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For the week of October 16th – October 20th, 2006, the total trading volume on FORTS (Futures & Options on RTS) reached 55,6 billion rubles or 1,52 million contracts. The total open interest at of the last day of the week, October 20th, 2006, reached 85,9 billon rubles or 2,24 million contacts.
| Previous week October 9 – October 13 | Week: October 16 – October 20 | Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 57 375 059 043 | 46 705 651 208 | -18,60% |
| Trading volume, contracts | 1 612 534 | 1 326 950 | -17,71% |
| Number of trades | 122 520 | 112 133 | -8,48% |
| Total open interest, rubles | 41 088 969 840 | 44 174 351 527 | 7,51% |
| Total open interest, contracts | 1 121 808 | 1 166 522 | 3,99% |
| Options Contracts | |||
| Trading volume, rubles | 5 927 900 950 | 8 893 431 770 | 50,03% |
| Trading volume, contracts | 150 647 | 194 448 | 29,08% |
| Number of trades | 3 778 | 3 163 | -16,28% |
| Total open interest, rubles | 39 482 741 600 | 41 718 129 780 | 5,66% |
| Total open interest, contracts | 995 364 | 1 075 996 | 8,10% |
| Total | |||
| Trading volume, rubles | 63 302 959 993 | 55 599 082 978 | -12,17% |
| Trading volume, contracts | 1 763 181 | 1 521 398 | -13,71% |
| Number of trades | 126 298 | 115 296 | -8,71% |
| Total open interest, rubles | 80 571 711 440 | 85 892 481 307 | 6,60% |
| Total open interest, contracts | 2 117 172 | 2 242 518 | 5,92% |
FORTS Trading Volume October 16th – October 20th 2006
| ¹ | Contract | Volume trading | |
|---|---|---|---|
| RUR | Contracts | ||
| 1 | Non-delivery futures contract on RTS Index | 19 355 695 747 | 219 327 |
| 2 | Delivery futures contract on "Gazprom" rouble quoted | 12 321 624 361 | 409 101 |
| 3 | Ôüþ÷åðñû íà àêöèè ÐÀÎ "ÅÝÑ Ðîññèè" | 6 656 138 817 | 330 136 |
| 4 | Delivery futures contract on "Lukoil" rouble quoted | 5 533 187 748 | 253 245 |
| 5 | Put option on RTS Index futures contract | 3 214 492 380 | 38 208 |
| 6 | Call option on RTS Index futures contract | 2 350 128 090 | 27 481 |
| 7 | Call option on Gazprom futures contract | 1 097 274 000 | 35 104 |
| 8 | The contract on gold | 719 565 468 | 44 459 |
| 9 | Non-delivery futures contract on USA dollar quoted | 622 717 462 | 23 167 |
| 10 | Put option on RAO UES futures contract | 433 682 500 | 22 325 |
| 11 | Put option on Gazprom futures contract | 418 525 000 | 14 659 |
| 12 | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) quoted in per cent per annum | 410 355 131 | 415 |
| 13 | Call option on Lukoil futures contract | 388 157 000 | 17 087 |
| 14 | Call option on RAO UES futures contract | 383 488 500 | 17 610 |
| 15 | Delivery futures contract on MMC "NORILSK NICKEL" rouble quoted | 344 210 788 | 9 062 |
| 16 | Call option on MMC "NORILSK NICKEL" futures contract | 325 873 000 | 8 357 |
| 17 | Put option on Lukoil futures contract | 259 279 500 | 12 178 |
| 18 | Delivery futures contract on "Surgutneftegaz" rouble quoted | 183 384 491 | 5 026 |
| 19 | Delivery futures contract on "Sberbank" rouble quoted | 163 952 493 | 2 695 |
| 20 | Delivery futures contract on 10-year's Moscow city bond loan rouble quoted | 155 349 475 | 14 203 |
| 21 | The contract on "URALS" | 141 310 585 | 8 968 |
| 22 | Delivery futures contract on "Rostelecom" rouble quoted | 90 971 418 | 6 825 |
| 23 | Put option on "Rostelecom" futures contract | 11 137 500 | 891 |
| 24 | Call option on USA dollar futures contract | 7 419 800 | 275 |
| 25 | Delivery futures contract on OAO "Rosneft" rouble quoted | 7 187 224 | 321 |
| 26 | Call option on "Rostelecom" futures contract | 3 440 500 | 253 |
| 27 | Put option on USA dollar futures contract | 534 000 | 20 |
| Total | 55 599 082 978 | 1 521 398 | |
