The largest gain in the last week"s open interest is accounted for by the RTS Index futures contracts (+73,8% or +15,9 thousand contracts), "LUKOil" single stock futures (+55,5% or +52 thousand contracts), and "Gazprom" single stock futures (+21,5% or +61 thousands contracts). The best selling were the following contracts: "Gazprom" single stock futures (36,6% of the total trading volume in ruble equivalent), RTS Index futures (21,1%), "LUKOil" single stock futures (15.1%) and "RAO UES of Russia" single stock futures (12.8%).
| Previous Week, January 26th – January 30th, 2005 | The week of January 10th – January 13th, 2006 | Change, % | |
|---|---|---|---|
| Futures Contacts | |||
| Trading volume, rubles | 6 947 562 090 | 16 912 891 229 | 143,44% |
| Trading volume, contracts | 338 549 | 727 829 | 114,98% |
| Number of trades | 15 508 | 35 905 | 131,53% |
| Total open interest, rubles | 13 646 580 728 | 19 642 262 566 | 43,94% |
| Total open interest, contracts | 793 064 | 957 296 | 20,71% |
| Options Contracts | |||
| Trading volume, rubles | 2 161 410 420 | 2 227 084 355 | 3,04% |
| Trading volume, contracts | 108 846 | 111 221 | 2,18% |
| Number of trades | 1 252 | 2 605 | 108,07% |
| Total open interest, rubles | 7 498 660 880 | 7 416 695 400 | -1,09% |
| Total open interest, contracts | 433 158 | 379 456 | -12,40% |
| Total | |||
| Trading volume, rubles | 9 108 972 510 | 19 139 975 584 | 110,12% |
| Trading volume, contracts | 447 395 | 839 050 | 87,54% |
| Number of trades | 16 760 | 38 510 | 129,77% |
| Total open interest, rubles | 21 145 241 608 | 27 058 957 966 | 27,97% |
| Total open interest, contracts | 1 226 222 | 1 336 752 | 9,01% |
FORTS Trading Volume: January 10th – January 13th, 2005
| ¹ | Contract | Trading Volume | |
|---|---|---|---|
| Rubles | Contracts | ||
| 1 | "Gazprom" single stock futures | 7 010 009 706 | 296 699 |
| 2 | RTS Index futures | 4 047 953 326 | 59 230 |
| 3 | "LUKOil" single stock futures | 2 896 037 721 | 154 744 |
| 4 | "RAO UES of Russia" single stock futures | 2 443 926 648 | 189 170 |
| 5 | Options on "Gazprom" futures | 945 620 500 | 42 445 |
| 6 | Options on "RAO UES of Russia" futures | 502 286 000 | 39 495 |
| 7 | Options on "LUKOil" futures | 400 390 000 | 22 036 |
| 8 | Options on RTS Index futures | 308 065 855 | 4 717 |
| 9 | "Savings Bank of the Russian Federation" single stock futures | 141 011 642 | 3 168 |
| 10 | USD/RUR exchange rate futures | 118 411 452 | 4 161 |
| 11 | "Surgutneftegaz" single stock futures | 104 342 981 | 2 944 |
| 12 | "Rostelecom" single stock futures | 84 259 588 | 12 180 |
| 13 | Options on USD/RUR exchange rate futures | 70 700 000 | 2 525 |
| 14 | 3-year Moscow City Bonds futures | 54 610 000 | 5 000 |
| 15 | "MMC Norilsk Nickel" single stock futures | 12 328 165 | 533 |
| 16 | Options on "Rostelecom" single stock futures | 22 000 | 3 |
| Total | 19 139 975 584 | 839 050 | |
FORTS, a unified derivatives market operating since September 19, 2001, is based on trading and settlement technologies and software that were implemented at and have been successfully used by St. Petersburg Stock Exchange for 8 years. RTS acts as the trading system and the clearinghouse on the integrated market. 92 companies from Moscow, St. Petersburg, Novosibirsk, Ekaterinburg, Samara , Rostov-on-Don, Kazan and Abakan. FORTS participants trade 10 futures contracts and 6 options.
