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 |