Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

The MICEX Derivatives Market Trade Statistics For May, 2006

Date 02/06/2006

The period May, 2006 was registered the following trade statistics in the MICEX Derivatives Market:
  • the MosPrime Rate futures were dealt 4 trades totaling 60 million rubles (6 contracts) during the month;
  • USD/RUR futures were registered 290 trades amounting to 98.5 billion rubles (3,651,720 contracts).

The open interest in the USD/RUR futures made up 43 billion rubles (1,599,230 contracts) as at May, 31 2006.

The maximum trading volume fell at the USD/RUR futures with the June settlement month – 1,610,620 contracts (45%), 17% of the total turnover was traded in the futures to be settled in August, 13% - in September, 6% - both in May and in December, 5% - June and March, 2% - November, 1% - October, all are the 2006 months.

As at May 31, 2006 the maximum open interest figure was shown by the June, 2006 settled USD/RUR futures – 586,930 contracts (36%), the rest 64% distributed in the following way: 26% - the futures expiring in September, 12% - in December, 9% - in August, 8% - March, 2007, 6% - July, 2% - October, 1% - November, 2006.