Trading volume, contracts | 3 268 364 | 1 568 877 | 108,33% |
| Number of trades | 898 411 | 416 769 | 115,57% |
| Total open interest, rubles | 27 914 773 190 | 30 295 613 580 | -7,86% |
| Total open interest, contracts | 1 235 220 | 1 240 722 | -0,44% |
| Options Contracts | |||
| Trading volume, rubles | 6 664 039 616 | 1 777 947 509 | 274,82% |
| Trading volume, contracts | 229 059 | 73 978 | 209,63% |
| Number of trades | 11 365 | 3 689 | 208,08% |
| Total open interest, rubles | 60 812 787 125 | 55 441 865 229 | 9,69% |
| Total open interest, contracts | 1 268 322 | 1 144 670 | 10,80% |
| Total | |||
| Trading volume, rubles | 93 139 134 426 | 43 383 283 644 | 114,69% |
| Trading volume, contracts | 3 497 423 | 1 642 855 | 112,89% |
| Number of trades | 909 776 | 420 458 | 116,38% |
| Total open interest, rubles | 88 727 560 314 | 85 737 478 809 | 3,49% |
| Total open interest, contracts | 2 503 542 | 2 385 392 | 4,95% |
| № | Ticker | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 69 852 112 345 | 1 835 030 |
| 2 | GZ | Delivery futures contract on "Gazprom" | 5 987 316 214 | 510 325 |
| 3 | Si | Non-delivery futures contract on USA dollar | 5 704 162 441 | 202 525 |
| 4 | GD | Futures on gold | 1 360 277 819 | 67 800 |
| 5 | SR | Delivery futures contract on "Sberbank" ordinary shares | 1 080 595 980 | 398 085 |
| 6 | LK | Delivery futures contract on "Lukoil" | 943 277 002 | 102 695 |
| 7 | BR | Brent oil futures | 747 290 992 | 47 985 |
| 8 | SV | The contract on refined silver | 181 089 114 | 6 858 |
| 9 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 173 602 131 | 7 385 |
| 10 | RN | Delivery futures contract on "Rosneft" | 154 508 326 | 17 184 |
| 11 | VB | Delivery futures contract on JSC VTB Bank | 147 666 413 | 42 842 |
| 12 | SN | Delivery futures contract on "Surgutneftegaz" | 77 478 603 | 5 620 |
| 13 | UR | The contract on "URALS" oil | 41 628 859 | 2 710 |
| 14 | MT | Delivery futures contract on MTS OJSC | 8 099 706 | 548 |
| 15 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform | 5 915 590 | 18 612 |
| 16 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 2 734 215 | 569 |
| 17 | RT | Delivery futures contract on "Rostelecom" | 2 001 103 | 97 |
| 18 | CH | Delivery futures contract on Severstal ordinary shares | 1 425 600 | 159 |
| 19 | TN | Futures contract on Transneft privileged shares | 1 282 461 | 154 |
| 20 | SP | Delivery futures contract on "Sberbank" privileged shares | 1 234 556 | 1 009 |
| 21 | HY | Delivery futures contract on RusHydro ordinary shares | 552 083 | 109 |
| 22 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 493 200 | 6 |
| 23 | TT | Delivery futures contract on ordinary shares of "Tatneft" | 201 531 | 37 |
| 24 | EN | Delivery futures on Electric Power Industry companies' ordinary shares | 115 726 | 16 |
| 25 | NK | Delivery futures contract on NOVATEK | 32 800 | 4 |
| 26 | RI | Options on RTS Index futures contract | 5 346 798 264 | 112 276 |
| 27 | GZ | Options on Gazprom futures contract | 786 332 500 | 40 562 |
| 28 | LK | Options on Lukoil futures contract | 135 710 000 | 14 985 |
| 29 | GM | Options on MMC "NORILSK NICKEL" futures contract | 117 864 000 | 5 920 |
| 30 | SR | Options on "Sberbank" futures contract | 109 789 500 | 35 096 |
| 31 | EN | Options on futures contract on shares of companies of electric-power industry | 62 970 000 | 15 349 |
| 32 | GD | Options on gold futures contract | 61 535 984 | 2 730 |
| 33 | Si | Options on USA dollar futures contract | 40 726 300 | 1 462 |
| 34 | VB | Options on JSC VTB Bank futures contract | 2 194 250 | 675 |
| 35 | SV | Options on refined silver futures contract | 118 818 | 4 |
| Total: | 93 139 134 426 | 3 497 423 | ||
