Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Futures & Options On RTS: October Results, 2006

Date 09/11/2006

For the period of October 1st – October 31st, 2006, the total trading volume on FORTS (Futures & Options on RTS) reached 256,8 billion rubles or 7,3 million contracts. The total open interest at of the last day of the month, October 31st, 2006, reached 93,37 billon rubles or 2,48 million contacts.

  September October Change, %
Futures Contacts
Trading volume, rubles 216 424 569 479 223 906 840 580 3,46%
Trading volume, contracts 7 353 671 6 439 206 -12,44%
Number of trades 455 392 503 614 10,59%
Total open interest, rubles 29 937 062 661 45 905 948 202 53,34%
Total open interest, contracts 931 856 1 210 100 29,86%
Options Contracts
Trading volume, rubles 32 110 286 350 32 861 396 170 2,34%
Trading volume, contracts 861 943 849 052 -1,50%
Number of trades 14 036 14 453 2,97%
Total open interest, rubles 30 370 807 520 47 467 089 100 56,29%
Total open interest, contracts 845 528 1 270 420 50,25%
Total
Trading volume, rubles 248 534 855 829 256 768 236 750 3,31%
Trading volume, contracts 8 215 614 7 288 258 -11,29%
Number of trades 469 428 518 067 10,36%
Total open interest, rubles . 60 307 870 181 93 373 037 302 54,83%
Total open interest, contracts 1 777 384 2 480 520 39,56%

FORTS Trading Volume: October 2006

¹ Contract Trading volume
RUR contracts
1 Non-delivery futures contract on RTS Index 90 530 561 359 1 053 947
2 Delivery futures contract on "Gazprom" rouble quoted 65 354 386 824 2 217 955
3 Delivery futures contract on RAO "UES" rouble quoted 33 816 459 455 1 692 169
4 Delivery futures contract on "Lukoil" rouble quoted 20 516 467 690 967 181
5 Options on RTS Index futures 16 643 640 870 202 581
6 Options on "Gazprom" futures 9 590 742 500 331 876
7 Futures contract on gold 3 549 217 150 223 194
8 Options on "RAO UES of Russia" futures 3 498 667 500 169 971
9 Futures on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) quoted in per cent per annum) 3 441 837 769 3 466
10 Options on "LUKOil" futures 2 670 876 500 128 951
11 Non-delivery futures contract on USA dollar quoted 1 801 100 779 67 103
12 Delivery futures contract on MMC "NORILSK NICKEL" rouble quoted 1 379 523 753 37 913
13 Delivery futures contract on "Sberbank" rouble quoted 1 096 937 476 18 226
14 Delivery futures contract on 10-year's Moscow city bond loan rouble quoted 728 053 227 66 484
15 Futures on "URALS" 642 686 710 41 184
16 Delivery futures contract on "Surgutneftegaz" rouble quoted 567 174 034 16 123
17 Delivery futures contract on "Rostelecom" rouble quoted 430 286 274 31 982
18 Options on MMC "NORILSK NICKEL" futures contract 329 851 000 8 459
19 Options on "Rostelecom" futures contract 64 922 500 4 881
20 Put option on USA dollar futures contract 62 695 300 2 333
21 Delivery futures contract on OAO "Rosneft" rouble quoted 52 148 082 2 279
  Total 256 768 236 750 7 288 258