For the week of October 20th – October 24th, 2008 the total trading volume on FORTS (Futures & Options on RTS) equaled 89,1 bln. roubles or 3,5 mln. contracts, including 23,5 bln. roubles during the evening trading session. The total open interest as of the last day of the week, October 24th, 2008 reached 82,2 bln. roubles or 2,5 mln. contracts.
| Week October 20 – 24 |
Week October 13 – 17 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 83 278 720 894 | 60 992 440 395 | 36,54% |
| Trading volume, contracts | 3 326 001 | 2 318 061 | 43,48% |
| Number of trades | 753 300 | 642 555 | 17,24% |
| Total open interest, rubles | 26 733 742 562 | 30 627 315 877 | -12,71% |
| Total open interest, contracts | 1 328 330 | 1 271 476 | 4,47% |
| Options Contracts | |||
| Trading volume, rubles | 5 861 030 788 | 5 587 599 739 | 4,89% |
| Trading volume, contracts | 197 764 | 148 378 | 33,28% |
| Number of trades | 9 462 | 8 374 | 12,99% |
| Total open interest, rubles | 55 506 162 209 | 56 486 506 361 | -1,74% |
| Total open interest, contracts | 1 188 838 | 1 253 452 | -5,15% |
| Total | |||
| Trading volume, rubles | 89 139 751 681 | 66 580 040 134 | 33,88% |
| Trading volume, contracts | 3 523 765 | 2 466 439 | 42,87% |
| Number of trades | 762 762 | 650 929 | 17,18% |
| Total open interest, rubles | 82 239 904 771 | 87 113 822 237 | -5,59% |
| Total open interest, contracts | 2 517 168 | 2 524 928 | -0,31% |
| № | Ticker | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 65 333 158 625 | 1 788 849 |
| 2 | Si | Non-delivery futures contract on USA dollar | 7 864 480 846 | 284 768 |
| 3 | GZ | Delivery futures contract on "Gazprom" | 4 308 247 533 | 400 832 |
| 4 | GD | Futures on gold | 1 550 824 014 | 78 404 |
| 5 | SR | Delivery futures contract on "Sberbank" ordinary shares | 1 219 024 128 | 487 735 |
| 6 | MR | The contract on the rate of the ruble overnight credit (deposit) on the interbank market of Moscow MosPrime | 960 104 200 | 1 000 |
| 7 | LK | Delivery futures contract on "Lukoil" | 809 699 891 | 96 797 |
| 8 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 330 133 820 | 17 916 |
| 9 | BR | Brent oil futures | 218 863 212 | 12 235 |
| 10 | VB | Delivery futures contract on JSC VTB Bank | 169 817 982 | 53 540 |
| 11 | MI | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) | 147 786 495 | 150 |
| 12 | RN | Delivery futures contract on "Rosneft" | 130 731 612 | 13 044 |
| 13 | UR | The contract on "URALS" oil | 71 203 856 | 3 794 |
| 14 | SN | Delivery futures contract on "Surgutneftegaz" | 55 738 028 | 4 253 |
| 15 | SV | The contract on refined silver | 46 267 211 | 1 831 |
| 16 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform | 24 131 811 | 72 694 |
| 17 | MT | Delivery futures contract on MTS OJSC | 6 717 726 | 485 |
| 18 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 5 861 649 | 1 209 |
| 19 | NK | Delivery futures contract on NOVATEK | 5 009 504 | 547 |
| 20 | SP | Delivery futures contract on "Sberbank" privileged shares | 3 996 486 | 3 738 |
| 21 | RT | Delivery futures contract on "Rostelecom" | 3 849 280 | 220 |
| 22 | TT | Delivery futures contract on ordinary shares of "Tatneft" | 3 637 478 | 749 |
| 23 | CH | Delivery futures contract on Severstal ordinary shares | 3 559 561 | 317 |
| 24 | TN | Futures contract on Transneft privileged shares | 2 135 421 | 245 |
| 25 | HY | Delivery futures contract on RusHydro ordinary shares | 1 796 679 | 393 |
| 26 | EN | Delivery futures on Electric Power Industry companies' ordinary shares | 989 690 | 146 |
| 27 | Rc | Non-delivery futures contract on RTS Consumer & Retail Index | 954 156 | 110 |
| 28 | RI | Options on RTS Index futures contract | 4 879 103 070 | 69 242 |
| 29 | SR | Options on "Sberbank" futures contract | 397 843 250 | 96 154 |
| 30 | GZ | Options on Gazprom futures contract | 328 041 000 | 20 034 |
| 31 | GD | Options on gold futures contract | 197 585 516 | 9 045 |
| 32 | Si | Options on USA dollar futures contract | 28 876 000 | 1 105 |
| 33 | LK | Options on Lukoil futures contract | 14 683 000 | 1 122 |
| 34 | SV | Options on refined silver futures contract | 7 172 702 | 206 |
| 35 | GM | Options on MMC "NORILSK NICKEL" futures contract | 2 970 000 | 121 |
| 36 | VB | Options on JSC VTB Bank futures contract | 2 713 250 | 666 |
| 37 | EN | Options on futures contract on shares of companies of electric-power industry | 2 021 000 | 68 |
| 38 | MT | Options on MTS OJSC futures contract | 22 000 | 1 |
| Total: | 89 139 751 681 | 3 523 765 | ||
