For the week of September 15th – 19th, 2008 the total trading volume on FORTS (Futures & Options on RTS) equaled 158,7 bln. roubles or 4,1 mln. contracts, including 12,4 bln. roubles during the evening trading session. The total open interest as of the last day of the week, September 19th, 2008 reached 121,7 bln. roubles or 2,4 mln. contracts.
Week September 15 – 19 |
Week September 08 – 12 |
Change, % |
|
---|---|---|---|
Futures contracts | |||
Trading volume, rubles | 118 492 479 664 | 282 807 623 203 | -58,10% |
Trading volume, contracts | 3 478 908 | 7 321 732 | -52,49% |
Number of trades | 392 917 | 697 665 | -43,68% |
Total open interest, rubles | 72 610 914 108 | 144 117 098 817 | -49,62% |
Total open interest, contracts | 1 339 636 | 3 009 800 | -55,49% |
Options Contracts | |||
Trading volume, rubles | 40 199 335 149 | 40 912 682 561 | -1,74% |
Trading volume, contracts | 604 249 | 822 314 | -26,52% |
Number of trades | 10 471 | 28 616 | -63,41% |
Total open interest, rubles | 49 048 197 639 | 134 719 495 837 | -63,59% |
Total open interest, contracts | 1 071 058 | 2 004 366 | -46,56% |
Total | |||
Trading volume, rubles | 158 691 814 812 | 323 720 305 764 | -50,98% |
Trading volume, contracts | 4 083 157 | 8 144 046 | -49,86% |
Number of trades | 403 388 | 726 281 | -44,46% |
Total open interest, rubles | 121 659 111 747 | 278 836 594 655 | -56,37% |
Total open interest, contracts | 2 410 694 | 5 014 166 | -51,92% |
¹ | Ticker | Contract | Trading volume | |
---|---|---|---|---|
RUR | Contracts | |||
1 | RI | Non-delivery futures contract on RTS Index | 74 554 920 914 | 1 216 056 |
2 | Si | Non-delivery futures contract on USA dollar | 24 941 300 246 | 962 064 |
3 | GZ | Delivery futures contract on "Gazprom" | 7 503 163 983 | 387 866 |
4 | LK | Delivery futures contract on "Lukoil" | 3 113 793 127 | 196 722 |
5 | GD | Futures on gold | 1 958 334 671 | 92 494 |
6 | SR | Delivery futures contract on "Sberbank" ordinary shares | 1 327 963 490 | 305 685 |
7 | MI | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) | 1 127 109 986 | 1 151 |
8 | RN | Delivery futures contract on "Rosneft" | 799 859 335 | 47 440 |
9 | VB | Delivery futures contract on JSC VTB Bank | 666 615 325 | 147 408 |
10 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 657 013 632 | 20 601 |
11 | UR | The contract on "URALS" oil | 434 431 915 | 18 341 |
12 | MR | The contract on the rate of the ruble overnight credit (deposit) on the interbank market of Moscow MosPrime | 428 541 161 | 451 |
13 | SN | Delivery futures contract on "Surgutneftegaz" | 345 743 965 | 26 991 |
14 | CH | Delivery futures contract on Severstal ordinary shares | 211 385 783 | 6 020 |
15 | MT | Delivery futures contract on MTS OJSC | 112 779 714 | 4 661 |
16 | SV | The contract on refined silver | 91 829 761 | 3 185 |
17 | TT | Delivery futures contract on ordinary shares of "Tatneft" | 89 919 977 | 9 088 |
18 | NK | Delivery futures contract on NOVATEK | 49 114 093 | 3 510 |
19 | EN | Delivery futures on Electric Power Industry companies' ordinary shares | 24 065 356 | 1 849 |
20 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform | 12 195 813 | 22 727 |
21 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 12 093 150 | 165 |
22 | TN | Futures contract on Transneft privileged shares | 11 739 584 | 743 |
23 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 6 470 623 | 1 319 |
24 | Rc | Non-delivery futures contract on RTS Consumer & Retail Index | 5 397 287 | 480 |
25 | SP | Delivery futures contract on "Sberbank" privileged shares | 3 299 744 | 1 557 |
26 | HY | Delivery futures contract on HydroOGK ordinary shares | 2 964 378 | 314 |
27 | RT | Delivery futures contract on "Rostelecom" | 241 400 | 10 |
28 | MP | The contract on the rate of the ruble three-monthly credit (deposit) on the interbank market of Moscow MosPrime | 191 250 | 10 |
29 | RI | Options on RTS Index futures contract | 37 610 943 301 | 436 865 |
30 | GZ | Options on Gazprom futures contract | 1 004 867 000 | 44 472 |
31 | VB | Options on JSC VTB Bank futures contract | 448 569 750 | 41 576 |
32 | SR | Options on "Sberbank" futures contract | 346 706 750 | 49 431 |
33 | LK | Options on Lukoil futures contract | 273 427 000 | 14 400 |
34 | GM | Options on MMC "NORILSK NICKEL" futures contract | 249 925 000 | 6 377 |
35 | GD | Options on gold futures contract | 118 688 973 | 5 490 |
36 | Si | Options on USA dollar futures contract | 94 743 300 | 3 754 |
37 | EN | Options on futures contract on shares of companies of electric-power industry | 26 454 000 | 877 |
38 | NK | Options on NOVATEK futures contract | 20 050 000 | 802 |
39 | SV | Options on refined silver futures contract | 2 616 074 | 89 |
40 | SN | Call option on "Surgutneftegaz" futures contract | 2 100 000 | 105 |
41 | MT | Options on MTS OJSC futures contract | 220 000 | 10 |
42 | RN | Options on "Rosneft" futures contract | 24 000 | 1 |
Total: | 158 691 814 812 | 4 083 157 |