- there were 19 transactions in the Compounded MosIBOR Overnight futures with notional value of 460 million rubles (46 contract);
- there were 174 transactions in the USD/RUB futures totaling 49.8 billion rubles (1,853,926 contracts).
As of July 31, 2006 the open interest in the USD/RUB futures was 34.5 billion rubles (1,288,500 contracts).
With 483,216 contracts — 26% of the total volume — July'06 was the most actively traded month in the USD/RUB futures, with the other months traded as follows August'06 — 25%, September'06 — 14%, December'06 – 13%, October’06 — 9%, November’06 — 7%, March’07 and June’07 — 3%, January’07 – 1%.
On July 31, 2006 the September'06 USD/RUB futures had the largest open interest with 464,500 contracts (36%) with the remaining open interest distributed as follows: August'06 — 19%, December'06 — 16%, October'06 and March'07 — 9%, November'06 and June’07 — 5%, January’07 — 1%.
