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For the week of September 11th – September 15th, 2006, the total trading volume on FORTS (Futures&Options on RTS) reached 65,6 billion rubles or 2,22 million contracts. The total open interest at of the last day of the week, September 15th, 2006, reached 37,76 billon rubles or 1,18 million contacts.
| Previous week: September 11 – September 15 | Week: September 11 - September 15 | Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 49 137 846 283 | 56 963 069 757 | 15,93% |
| Trading volume, contracts | 1 678 905 | 1 994 674 | 18,81% |
| Number of trades | 101 805 | 114 117 | 12,09% |
| Total open interest, rubles | 36 231 901 240 | 23 224 180 752 | -35,90% |
| Total open interest, contracts | 1 206 862 | 825 290 | -31,62% |
| Options Contracts | |||
| Trading volume, rubles | 3 779 595 070 | 8 641 284 380 | 128,63% |
| Trading volume, contracts | 123 953 | 224 078 | 80,78% |
| Number of trades | 2 854 | 3 518 | 23,27% |
| Total open interest, rubles | 34 533 291 420 | 14 536 088 920 | -57,91% |
| Total open interest, contracts | 1 176 382 | 358 420 | -69,53% |
| Total | |||
| Trading volume, rubles | 52 917 441 353 | 65 604 354 138 | 23,97% |
| Trading volume, contracts | 1 802 858 | 2 218 752 | 23,07% |
| Number of trades | 104 659 | 117 635 | 12,40% |
| Total open interest, rubles | 70 765 192 660 | 37 760 269 672 | -46,64% |
| Total open interest, contracts | 2 383 244 | 1 183 710 | -50,33% |
FORTS Trading Volume September 11 – September 15, 2006
| ¹ | Contract | Volume trading | |
|---|---|---|---|
| RUR | Contracts | ||
| 1 | Delivery futures contract on "Gazprom" rouble quoted | 19 925 176 554 | 680 208 |
| 2 | Delivery futures contract on RAO "UES" rouble quoted | 15 610 759 502 | 752 298 |
| 3 | Delivery futures contract on RTS Index | 12 511 515 117 | 150 362 |
| 4 | Delivery futures contract on "Lukoil" rouble quoted | 4 874 380 785 | 227 619 |
| 5 | Put option on RTS Index futures contract | 3 478 355 920 | 41 857 |
| 6 | Delivery futures contract on affinated gold bars | 1 963 776 381 | 123 456 |
| 7 | Call option on RTS Index futures contract | 1 135 213 160 | 12 975 |
| 8 | Put option on RAO UES futures contract | 1 082 866 000 | 38 319 |
| 9 | Call option on RAO UES futures contract | 849 504 500 | 37 750 |
| 10 | Put option on RAO UES futures contract | 735 459 500 | 37 851 |
| 11 | Delivery Futures contracts on average interest rate of a ruble overnight credit (deposit) MosIBOR (MosIBOR overnight) |
618 799 276 | 624 |
| 12 | Call option on Gazprom futures contract | 585 563 000 | 19 441 |
| 13 | Call option on Lukoil futures contract | 490 236 500 | 21 567 |
| 14 | Non-delivery futures contract on USA dollar quoted | 449 014 484 | 16 806 |
| 15 | Delivery futures contract on MMC "NORILSK NICKEL" rouble quoted | 364 230 930 | 11 003 |
| 16 | Put option on Lukoil futures contract | 259 742 000 | 12 835 |
| 17 | Delivery futures contract on "Sberbank" rouble quoted | 168 995 347 | 3 035 |
| 18 | Delivery futures contract on "Surgutneftegaz" rouble quoted | 162 031 271 | 4 644 |
| 19 | Delivery futures contract on "Rostelecom" rouble quoted | 145 111 844 | 11 298 |
| 20 | Delivery futures contract on 10-year's Moscow city bond loan rouble quoted | 98 762 656 | 9 106 |
| 21 | Delivery futures contract on oil sort "URALS" rouble quoted | 70 515 611 | 4 215 |
| 22 | Call option on "Rostelecom" futures contract | 13 654 000 | 1 000 |
| 23 | Call option on USA dollar futures contract | 8 554 800 | 317 |
| 24 | Put option on "Rostelecom" futures contract | 2 135 000 | 166 |
| Total | 65 604 354 138 | 2 218 752 | |
