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For the week of October 9th – October 13th, 2006, the total trading volume on FORTS (Futures & Options on RTS) reached 63,3 billion rubles or 1,76 million contracts. The total open interest at of the last day of the week, October 13th, 2006, reached 80,6 billon rubles or 2,12 million contacts.
| Previous week: October 2th – October 6th |
Week: October 9th – October 13th |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 53 400 486 384 | 57 375 059 043 | 7,44% |
| Trading volume, contracts | 1 668 485 | 1 612 534 | -3,35% |
| Number of trades | 116 264 | 122 520 | 5,38% |
| Total open interest, rubles | 35 259 127 515 | 41 088 969 840 | 16,53% |
| Total open interest, contracts | 1 072 176 | 1 121 808 | 4,63% |
| Options Contracts | |||
| Trading volume, rubles | 9 798 816 650 | 5 927 900 950 | -39,50% |
| Trading volume, contracts | 260 937 | 150 647 | -42,27% |
| Number of trades | 4 033 | 3 778 | -6,32% |
| Total open interest, rubles | 38 753 452 360 | 39 482 741 600 | 1,88% |
| Total open interest, contracts | 1 068 246 | 995 364 | -6,82% |
| Total | |||
| Trading volume, rubles | 63 199 303 034 | 63 302 959 993 | 0,16% |
| Trading volume, contracts | 1 929 422 | 1 763 181 | -8,62% |
| Number of trades | 120 297 | 126 298 | 4,99% |
| Total open interest, rubles | 74 012 579 875 | 80 571 711 440 | 8,86% |
| Total open interest, contracts | 2 140 422 | 2 117 172 | -1,09% |
FORTS Trading Volume October 9th – October 13th 2006
| № | Contract | Volume trading | |
|---|---|---|---|
| RUR | Contracts | ||
| 1 | Non-delivery futures contract on RTS Index | 23 448 865 995 | 274 022 |
| 2 | Delivery futures contract on "Gazprom" rouble quoted | 18 116 188 450 | 607 972 |
| 3 | Delivery futures contract on RAO "UES" rouble quoted | 7 969 085 934 | 396 517 |
| 4 | Delivery futures contract on "Lukoil" rouble quoted | 4 914 911 188 | 238 326 |
| 5 | Call option on RTS Index futures contract | 2 276 004 350 | 26 213 |
| 6 | Call option on RTS Index futures contract | 1 015 245 400 | 12 773 |
| 7 | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) quoted in per cent per annum | 918 887 423 | 926 |
| 8 | Call option on Gazprom futures contract " Газпром " | 849 196 000 | 27 832 |
| 9 | The contract on gold | 586 163 564 | 37 288 |
| 10 | Put option on RAO UES futures contract | 563 052 000 | 29 044 |
| 11 | Non-delivery futures contract on USA dollar quoted | 517 388 706 | 19 253 |
| 12 | Call option on RAO UES futures contract | 371 929 000 | 17 840 |
| 13 | Put option on Gazprom futures contract | 368 176 500 | 12 871 |
| 14 | Delivery futures contract on MMC "NORILSK NICKEL" rouble quoted | 367 999 752 | 10 141 |
| 15 | Put option on Lukoil futures contract | 276 356 000 | 14 275 |
| 16 | Call option on Lukoil futures contract | 176 098 500 | 8 123 |
| 17 | The contract on "URALS" | 171 122 150 | 10 959 |
| 18 | Delivery futures contract on "Sberbank" rouble quoted | 135 922 297 | 2 235 |
| 19 | Delivery futures contract on "Rostelecom" rouble quoted | 107 721 048 | 7 961 |
| 20 | Delivery futures contract on "Surgutneftegaz" rouble quoted | 64 855 726 | 1 831 |
| 21 | Delivery futures contract on 10-year's Moscow city bond loan rouble quoted | 55 946 810 | 5 103 |
| 22 | Call option on USA dollar futures contract | 12 254 700 | 454 |
| 23 | Call option on "Rostelecom" futures contract | 11 105 000 | 795 |
| 24 | Put option on USA dollar futures contract | 5 957 500 | 225 |
| 25 | Put option on "Rostelecom" futures contract | 2 526 000 | 202 |
| Total | 63 302 959 993 | 1 763 181 | |
