For the period of August 1st – August 31st, 2006, the total trading volume on FORTS (Futures & Options on RTS) reached 244,43 billion rubles or 7,89 million contracts. The total open interest at of the last day of the month, August 31st, 2006, reached 67,49 billon rubles or 2,265 million contacts.
| July | August | Change, % | |
|---|---|---|---|
| Futures Contacts | |||
| Trading volume, rubles | 186 679 051 592 | 227 243 921 345 | 21,73% |
| Trading volume, contracts | 5 895 682 | 7 326 658 | 24,27% |
| Number of trades | 391 031 | 475 646 | 21,64% |
| Total open interest, rubles | 29 800 914 259 | 36 177 824 724 | 21,40% |
| Total open interest, contracts | 1 071 030 | 1 176 328 | 9,83% |
| Options Contracts | |||
| Trading volume, rubles | 10 541 999 660 | 17 187 278 790 | 63,04% |
| Trading volume, contracts | 369 793 | 569 106 | 53,90% |
| Number of trades | 7 286 | 9 717 | 33,37% |
| Total open interest, rubles. | 21 233 351 820 | 31 314 317 840 | 47,48% |
| Total open interest, contracts | 759 028 | 1 088 686 | 43,43% |
| Total | |||
| Trading volume, rubles | 197 221 051 252 | 244 431 200 135 | 23,94% |
| Trading volume, contracts | 6 265 475 | 7 895 764 | 26,02% |
| Number of trades | 398 317 | 485 363 | 21,85% |
| Total open interest, rubles | 51 034 266 079 | 67 492 142 564 | 32,25% |
| Total open interest, contracts | 1 830 058 | 2 265 014 | 23,77% |
FORTS Trading Volume: August, 2006
| ¹ | Contract | Trading volume | |
|---|---|---|---|
| Rubles | Contracts | ||
| 1 | Delivery futures contract on "Gazprom" rouble quoted | 79 812 115 488 | 2 605 111 |
| 2 | Non-delivery futures contract on RTS Index | 64 373 960 695 | 740 292 |
| 3 | Delivery futures contract on RAO "UES" rouble quoted | 55 108 559 544 | 2 737 891 |
| 4 | Delivery futures contract on "Lukoil" rouble quoted | 15 137 427 271 | 642 307 |
| 5 | Call option on Gazprom futures contract | 6 377 528 500 | 217 016 |
| 6 | Call option on RTS Index futures contract | 4 798 501 290 | 57 547 |
| 7 | Delivery futures contract on affinated gold bars | 4 332 843 891 | 255 343 |
| 8 | Call option on RAO UES futures contract | 3 956 431 000 | 199 891 |
| 9 | Delivery futures contract on average rate of the 1-day RUR credit (deposit) MosIBOR overnight | 2 380 632 064 | 2 391 |
| 10 | Call option on Lukoil futures contract | 1 921 382 000 | 84 297 |
| 11 | Delivery futures on cashless US Dollar rate | 1 694 645 061 | 63 529 |
| 12 | Delivery futures contract on 10-year Moscow city bond loan ruble quoted | 1 251 581 676 | 115 225 |
| 13 | Delivery futures contract on Rostelecom rouble quoted | 989 197 592 | 75 621 |
| 14 | Delivery futures contract on MMC "NORILSK NICKEL" rouble quoted | 851 026 119 | 22 927 |
| 15 | Delivery futures contract on oil sort "URALS" rouble quoted | 576 514 178 | 31 112 |
| 16 | Delivery futures contract on "Surgutneftgaz" rouble quoted | 464 537 658 | 11 602 |
| 17 | Delivery futures contract on 3-year Moscow city bond loan ruble quoted | 247 227 195 | 22 904 |
| 18 | Call option on "Rostelecom" futures contract | 133 436 000 | 10 355 |
| 19 | Delivery futures contract on "Sberbank" rouble quoted | 23 652 917 | 403 |
| Total | 244 431 200 135 | 7 895 764 | |
