Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Settlement Volume Of December Futures On Derivatives Section of RTS–FORTS Made Up 16,8 Bln Rubles

Date 18/12/2007

On December 2007 settlement of futures contracts took place in the derivatives section of RTS – FORTS. All participants fulfilled their obligations to RTS Clearing Center. The volume of delivery made up 16 874 612 016,19 rubles.

In comparison with September 2007 the volume of settlement has increased by 32%. In September 2007 volume of settlement reached 12,7 bln rubles.

Contract Number of
settled
contracts
Number of
non-settled
contracts
Settlement
price, RUR
Volume of
settlement, RUR
GAZR-12.07 86399   33100,00 2 859 806 900,00
EERU-12.07 24067   34210,00 823 332 070,00
EERx-12.07 7379   30280,00 223 436 120,00
LKOH-12.07 42689   21270,00 907 995 030,00
SNGR-12.07 19935   30001,00 598 069 935,00
RTKM-12.07 3072   27835,00 85 509 120,00
ROSN-12.07 5289   23000,00 121 647 000,00
GMKR-12.07 12067   63500,00 766 254 500,00
SBER-12.07 12826   104700,00 1 342 882 200,00
TRNF-12.07 294   48000,00 14 112 000,00
URSI-12.07 3563   1444,00 5 144 972,00
VTBR-12.07 31714   11611,00 368 231 254,00
NOTK-12.07 76   18000,00 1 368 000,00
OGKC-12.07 0   3627,00 0,00
OGE-12.07 0   4298,00 0,00
OGKD-12.07 0   3337,00 0,00
PLZL-12.07 1389   9542,00 13 253 838,00
MTSI-12.07 5617   35800,00 201 088 600,00
RTS-12.07 42977   110861,87 4 764 510 586,99
RTSc-12.07 0   0,00 0,00
RTSo-12.07 25387   13953,13 354 228 111,31
Si-12.07 69221   24732,00 1 711 973 772,00
UR-12.07 386   21808,29 8 417 999,94
GOLD-12.07 19892   19288,75 383 691 815,00
SILV-12.07 613   33700,15 20 658 191,95
MIBR-12.07 1069   1000000,00 1 069 000 000,00
MOPR-12.07 230   1000000,00 230 000 000,00
Èòîãî       16 874 612 016,19

Derivatives market of RTS – FORTS is a leading trading ground for futures and options in Russia. Trading on FORTS started in September 2001. At present FORTS has the widest range of instruments in Russia. These are 63 contracts (44 futures and 19 options) on shares of Russian companies, bonds, short interest rates, currency, RTS Index, oil, gas oil and gold.

The trading volume on FORTS in 2007 exceeded 166 bln dollars. On FORTS From January to September 2007 there were executed more than 7,2 mln transactions with 93,5 contracts. Average daily open interest on standard contracts in 2007 grew by 102,6% and in September reached 8 bln dollars.