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For the week of June 16th – June 20th, 2008 the total trading volume on FORTS (Futures & Options on RTS) equaled 228,5 bln. roubles or 4,3 mln. contracts, including 15,1 bln. roubles during the evening trading session. The total open interest as of the last day of the week, June 20th, 2008 reached 212,7 bln. roubles or 5,8 mln. contracts.
| Week June 16 – 20 |
Week June 09 – June 11 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 193 579 266 719 | 154 611 671 413 | 25,20% |
| Trading volume, contracts | 3 042 938 | 3 802 242 | -19,97% |
| Number of trades | 408 221 | 275 217 | 48,33% |
| Total open interest, rubles | 91 833 435 397 | 144 904 187 130 | -36,62% |
| Total open interest, contracts | 2 625 098 | 3 333 826 | -21,26% |
| Options Contracts | |||
| Trading volume, rubles | 34 882 621 246 | 48 764 641 504 | -28,47% |
| Trading volume, contracts | 1 238 840 | 1 637 272 | -24,34% |
| Number of trades | 11 156 | 10 871 | 2,62% |
| Total open interest, rubles | 120 869 563 417 | 208 859 064 184 | -42,13% |
| Total open interest, contracts | 3 175 888 | 3 684 126 | -13,80% |
| Total | |||
| Trading volume, rubles | 228 461 887 965 | 203 376 312 918 | 12,33% |
| Trading volume, contracts | 4 281 778 | 5 439 514 | -21,28% |
| Number of trades | 419 377 | 286 088 | 46,59% |
| Total open interest, rubles | 212 702 998 814 | 353 763 251 315 | -39,87% |
| Total open interest, contracts | 5 800 986 | 7 017 952 | -17,34% |
| № | Ticker | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 154 727 152 917 | 1 361 357 |
| 2 | GZ | Delivery futures contract on "Gazprom" | 15 075 045 352 | 427 611 |
| 3 | LK | Delivery futures contract on "Lukoil" | 6 835 687 583 | 274 728 |
| 4 | GD | Futures on gold | 4 656 598 876 | 218 331 |
| 5 | SR | Delivery futures contract on "Sberbank" ordinary shares | 2 999 548 520 | 370 836 |
| 6 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 2 122 742 281 | 32 712 |
| 7 | Si | Non-delivery futures contract on USA dollar | 1 987 845 927 | 83 656 |
| 8 | SN | Delivery futures contract on "Surgutneftegaz" | 1 428 526 752 | 50 808 |
| 9 | VB | Delivery futures contract on JSC VTB Bank | 929 299 465 | 106 394 |
| 10 | UR | The contract on "URALS" oil | 901 412 141 | 29 430 |
| 11 | RN | Delivery futures contract on "Rosneft" | 563 481 163 | 19 922 |
| 12 | TN | Futures contract on Transneft privileged shares | 434 568 537 | 12 855 |
| 13 | MI | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) | 328 044 102 | 336 |
| 14 | MR | The contract on the rate of the rouble overnight loan (deposit) on the interbank market of Moscow MosPrime | 189 283 060 | 200 |
| 15 | Ro | Non-delivery futures contract on RTS Oil & Gas Index | 85 763 602 | 5 580 |
| 16 | EN | Futures contract on ordinary shares of United Energy System | 63 894 992 | 2 264 |
| 17 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform | 53 187 557 | 37 902 |
| 18 | MT | Delivery futures contract on MTS OJSC | 40 515 991 | 1 336 |
| 19 | SV | The contract on refined silver | 36 044 049 | 881 |
| 20 | HY | Delivery futures contract on HydroOGK ordinary shares | 29 606 447 | 1 452 |
| 21 | Rk | Non-delivery futures contract on RTS Telecom Index | 24 651 279 | 1 874 |
| 22 | SB | Delivery futures contract on "Sberbank" ordinary shares | 22 203 220 | 274 |
| 23 | CH | Delivery futures contract on Severstal ordinary shares | 14 269 489 | 237 |
| 24 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 9 243 108 | 611 |
| 25 | RT | Delivery futures contract on "Rostelecom" | 7 480 234 | 270 |
| 26 | TT | Delivery futures contract on Tatneft ordinary shares | 6 465 278 | 349 |
| 27 | SP | Delivery futures contract on "Sberbank" privileged shares | 2 840 030 | 564 |
| 28 | NK | Delivery futures contract on NOVATEK | 2 371 265 | 113 |
| 29 | Rc | Non-delivery futures contract on RTS Consumer & Retail Index | 766 902 | 46 |
| 30 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 726 600 | 9 |
| 31 | RI | Put option on RTS Index futures contract | 10 013 642 479 | 94 164 |
| 32 | RI | Call option on RTS Index futures contract | 9 025 074 234 | 75 867 |
| 33 | SR | Put option on "Sberbank" futures contract | 4 851 004 500 | 632 732 |
| 34 | GZ | Call option on Gazprom futures contract | 2 851 883 000 | 80 275 |
| 35 | GZ | Put option on Gazprom futures contract | 2 504 240 000 | 76 304 |
| 36 | LK | Put option on Lukoil futures contract | 1 551 593 000 | 60 584 |
| 37 | LK | Call option on Lukoil futures contract | 1 456 803 000 | 57 855 |
| 38 | SR | Call option on "Sberbank" futures contract | 675 104 500 | 81 739 |
| 39 | GM | Put option on MMC "NORILSK NICKEL" futures contract | 486 675 000 | 8 422 |
| 40 | GD | Put option on gold futures contract | 446 291 760 | 21 409 |
| 41 | GM | Call option on MMC "NORILSK NICKEL" futures contract | 231 817 500 | 3 377 |
| 42 | Si | Call option on USA dollar futures contract | 181 647 600 | 7 611 |
| 43 | GD | Call option on gold futures contract | 177 497 199 | 8 225 |
| 44 | RN | Call option on "Rosneft" futures contract | 150 330 000 | 5 011 |
| 45 | VB | Put option on JSC VTB Bank futures contract | 126 453 000 | 16 132 |
| 46 | Si | Put option on USA dollar futures contract | 80 946 700 | 3 462 |
| 47 | VB | Call option on JSC VTB Bank futures contract | 44 120 500 | 4 887 |
| 48 | SV | Call option on refined silver futures contract | 13 897 878 | 327 |
| 49 | SV | Put option on refined silver futures contract | 9 760 396 | 261 |
| 50 | PZ | Call option on OJSC "Polyus Gold" futures contract | 2 416 000 | 151 |
| 51 | EN | Call option on ordinary shares of United Energy System futures contract | 1 295 000 | 40 |
| 52 | EN | Put option on ordinary shares of United Energy System futures contract | 78 000 | 3 |
| 53 | RN | Put option on "Rosneft" futures contract | 50 000 | 2 |
| Total: | 228 461 887 965 | 4 281 778 | ||
