For the week of March 20th – March 24th, 2006, the total trading volume on FORTS (Futures & Options on RTS) reached 35,67 billion rubles or 1,27 million contracts. The total open interest at of the last day of the week, March 24th, 2006, reached 41,75 billon rubles or 1,86 million contacts, 21,04 % and 20,94 % up on the data shown March 17th, 2006.
| Previous Week March 13th - March 17th | Week March 20th – March 24th | Change, % | |
|---|---|---|---|
| Futures Contacts | |||
| Trading volume, rubles | 42 643 468 766 | 32 505 614 128 | -23,77% |
| Trading volume, contracts | 1 646 968 | 1 115 068 | -32,30% |
| Number of trades | 76 163 | 65 413 | -14,11% |
| Total open interest, rubles | 23 682 581 443 | 27 211 934 373 | 14,90% |
| Total open interest, contracts | 1 046 220 | 1 183 396 | 13,11% |
| Options Contracts | |||
| Trading volume, rubles | 4 217 673 390 | 3 169 219 535 | -24,86% |
| Trading volume, contracts | 205 193 | 152 855 | -25,51% |
| Number of trades | 2 801 | 2 381 | -14,99% |
| Total open interest, rubles | 10 811 628 040 | 14 541 418 440 | 34,50% |
| Total open interest, contracts | 494 552 | 680 012 | 37,50% |
| Total | |||
| Trading volume, rubles | 46 861 142 156 | 35 674 833 663 | -23,87% |
| Trading volume, contracts | 1 852 161 | 1 267 923 | -31,54% |
| Number of trades | 78 964 | 67 794 | -14,15% |
| Total open interest, rubles | 34 494 209 483 | 41 753 352 813 | 21,04% |
| Total open interest, contracts | 1 540 772 | 1 863 408 | 20,94% |
FORTS Trading Volume March 20th – March 24th
| ¹ | Contract | Volume Trading | |
|---|---|---|---|
| Rubles | Contracts | ||
| 1 | Non-delivery futures contract on RTS Index | 12 901 298 213 | 161 657 |
| 2 | Delivery futures contract on RAO "UES" rouble quoted | 7 403 052 599 | 404 141 |
| 3 | Delivery futures contract on "Gazprom" rouble quoted | 6 773 958 210 | 292 990 |
| 4 | Delivery futures contract on "Lukoil" rouble quoted | 4 532 226 822 | 202 870 |
| 5 | Put option on RAO UES futures contract | 765 108 500 | 44 141 |
| 6 | Put option on Lukoil futures contract | 652 337 000 | 30 963 |
| 7 | Call option on RAO UES futures contract | 496 030 000 | 25 615 |
| 8 | Put option on Gazprom futures contract | 438 161 500 | 19 692 |
| 9 | Call option on Lukoil futures contract | 359 423 000 | 15 620 |
| 10 | Non-delivery futures contract on USA dollar quoted | 340 453 079 | 12 278 |
| 11 | Delivery futures contract on "Rostelecom" rouble quoted | 245 608 877 | 26 917 |
| 12 | Call option on Gazprom futures contract | 177 896 500 | 7 587 |
| 13 | Put option on RTS Index futures contract | 151 889 480 | 1 986 |
| 14 | Delivery futures contract on "Surgutneftegaz" rouble quoted | 132 326 439 | 3 231 |
| 15 | Delivery futures contract on "Sberbank" rouble quoted | 64 528 170 | 1 568 |
| 16 | Call option on RTS Index futures contract | 64 169 555 | 771 |
| 17 | Call option on "Rostelecom" futures contract | 62 872 000 | 6 352 |
| 18 | Delivery futures contract on 3-year's Moscow city bond loan rouble quoted | 59 568 200 | 5 504 |
| 19 | Delivery futures contract on 10-year's Moscow city bond loan rouble quoted | 34 838 280 | 3 202 |
| 20 | Delivery futures contract on MMC "NORILSK NICKEL" rouble quoted | 17 755 239 | 710 |
| 21 | Put option on "Rostelecom" futures contract | 1 052 000 | 118 |
| 22 | Call option on USA dollar futures contract | 280 000 | 10 |
| Total | 35 674 833 663 | 1 267 923 | |
FORTS, a unified derivatives market operating since September 19, 2001, is based on trading and settlement technologies and software that were implemented at and have been successfully used by St. Petersburg Stock Exchange for 8 years. RTS acts as the trading system and the clearinghouse on the integrated market. 92 companies from Moscow, St. Petersburg, Novosibirsk, Ekaterinburg, Samara, Rostov-on-Don, Kazan and Abakan. FORTS participants trade 10 futures contracts and 6 options.
