For the week of August 13th – August 17th,2007 , the total trading volume on FORTS (Futures & Options on RTS) reached 154,458 billion rubles or 3,108 million contracts. The total open interest at of the last day of the week, August 17th, 2007, reached 259,427 billon rubles or 6,750 million contacts.
Week: August 13 – August 17 |
Week: August 6 – August 10 |
Change, % |
|
---|---|---|---|
Futures contracts | |||
Trading volume, rubles | 128 445 438 125 | 120 526 368 713 | 6,57% |
Trading volume, contracts | 2 614 320 | 2 374 767 | 10,09% |
Number of trades | 216 343 | 207 338 | 4,34% |
Total open interest, rubles | 94 821 088 186 | 90 788 645 343 | 4,44% |
Total open interest, contracts | 2 900 746 | 2 732 556 | 6,16% |
Options Contracts | |||
Trading volume, rubles | 26 013 100 906 | 37 249 100 109 | -30,16% |
Trading volume, contracts | 494 341 | 775 358 | -36,24% |
Number of trades | 8 126 | 7 702 | 5,51% |
Total open interest, rubles | 164 605 889 174 | 156 244 582 690 | 5,35% |
Total open interest, contracts | 3 849 432 | 3 744 320 | 2,81% |
Total | |||
Trading volume, rubles . | 154 458 539 031 | 157 775 468 822 | -2,10% |
Trading volume, contracts | 3 108 661 | 3 150 125 | -1,32% |
Number of trades | 224 469 | 215 040 | 4,38% |
Total open interest, rubles | 259 426 977 360 | 247 033 228 033 | 5,02% |
Total open interest, contracts | 6 750 178 | 6 476 876 | 4,22% |
¹ | Contracts | Volume trading | |
---|---|---|---|
RUR | contracts | ||
1 | Delivery futures contract on "Lukoil" rouble quoted | 4 029 971 166 | 210 919 |
2 | Delivery futures contract on Federal loan bonds OFZ-PD #46018 | 614 284 000 | 56 000 |
3 | Delivery futures contract on "Rostelecom" | 58 963 323 | 2 412 |
4 | Non-delivery futures contract on RTS Oil & Gas Index | 18 978 713 | 1 587 |
5 | Delivery futures contract on OAO "Rosneft" | 197 023 185 | 9 498 |
6 | Non-delivery futures contract on RTS Index | 69 128 290 842 | 721 657 |
7 | Non-delivery futures contract on RTS Consumer & Retail Index | 3 873 013 | 227 |
8 | Delivery futures contract on 7th issue of RZD bonds | 61 980 000 | 6 000 |
9 | Delivery futures contract on 6th issue of RZD bonds | 122 170 000 | 12 000 |
10 | Delivery futures contract on OJSC "Polyus Gold" | 15 002 795 | 1 431 |
11 | Delivery futures contract on JSC "OGK-3" | 4 050 | 1 |
12 | Delivery futures contract on MTS OJSC | 1 611 863 | 63 |
13 | Non-delivery futures contract on USA dollar | 5 133 403 242 | 199 743 |
14 | Delivery futures contract on 10-year's Moscow city bond loan | 247 579 900 | 22 336 |
15 | Delivery futures contract on "Surgutneftegaz" | 2 175 363 382 | 71 450 |
16 | Delivery futures contract on "Gazprom" | 12 891 498 525 | 486 939 |
17 | Delivery futures contract on MMC "NORILSK NICKEL" | 2 663 427 843 | 50 735 |
18 | Futures contract on gold | 239 342 822 | 14 050 |
19 | Delivery futures contract on 8th issue of Gazprom bonds | 60 410 340 | 6 003 |
20 | Delivery futures contract on 4th issue of FGC UES bonds | 20 350 000 | 2 000 |
21 | Delivery futures contract on RAO "UES" | 19 707 139 530 | 578 551 |
22 | Futures on Gaz Oil L-0,2-62 (All-Union Standard 305-82) | 1 810 000 | 13 |
23 | Delivery futures contract on Federal loan bonds OFZ-PD #26199 | 119 279 850 | 12 002 |
24 | Delivery futures contract on Federal loan bonds OFZ-PD #25061 | 79 690 000 | 8 000 |
25 | Delivery futures contract on Federal loan bonds OFZ-PD #46021 | 138 860 000 | 14 000 |
26 | Delivery futures contract on Federal loan bonds OFZ-PD #46020 | 552 092 000 | 54 500 |
27 | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) | 6 068 847 281 | 6 199 |
28 | The contract on refined silver | 5 778 370 | 184 |
29 | Delivery futures contract on Transneft | 8 918 173 | 200 |
30 | Delivery futures contract on O.J.S.C. "Uralsvyazinform" | 16 360 888 | 10 944 |
31 | The contract on "URALS" oil | 153 309 215 | 8 828 |
32 | Delivery futures contract on JSC VTB Bank | 57 800 914 | 4 784 |
33 | Delivery futures contract on "Sberbank" | 3 852 022 901 | 41 064 |
34 | Put option on USA dollar futures contract | 7 858 500 | 306 |
35 | Call option on OAO "Rosneft" futures contract | 44 040 000 | 2 002 |
36 | Put option on OAO "Rosneft" futures contract | 40 000 | 2 |
37 | Put option on "Rostelecom" futures contract | 504 000 | 21 |
38 | Call option on "Sberbank" futures contract | 176 367 500 | 1 700 |
39 | Put option on RTS Index futures contract | 7 883 242 688 | 87 728 |
40 | Call option on USA dollar futures contract | 51 000 | 2 |
41 | Call option on Gazprom futures contract | 1 122 211 000 | 40 172 |
42 | Put option on "Surgutneftegaz" futures contract " | 132 000 | 4 |
43 | Put option on "Sberbank" futures contract | 75 475 000 | 838 |
44 | Call option on RTS Index futures contract | 8 511 422 828 | 83 485 |
45 | Put option on Lukoil futures contract | 845 779 000 | 44 291 |
46 | Put option on Gazprom futures contract | 2 249 519 000 | 89 515 |
47 | Call option on JSC VTB Bank futures contract | 25 000 | 2 |
48 | Put option on MMC "NORILSK NICKEL" futures contract | 1 150 621 000 | 22 881 |
49 | Call option on MMC "NORILSK NICKEL" futures contract | 531 688 000 | 9 560 |
50 | Put option on on gold futures contract | 2 147 473 | 127 |
51 | Call option on gold futures contract | 18 309 917 | 1 076 |
52 | Put option on RAO UES futures contract | 1 301 136 000 | 38 876 |
53 | Call option on RAO UES futures contract | 1 449 835 000 | 40 372 |
54 | Call option on Lukoil futures contract | 642 696 000 | 31 381 |
Total: | 154 458 539 032 | 3 108 661 |