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For the week of December 18th – December 22th 2006, the total trading volume on FORTS (Futures & Options on RTS) reached 49,7 billion rubles or 1,36 million contracts. The total open interest at of the last day of the week, December 22th, 2006, reached 76,6 billon rubles or 2,34 million contacts.
| Week December 11 - December 15 | Week December 18 – December 22 | Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 78 543 127 366 | 40 008 647 773 | -49,06% |
| Trading volume, contracts | 2 361 139 | 1 095 459 | -53,60% |
| Number of trades | 127 030 | 97 493 | -23,25% |
| Total open interest, rubles | 33 215 332 217 | 38 042 795 376 | 14,53% |
| Total open interest, contracts | 1 009 512 | 1 148 218 | 13,74% |
| Options Contracts | |||
| Trading volume, rubles | 16 873 771 380 | 9 710 147 720 | -42,45% |
| Trading volume, contracts | 510 913 | 262 546 | -48,61% |
| Number of trades | 4 272 | 2 640 | -38,20% |
| Total open interest, rubles | 26 201 445 060 | 38 581 701 740 | 47,25% |
| Total open interest, contracts | 873 190 | 1 187 902 | 36,04% |
| Total | |||
| Trading volume, rubles | 95 416 898 746 | 49 718 795 493 | -47,89% |
| Trading volume, contracts | 2 872 052 | 1 358 005 | -52,72% |
| Number of trades | 131 302 | 100 133 | -23,74% |
| Total open interest, rubles | 59 416 777 277 | 76 624 497 116 | 28,96% |
| Trading volume, contracts | 1 882 702 | 2 336 120 | 24,08% |
FORTS Trading Volume Week: December 18 – December 22, 2006
| ¹ | Contract | Volume trading | |
|---|---|---|---|
| RUR | Contracts | ||
| 1 | Non-delivery futures contract on RTS Index | 13 471 002 777 | 137 102 |
| 2 | Delivery futures contract on "Gazprom" rouble quoted | 10 452 716 569 | 337 048 |
| 3 | Delivery futures contract on RAO "UES" rouble quoted | 9 231 502 085 | 343 226 |
| 4 | Call option on Gazprom futures contract | 2 455 763 000 | 75 588 |
| 5 | Put option on Gazprom futures contract | 2 405 542 000 | 83 504 |
| 6 | Delivery futures contract on "Lukoil" rouble quoted | 2 196 825 670 | 94 169 |
| 7 | Delivery futures contract on "Lukoil" rouble quoted | 1 881 183 960 | 18 502 |
| 8 | The contract on gold | 1 513 013 095 | 90 991 |
| 9 | Delivery futures contract on "Sberbank" rouble quoted | 1 362 915 093 | 16 373 |
| 10 | Put option on RTS Index futures contract | 806 709 260 | 8 370 |
| 11 | Put option on MMC "NORILSK NICKEL" futures contract | 780 000 000 | 20 000 |
| 12 | Delivery futures contract on "Rostelecom" rouble quoted | 567 627 975 | 30 159 |
| 13 | Put option on Lukoil futures contract | 468 878 000 | 21 049 |
| 14 | Call option on RAO UES futures contract | 378 959 000 | 13 592 |
| 15 | Non-delivery futures contract on USA dollar quoted | 346 107 281 | 13 159 |
| 16 | Put option on RAO UES futures contract | 233 752 500 | 9 156 |
| 17 | Delivery futures contract on "Surgutneftegaz" rouble quoted | 229 241 217 | 5 829 |
| 18 | Call option on Lukoil futures contract | 223 158 000 | 8 602 |
| 19 | Delivery futures contract on 10-year's Moscow city bond loan rouble quoted | 207 732 339 | 19 007 |
| 20 | Delivery futures contract on MMC "NORILSK NICKEL" rouble quoted | 185 036 472 | 4 535 |
| 21 | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) quoted in per cent per annum | 178 150 312 | 180 |
| 22 | Call option on "Rostelecom" futures contract | 43 891 500 | 2 369 |
| 23 | The contract on "URALS" | 42 727 717 | 2 705 |
| 24 | Put option on "Rostelecom" futures contract | 32 269 500 | 1 813 |
| 25 | Put option on "Rostelecom" futures contract | 24 049 172 | 976 |
| 26 | Call option on MMC "NORILSK NICKEL" futures contract | 41 000 | 1 |
| Total | 49 718 795 494 | 1 358 005 | |
