Futures & Options On The RTS Stock Exchange: July 2005 Monthly Data

In July 2005 total trading volume on FORTS (Futures & Options on the RTS) equaled 37,7 billion rubles and 3,8 million contracts compared with 32 billion rubles and 3,5 million contracts in June. Total open interest as of July 29, 2005, increased by 24% in rubles and by 18% in contracts and amounted to 1,6 billion rubles and 1,8 million contracts, and therefore reached its historical maximum.

The top selling contracts in July were "RAO UES of Russia" futures contract (33,5% of total trading volume), "LUKoil" futures contract (23,9%), "Gazprom" (17,2%). Opened interest leaders were contracts on "Gazprom" (36,7%) and RAO "UES of Russia" (34,3%). 3-year Moscow bonds futures (12,0%) took over "LUKOil" stock futures (10,1%) and so were on the 3rd place.