For the week of October 13th – October 17th, 2008 the total trading volume on FORTS (Futures & Options on RTS) equaled 66,6 billion rubles or 2,5 million contracts including 12,9 bln rubles within an evening session. The total open interest on the last day of the week, October 17th, 2008 reached 87,1 billon rubles or 2,5 million contracts.
| Week: October 13 – 17 |
Week: October 6 – 10 |
Change, % | |
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 60 992 440 395 | 70 154 780 588 | -13,06% |
| Trading volume, contracts | 2 318 061 | 2 572 004 | -9,87% |
| Number of trades | 642 555 | 542 974 | 18,34% |
| Total open interest, rubles | 30 627 315 877 | 65 733 197 538 | -53,41% |
| Total open interest, contracts | 1 271 476 | 1 182 124 | 7,56% |
| Options Contracts | |||
| Trading volume, rubles | 5 587 599 739 | 7 184 525 208 | -22,23% |
| Trading volume, contracts | 148 378 | 157 402 | -5,73% |
| Number of trades | 8 374 | 10 168 | -17,64% |
| Total open interest, rubles | 56 486 506 361 | 59 619 521 854 | -5,26% |
| Total open interest, contracts | 1 253 452 | 1 337 976 | -6,32% |
| Total | |||
| Trading volume, rubles | 66 580 040 134 | 77 339 305 795 | -13,91% |
| Trading volume, contracts | 2 466 439 | 2 729 406 | -9,63% |
| Number of trades | 650 929 | 553 142 | 17,68% |
| Futures contracts | 87 113 822 237 | 125 352 719 392 | -30,51% |
| Trading volume, rubles | 2 524 928 | 2 520 100 | 0,19% |
| № | ticker | Contract | Trading volume | |
|---|---|---|---|---|
| rub. | contr. | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 45 974 649 231 | 1 090 115 |
| 2 | Si | Non-delivery futures contract on USA dollar | 5 290 558 264 | 199 202 |
| 3 | GZ | Delivery futures contract on "Gazprom" | 4 614 261 283 | 380 897 |
| 4 | GD | Futures on gold | 1 931 396 571 | 87 596 |
| 5 | SR | Delivery futures contract on "Sberbank" ordinary shares | 1 030 227 652 | 335 531 |
| 6 | LK | Delivery futures contract on "Lukoil" | 970 270 168 | 97 026 |
| 7 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 295 008 714 | 16 666 |
| 8 | SV | The contract on refined silver | 159 192 937 | 5 742 |
| 9 | SN | Delivery futures contract on "Surgutneftegaz" | 142 942 476 | 10 851 |
| 10 | BR | The contract on "BRENT" oil | 124 881 738 | 6 421 |
| 11 | VB | Delivery futures contract on JSC VTB Bank | 117 563 161 | 34 410 |
| 12 | RN | Delivery futures contract on "Rosneft" | 108 662 280 | 10 644 |
| 13 | MI | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) | 108 522 777 | 110 |
| 14 | UR | The contract on "URALS" oil | 62 760 888 | 3 365 |
| 15 | NK | Delivery futures contract on NOVATEK | 21 562 715 | 2 423 |
| 16 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 9 661 481 | 1 814 |
| 17 | CH | Delivery futures contract on ordinary shares of "Severstal" | 9 562 967 | 653 |
| 18 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform" | 9 450 692 | 31 690 |
| 19 | EN | Delivery futures on shares of companies of electric-power industry | 2 526 655 | 316 |
| 20 | SP | Delivery futures contract on "Sberbank" pref | 2 366 768 | 1 780 |
| 21 | HY | Delivery futures contract on ordinary shares of "HydroOGK" | 1 601 202 | 327 |
| 22 | Rc | Non-delivery futures contract on RTS Consumer & Retail Index | 1 492 022 | 140 |
| 23 | MT | Delivery futures contract on MTS OJSC | 1 207 204 | 91 |
| 24 | TN | Delivery futures contract on Transneft | 1 156 885 | 116 |
| 25 | TT | Delivery futures contract on ordinary shares of "Tatneft" | 910 595 | 127 |
| 26 | Ro | Non-delivery futures contract on RTS Oil & Gas Index | 43 070 | 8 |
| 27 | RI | Options on RTS Index futures contract | 4 540 043 034 | 81 854 |
| 28 | GZ | Options on Gazprom futures contract | 673 851 500 | 28 072 |
| 29 | SR | Опционы на фьючерсный контракт на акции ОАО "Сбербанк России" | 123 132 500 | 22 589 |
| 30 | LK | Options on Lukoil futures contract | 122 623 000 | 8 341 |
| 31 | GD | Options on gold futures contract | 89 682 764 | 3 932 |
| 32 | VB | Options on JSC VTB Bank futures contract | 24 321 000 | 3 044 |
| 33 | Si | Options on USA dollar futures contract | 11 837 800 | 455 |
| 34 | GM | Options on MMC "NORILSK NICKEL" futures contract | 1 725 000 | 73 |
| 35 | SN | Options on "Surgutneftegaz" delivery futures contract | 170 000 | 11 |
| 36 | SV | Options on refined silver futures contract | 123 141 | 4 |
| 37 | EN | Options on futures contract on shares of companies of electric-power industry | 90 000 | 3 |
| Total: | 66 580 040 134 | 2 466 439 | ||
