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For the week of September 18th – September 22nd, 2006, the total trading volume on FORTS (Futures & Options on RTS) reached 52,46 billion rubles or 1,66 million contracts. The total open interest at of the last day of the week, September 22nd 2006, reached 44, 98 billon rubles or 1,41 million contacts.
| Previous week: September 11 – September 15 | Week: 18 - 22 September | Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 56 963 069 757 | 45 294 170 425 | -20,49% |
| Trading volume, contracts | 1 994 674 | 1 484 961 | -25,55% |
| Number of trades | 114 117 | 100 639 | -11,81% |
| Total open interest, rubles | 23 224 180 752 | 26 370 373 669 | 13,55% |
| Total open interest, contracts | 825 290 | 910 022 | 10,27% |
| Options Contracts | |||
| Trading volume, rubles | 8 641 284 380 | 7 163 950 220 | -17,10% |
| Trading volume, contracts | 224 078 | 178 484 | -20,35% |
| Number of trades | 3 518 | 3 296 | -6,31% |
| Total open interest, rubles | 14 536 088 920 | 18 606 356 160 | 28,00% |
| Total open interest, contracts | 358 420 | 500 970 | 39,77% |
| Total | |||
| Trading volume, rubles | 65 604 354 137 | 52 458 120 645 | -20,04% |
| Trading volume, contracts | 2 218 752 | 1 663 445 | -25,03% |
| Number of trades | 117 635 | 103 935 | -11,65% |
| Total open interest, rubles | 37 760 269 672 | 44 976 729 829 | 19,11% |
| Total open interest, contracts | 1 183 710 | 1 410 992 | 19,20% |
FORTS Trading Volume September 18 – September 22, 2006
| ¹ | Contracts | Volume trading | |
|---|---|---|---|
| RUR | Contracts | ||
| 1 | Delivery futures contract on "Gazprom" rouble quoted | 13 889 513 098 | 480 590 |
| 2 | Delivery futures contract on RTS Index | 13 513 054 901 | 161 300 |
| 3 | Delivery futures contract on RAO "UES" rouble quoted | 11 685 785 352 | 564 660 |
| 4 | Delivery futures contract on "Lukoil" rouble quoted | 3 276 664 685 | 152 746 |
| 5 | Put option on RTS Index futures contract | 2 473 672 160 | 29 689 |
| 6 | Call option on RTS Index futures contract | 1 596 709 160 | 18 767 |
| 7 | Delivery futures contract on affinated gold bars | 1 113 152 126 | 70 334 |
| 8 | Put option on Gazprom futures contract | 736 008 500 | 25 407 |
| 9 | Delivery Futures contracts on average interest rate of a ruble overnight credit (deposit) MosIBOR (MosIBOR overnight) |
689 713 788 | 695 |
| 10 | Call option on RAO UES futures contract | 641 535 000 | 29 134 |
| 11 | Put option on RAO UES futures contract | 544 284 000 | 27 542 |
| 12 | Call option on Gazprom futures contract | 453 033 000 | 14 905 |
| 13 | Call option on Lukoil futures contract | 341 161 000 | 15 550 |
| 14 | Put option on Lukoil futures contract | 325 907 000 | 15 085 |
| 15 | Delivery futures contract on 10-year's Moscow city bond loan rouble quoted | 249 099 624 | 22 806 |
| 16 | Delivery futures contract on "Sberbank" rouble quoted | 198 012 967 | 3 549 |
| 17 | Delivery futures contract on MMC "NORILSK NICKEL" rouble quoted | 185 215 361 | 5 620 |
| 18 | Non-delivery futures contract on USA dollar quoted | 162 649 544 | 6 101 |
| 19 | Delivery futures contract on "Surgutneftegaz" rouble quoted | 152 066 644 | 4 367 |
| 20 | Delivery futures contract on URALS Oil rouble quoted | 101 363 114 | 6 178 |
| 21 | Delivery futures contract on "Rostelecom" rouble quoted | 77 879 221 | 6 015 |
| 22 | Call option on USA dollar futures contract | 38 285 200 | 1 419 |
| 23 | Call option on "Rostelecom" futures contract | 11 572 000 | 856 |
| 24 | Put option on "Rostelecom" futures contract | 1 597 000 | 123 |
| 25 | Put option on USA dollar futures contract | 186 200 | 7 |
| Total | 52 458 120 645 | 1 663 445 | |
