For the week of September 25th – September 29th, 2006, the total trading volume on FORTS (Futures & Options on RTS) reached 69,46 billion rubles or 2,28 million contracts. The total open interest at of the last day of the week, September 29th 2006, reached 60,3 billon rubles or 1,78 million contacts.
| Previous week September 18 – September 22 |
Week: September 18 – September 22 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 45 294 170 425 | 57 829 885 941 | 27,68% |
| Trading volume, contracts | 1 484 961 | 1 978 756 | 33,25% |
| Number of trades | 100 639 | 122 868 | 22,09% |
| Total open interest, rubles | 26 370 373 669 | 29 937 062 661 | 13,53% |
| Total open interest, contracts | 910 022 | 931 856 | 2,40% |
| Options Contracts | |||
| Trading volume, rubles | 7 163 950 220 | 11 628 336 250 | 62,32% |
| Trading volume, contracts | 178 484 | 301 735 | 69,05% |
| Number of trades | 3 296 | 3 884 | 17,84% |
| Total open interest, rubles | 18 606 356 160 | 30 370 807 520 | 63,23% |
| Total open interest, contracts | 500 970 | 845 528 | 68,78% |
| Total | |||
| Trading volume, rubles | 52 458 120 645 | 69 458 222 191 | 32,41% |
| Trading volume, contracts | 1 663 445 | 2 280 491 | 37,09% |
| Number of trades | 103 935 | 126 752 | 21,95% |
| Total open interest, rubles | 44 976 729 829 | 60 307 870 181 | 34,09% |
| Total open interest, contracts | 1 410 992 | 1 777 384 | 25,97% |
FORTS Trading Volume September 25 – September 29, 2006
| № | Contracts | Volume trading | |
|---|---|---|---|
| RUR | Contracs | ||
| 1 | Delivery futures contract on "Gazprom" rouble quoted | 21 345 249 082 | 754 556 |
| 2 | Delivery futures contract on RTS Index | 15 727 601 182 | 193 854 |
| 3 | Delivery futures contract on RAO "UES" rouble quoted | 14 196 493 743 | 721 281 |
| 4 | Call option on RTS Index futures contract | 3 596 284 650 | 42 292 |
| 5 | Delivery futures contract on "Lukoil" rouble quoted | 3 594 825 687 | 178 898 |
| 6 | Put option on RTS Index futures contract | 2 640 826 900 | 34 491 |
| 7 | Call option on Gazprom futures contract | 1 730 850 000 | 59 323 |
| 8 | Delivery futures contract on affinated gold bars | 1 042 008 347 | 64 649 |
| 9 | Put option on Gazprom futures contract | 936 944 500 | 33 782 |
| 10 | Call option on RAO UES futures contract | 740 231 000 | 34 673 |
| 11 | Call option on Lukoil futures contract | 700 500 000 | 29 761 |
| 12 | Put option on Lukoil futures contract | 678 548 000 | 35 943 |
| 13 | Put option on RAO UES futures contract | 573 155 000 | 29 305 |
| 14 | Delivery Futures contracts on average interest rate of a ruble overnight credit (deposit) MosIBOR (MosIBOR overnight) | 568 980 184 | 572 |
| 15 | Delivery futures contract on MMC "NORILSK NICKEL" rouble quoted | 360 538 640 | 11 029 |
| 16 | Delivery futures contract on 10-year's Moscow city bond loan rouble quoted | 209 083 516 | 19 150 |
| 17 | Delivery futures contract on "Sberbank" rouble quoted | 185 543 779 | 3 251 |
| 18 | Delivery futures contract on "Rostelecom" rouble quoted | 161 568 966 | 12 307 |
| 19 | Delivery futures contract on URALS Oil rouble quoted | 154 642 434 | 9 753 |
| 20 | Non-delivery futures contract on USA dollar quoted | 146 818 931 | 5 506 |
| 21 | Delivery futures contract on "Surgutneftegaz" rouble quoted | 136 531 450 | 3 950 |
| 22 | Call option on "Rostelecom" futures contract | 26 248 000 | 1 931 |
| 23 | Call option on USA dollar futures contract | 3 006 400 | 112 |
| 24 | Put option on "Rostelecom" futures contract | 1 425 000 | 110 |
| 25 | Put option on USA dollar futures contract | 316 800 | 12 |
| Total | 69 458 222 191 | 2 280 491 | |
