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For the week of October 30th – November 3rd, 2006, the total trading volume on FORTS (Futures & Options on RTS) reached 58,55 billion rubles or 1,73 million contracts. The total open interest at of the last day of the week, November 3rd, 2006, reached 100,45 billon rubles or 2,69 million contacts.
| Previous week: October 23 – October 27 |
Week: October 30 – November 3 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 45 191 500 659 | 50 543 444 965 | 11,84% |
| Trading volume, contracts | 1 208 993 | 1 487 656 | 23,05% |
| Number of trades | 106 363 | 116 329 | 9,37% |
| Total open interest, rubles | 45 906 992 315 | 46 163 354 980 | 0,56% |
| Total open interest, contracts | 1 197 252 | 1 203 654 | 0,53% |
| Options Contracts | |||
| Trading volume, rubles | 6 638 403 990 | 8 014 393 310 | 20,73% |
| Trading volume, contracts | 195 703 | 245 173 | 25,28% |
| Number of trades | 2 426 | 2 755 | 13,56% |
| Total open interest, rubles | 46 685 387 320 | 54 289 835 320 | 16,29% |
| Total open interest, contracts | 1 237 546 | 1 486 592 | 20,12% |
| Total | |||
| Trading volume, rubles | 51 829 904 649 | 58 557 838 275 | 12,98% |
| Trading volume, contracts | 1 404 696 | 1 732 829 | 23,36% |
| Number of trades | 108 789 | 119 084 | 9,46% |
| Total open interest, rubles | 92 592 379 635 | 100 453 190 300 | 8,49% |
| Total open interest, contracts | 2 434 798 | 2 690 246 | 10,49% |
FORTS Trading Volume October: October 30 – November 3, 2006
| № | Contract | Volume trading | |
|---|---|---|---|
| RUR | Contracts | ||
| 1 | Non-delivery futures contract on RTS Index | 19 735 377 072 | 227 248 |
| 2 | Delivery futures contract on "Gazprom" rouble quoted | 13 609 621 946 | 474 425 |
| 3 | Delivery futures contract on RAO "UES" rouble quoted | 9 969 051 467 | 479 989 |
| 4 | Delivery futures contract on "Lukoil" rouble quoted | 4 234 488 216 | 194 984 |
| 5 | Call option on Gazprom futures contract | 2 300 598 500 | 75 569 |
| 6 | Put option on Gazprom futures contract | 1 434 561 500 | 51 063 |
| 7 | Call option on RAO UES futures contract | 1 344 112 000 | 61 034 |
| 8 | Call option on RTS Index futures contract | 1 186 615 640 | 13 365 |
| 9 | Put option on RTS Index futures contract | 1 154 657 270 | 14 675 |
| 10 | The contract on gold | 1 049 354 859 | 63 546 |
| 11 | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) quoted in per cent per annum | 918 522 890 | 925 |
| 12 | Put option on RAO UES futures contract | 251 079 000 | 13 020 |
| 13 | Delivery futures contract on MMC "NORILSK NICKEL" rouble quoted | 202 559 966 | 5 307 |
| 14 | Call option on Lukoil futures contract | 200 171 000 | 8 991 |
| 15 | Non-delivery futures contract on USA dollar quoted | 188 012 521 | 7 032 |
| 16 | Delivery futures contract on "Surgutneftegaz" rouble quoted | 143 011 375 | 4 153 |
| 17 | Delivery futures contract on "Rostelecom" rouble quoted | 119 489 645 | 8 827 |
| 18 | Delivery futures contract on 10-year's Moscow city bond loan rouble quoted | 115 481 950 | 10 546 |
| 19 | The contract on "URALS" | 115 347 726 | 7 568 |
| 20 | Delivery futures contract on "Sberbank" rouble quoted | 115 269 819 | 1 899 |
| 21 | Put option on Lukoil futures contract | 100 945 500 | 4 879 |
| 22 | Delivery futures contract on OAO "Rosneft" rouble quoted | 27 855 513 | 1 207 |
| 23 | Call option on "Rostelecom" futures contract | 15 796 500 | 1 145 |
| 24 | Put option on "Rostelecom" futures contract | 11 557 000 | 901 |
| 25 | Call option on USA dollar futures contract | 11 434 400 | 426 |
| 26 | Put option on USA dollar futures contract | 2 670 000 | 100 |
| 27 | Call option on MMC "NORILSK NICKEL" futures contract | 195 000 | 5 |
| Total | 58 557 838 275 | 1 732 829 | |
