For the week of November 24th – November 28th, 2008 the total trading volume on FORTS (Futures & Options on RTS) equaled 110,6 bln. roubles or 4,8 mln. contracts, including 27,6 bln. roubles during the evening trading session. The total open interest as of the last day of the week, November 28th, 2008 reached 94,8 bln. roubles or 2,8 mln. contracts.
| Week November 24 – November 28 |
Week November 17 – November 21 |
Change, % |
|
|---|---|---|---|
|
Futures contracts |
|||
| Trading volume, rubles | 100 173 379 699 | 83 606 426 202 | 19,82% |
| Trading volume, contracts | 4 208 657 | 3 828 173 | 9,94% |
| Number of trades | 1 011 238 | 994 660 | 1,67% |
| Total open interest, rubles | 34 649 627 680 | 33 977 446 765 | 1,98% |
| Total open interest, contracts | 1 555 230 | 1 631 620 | -4,68% |
|
Options Contracts |
|||
| Trading volume, rubles | 10 435 365 929 | 4 124 786 650 | 152,99% |
| Trading volume, contracts | 581 364 | 146 210 | 297,62% |
| Number of trades | 8 413 | 7 599 | 10,71% |
| Total open interest, rubles | 60 169 791 974 | 59 752 860 924 | 0,70% |
| Total open interest, contracts | 1 266 546 | 1 258 966 | 0,60% |
|
Total |
|||
| Trading volume, rubles | 110 608 745 628 | 87 731 212 852 | 26,08% |
| Trading volume, contracts | 4 790 021 | 3 974 383 | 20,52% |
| Number of trades | 1 019 651 | 1 002 259 | 1,74% |
| Total open interest, rubles | 94 819 419 654 | 93 730 307 689 | 1,16% |
| Total open interest, contracts | 2 821 776 | 2 890 586 | -2,38% |
| № | Ticker | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 77 762 454 955 | 2 164 160 |
| 2 | GZ |
Delivery futures contract on "Gazprom" |
9 990 871 333 | 913 834 |
| 3 | Si | Non-delivery futures contract on USA dollar | 6 234 630 974 | 215 069 |
| 4 | GD |
Futures on gold |
2 209 872 476 | 99 017 |
| 5 | SR | Delivery futures contract on "Sberbank" ordinary shares | 1 348 108 239 | 544 835 |
| 6 | LK | Delivery futures contract on "Lukoil" | 1 287 815 869 | 147 856 |
| 7 | BR | Brent oil futures | 342 889 705 | 24 111 |
| 8 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 314 409 382 | 15 453 |
| 9 | SN |
Delivery futures contract on "Surgutneftegaz" |
202 863 348 | 11 493 |
| 10 | SV | The contract on refined silver | 201 010 562 | 7 166 |
| 11 | RN |
Delivery futures contract on "Rosneft" |
144 005 606 | 13 728 |
| 12 | VB | Delivery futures contract on JSC VTB Bank | 91 158 822 | 28 167 |
| 13 | UR | The contract on "URALS" oil | 22 958 268 | 1 696 |
| 14 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform | 5 766 112 | 18 178 |
| 15 | TN | Futures contract on Transneft privileged shares | 2 874 326 | 398 |
| 16 | HY | Delivery futures contract on RusHydro ordinary shares | 2 393 602 | 335 |
| 17 | SP | Delivery futures contract on "Sberbank" privileged shares | 2 376 821 | 2 230 |
| 18 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 1 603 228 | 313 |
| 19 | MT | Delivery futures contract on MTS OJSC | 1 451 137 | 139 |
| 20 | RT | Delivery futures contract on "Rostelecom" | 1 340 185 | 69 |
| 21 | TT | Delivery futures contract on ordinary shares of "Tatneft" | 1 045 032 | 241 |
| 22 | EN | Delivery futures on Electric Power Industry companies' ordinary shares | 648 076 | 83 |
| 23 | CH | Delivery futures contract on Severstal ordinary shares | 337 796 | 42 |
| 24 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 246 000 | 3 |
| 25 | NK | Delivery futures contract on NOVATEK | 168 190 | 26 |
| 26 | Ro | Non-delivery futures contract on RTS Oil & Gas Index | 51 509 | 9 |
| 27 | Rk | Non-delivery futures contract on RTS Telecom Index | 28 147 | 6 |
| 28 | GZ |
Options on Gazprom futures contract |
7 133 991 000 | 491 214 |
| 29 | RI | Options on RTS Index futures contract | 2 848 443 888 | 52 480 |
| 30 | GD |
Options on gold futures contract |
301 986 908 | 12 361 |
| 31 | GM | Options on MMC "NORILSK NICKEL" futures contract | 60 067 500 | 2 395 |
| 32 | SR | Options on "Sberbank" futures contract | 57 116 000 | 19 755 |
| 33 | LK |
Options on Lukoil futures contract |
20 650 000 | 1 851 |
| 34 | Si | Options on USA dollar futures contract | 8 380 000 | 296 |
| 35 | VB |
Options on JSC VTB Bank futures contract |
1 819 750 | 564 |
| 36 | PZ | Options on OJSC "Polyus Gold" futures contract | 1 600 000 | 400 |
| 37 | SV | Options on refined silver futures contract | 1 108 883 | 41 |
| 38 | EN | Options on futures contract on shares of companies of electric-power industry | 180 000 | 6 |
| 39 | MT |
Options on MTS OJSC futures contract |
22 000 | 1 |
| Total: | 110 608 745 628 | 4 790 021 | ||
