For the week of October 27th – November 1st, 2008 the total trading volume on FORTS (Futures & Options on RTS) equaled 81,2 bln. roubles or 3,4 mln. contracts, including 20,1 bln. roubles during the evening trading session. The total open interest as of the last day of the week, November 1st, 2008 reached 85,3 bln. roubles or 2,4 mln. contracts.
| Week October 27 – November 1 |
Week October 20 – 24 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 76 938 589 020 | 83 278 720 894 | -7,61% |
| Trading volume, contracts | 3 188 395 | 3 326 001 | -4,14% |
| Number of trades | 815 509 | 753 300 | 8,26% |
| Total open interest, rubles | 30 734 585 672 | 26 733 742 562 | 14,97% |
| Total open interest, contracts | 1 236 782 | 1 328 330 | -6,89% |
| Options Contracts | |||
| Trading volume, rubles | 4 213 622 022 | 5 861 030 788 | -28,11% |
| Trading volume, contracts | 157 020 | 197 764 | -20,60% |
| Number of trades | 9 809 | 9 462 | 3,67% |
| Total open interest, rubles | 54 595 120 401 | 55 506 162 209 | -1,64% |
| Total open interest, contracts | 1 101 340 | 1 188 838 | -7,36% |
| Total | |||
| Trading volume, rubles | 81 152 211 042 | 89 139 751 681 | -8,96% |
| Trading volume, contracts | 3 345 415 | 3 523 765 | -5,06% |
| Number of trades | 825 318 | 762 762 | 8,20% |
| Total open interest, rubles | 85 329 706 073 | 82 239 904 771 | 3,76% |
| Total open interest, contracts | 2 338 122 | 2 517 168 | -7,11% |
| № | Ticker | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 61 043 386 813 | 1 683 122 |
| 2 | GZ | Delivery futures contract on "Gazprom" | 5 611 906 572 | 489 730 |
| 3 | Si | Non-delivery futures contract on USA dollar | 4 908 426 051 | 175 660 |
| 4 | GD | Futures on gold | 1 683 397 935 | 83 815 |
| 5 | SR | Delivery futures contract on "Sberbank" ordinary shares | 1 020 878 458 | 441 944 |
| 6 | LK | Delivery futures contract on "Lukoil" | 934 956 406 | 109 882 |
| 7 | MR | The contract on the rate of the ruble overnight credit (deposit) on the interbank market of Moscow MosPrime | 287 828 319 | 301 |
| 8 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 267 750 431 | 13 647 |
| 9 | SN | Delivery futures contract on "Surgutneftegaz" | 261 658 556 | 20 408 |
| 10 | BR | Brent oil futures | 231 979 515 | 13 612 |
| 11 | VB | Delivery futures contract on JSC VTB Bank | 219 450 987 | 63 389 |
| 12 | RN | Delivery futures contract on "Rosneft" | 183 958 469 | 18 167 |
| 13 | SV | The contract on refined silver | 109 965 205 | 4 288 |
| 14 | MI | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) | 98 823 559 | 100 |
| 15 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform | 20 546 103 | 58 414 |
| 16 | RT | Delivery futures contract on "Rostelecom" | 16 530 122 | 898 |
| 17 | TN | Futures contract on Transneft privileged shares | 7 142 285 | 979 |
| 18 | SP | Delivery futures contract on "Sberbank" privileged shares | 6 954 556 | 7 298 |
| 19 | MT | Delivery futures contract on MTS OJSC | 5 932 209 | 565 |
| 20 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 5 329 107 | 981 |
| 21 | UR | The contract on "URALS" oil | 4 025 024 | 234 |
| 22 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 3 285 100 | 39 |
| 23 | CH | Delivery futures contract on Severstal ordinary shares | 1 492 874 | 171 |
| 24 | HY | Delivery futures contract on RusHydro ordinary shares | 1 413 769 | 283 |
| 25 | TT | Delivery futures contract on ordinary shares of "Tatneft" | 1 287 107 | 424 |
| 26 | EN | Delivery futures on Electric Power Industry companies' ordinary shares | 283 489 | 44 |
| 27 | RI | Options on RTS Index futures contract | 3 320 499 035 | 54 408 |
| 28 | GZ | Options on Gazprom futures contract | 252 686 000 | 12 893 |
| 29 | SR | Options on "Sberbank" futures contract | 174 074 250 | 62 426 |
| 30 | LK | Options on Lukoil futures contract | 162 041 000 | 13 095 |
| 31 | Si | Options on USA dollar futures contract | 141 041 800 | 5 116 |
| 32 | GD | Options on gold futures contract | 123 341 291 | 5 853 |
| 33 | GM | Options on MMC "NORILSK NICKEL" futures contract | 19 280 000 | 1 809 |
| 34 | EN | Options on futures contract on shares of companies of electric-power industry | 12 058 000 | 402 |
| 35 | SV | Options on refined silver futures contract | 4 022 896 | 82 |
| 36 | VB | Options on JSC VTB Bank futures contract | 3 531 750 | 881 |
| 37 | SN | Options on Surgutneftegas futures contract | 1 046 000 | 55 |
| Total: | 81 152 211 042 | 3 345 415 | ||
