Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

FORTS Weekly Trading Results: August 28th – September 1st, 2006

Date 04/09/2006

For the week of August 28th – September 1st, 2006 , the total trading volume on FORTS (Futures & Options on RTS) reached 45,84 billion rubles or 1,46 million contracts. The total open interest at of the last day of the week, September 1st, 2006, reached 68,1 billon rubles or 2,297 million contacts.

  Previous week: August
21th - August 25th
Week August 28th –
September 1st
Change,
%
Futures contracts
Trading volume, rubles . 51 498 335 812 43 256 441 949 -16,00%
Объем торгов, контрактов 1 640 259 1 379 048 -15,92%
Trading volume, contracts 100 512 96 107 -4,38%
Total open interest, rubles 36 794 538 888 36 205 917 479 -1,60%
Total open interest, contracts 1 180 166 1 184 860 0,40%
Options Contracts
Trading volume, rubles 3 254 374 190 2 584 129 070 -20,60%
Trading volume, contracts 110 258 86 776 -21,30%
Number of trades 2 133 1 939 -9,10%
Total open interest, rubles 29 626 371 800 31 927 139 020 7,77%
Total open interest, contracts 1 033 162 1 112 092 7,64%
Total
Trading volume, rubles 54 752 710 002 45 840 571 019 -16,28%
Trading volume, contracts 1 750 517 1 465 824 -16,26%
Number of trades 102 645 98 046 -4,48%
Total open interest, rubles 66 420 910 688 68 133 056 499 2,58%
Total open interest, contracts 2 213 328 2 296 952 3,78%

FORTS Trading Volume August 28th – September 1st 2006

Contract Volume trading
Rubles Contracts
1 Delivery futures contract on "Gazprom" rouble quoted 15 857 601 713 504 549
2 Delivery futures contract on RTS Index 12 210 978 315 139 427
3 Delivery futures contract on RAO "UES" rouble quoted 10 541 896 516 530 057
4 Delivery futures contract on "Lukoil" rouble quoted 2 561 551 067 112 031
5 Call option on Gazprom futures contract 1 058 854 000 34 197
6 Delivery futures contract on affinated gold bars 951 869 861 57 254
7 Call option on RAO UES futures contract 623 564 500 31 463
8 Call option on RTS Index futures contract 602 109 070 6 967
9 Delivery futures contract on average rate of the 1-day RUR credit (deposit) MosIBOR overnight) 329 868 139 332
10 Call option on Lukoil futures contract 277 591 000 12 464
11 Delivery futures on cashless US Dollar rate 235 406 100 8 821
12 Delivery futures contract on MMC "NORILSK NICKEL" rouble quoted 204 885 947 5 615
13 Delivery futures contract on Rostelecom rouble quoted 108 333 375 8 431
14 Delivery futures contract on oil sort "URALS" rouble quoted 100 610 873 5 558
15 Delivery futures contract on "Surgutneftgaz" rouble quoted 78 770 899 1 980
16 Delivery futures contract on 10-year Moscow city bond loan rouble quoted 49 864 685 4 570
17 Delivery futures contract on "Sberbank" rouble quoted 24 804 460 423
18 Call option on "Rostelecom" futures contract 22 010 500 1 685
  Total 45 840 571 019 1 465 824