MICEX Derivatives Market trading statistics for November, 2007
December 3, 2007
The trading volume in the MICEX derivatives market for November-07 totaled 158,9 billion RUB ( 6,3 million contracts). The total open interest at the end of the month — 113,2 billion RUB (4,5 million contracts)
| | November-07 | Change to | October-07 | September-07 |
| USD/RUB futures |
| Trading volume (contracts)* | 6 340 610 | -44% | 11 324 429 | 7 930 753 |
| Trading volume (RUB mln) | 156 040 | -45% | 283 344 | 201 610 |
| Quantity of transactions | 305 | -51% | 622 | 426 |
| Open interest, end of month ((contracts)* | 4 507 369 | -4% | 4 680 325 | 4 150 000 |
| Open interest, end of month (RUB mln) | 110 458 | -5% | 116 023 | 104 169 |
| Interest rates futures |
| Trading volume (contracts)** | 281 | -44% | 499 | 564 |
| Trading volume (RUB mln) | 2 808 | -43% | 4 954 | 5 617 |
| Quantity of transactions | 15 | -68% | 47 | 53 |
| Open interest, end of month (contracts)** | 274 | 4% | 263 | 216 |
| Open interest, end of month (RUB mln) | 2 712 | 4% | 2 597 | 2 149 |
| MICEX Index Futures |
| Trading volume (contracts)*** | 1 719 | -93% | 23 804 | 6 697 |
| Trading volume (RUB mln) | 64 | -93% | 874 | 228 |
| Quantity of transactions | 40 | -85% | 274 | 103 |
| Open interest, end of month (contracts)*** | 403 | 33% | 303 | 1 366 |
| Open interest, end of month (RUB mln) | 15 | 30% | 11 | 49 |
| Total |
| Trading volume (contracts) | 6 342 610 | -44% | 11 348 732 | 7 938 014 |
| Trading volume (RUB mln) | 158 911 | -45% | 289 172 | 207 456 |
| Quantity of transactions | 360 | -62% | 943 | 582 |
| Open interest, end of month (contracts) | 4 508 046 | -4% | 4 680 891 | 4 151 582 |
| Open interest, end of month (RUB mln) | 113 185 | -5% | 118 631 | 106 367 |
* Trading unit — $1000. ** Trading unit — RUB 10 mln. *** Trading unit — RUB 20 times MICEX Index
The largest trading volume on November-07 was in USD/RUB futures totaling 6 340 610 contracts per month
| Code | Contract month | Trading volume (RUB) | Trading volume (contracts) | Share in trading volume |
| FSUSD7B | November-07 | 0 | 0 | 0% |
| FSUSD7C | December-07 | 40 999 921 745 | 1 677 202 | 26% |
| FSUSD81 | January-08 | 7 414 519 000 | 302 700 | 5% |
| FSUSD82 | February-08 | 10 221 710 000 | 416 000 | 7% |
| FSUSD83 | March-08 | 6 624 420 900 | 269 552 | 4% |
| FSUSD84 | April-08 | 49 061 000 | 2 000 | 0% |
| FSUSD85 | May-08 | 245 025 000 | 10 000 | 0% |
| FSUSD86 | June-08 | 12 377 041 750 | 502 850 | 8% |
| FSUSD89 | September-08 | 47 570 392 250 | 1 926 500 | 30% |
| FSUSD8C | December-08 | 30 537 808 925 | 1 233 806 | 20% |
| Total: | 156 039 900 570 | 6 340 610 | 100% |
The largest OI at the end of the month was in USD/RUB futures totaling 4 507 369 contracts
| Code | Contract month | Open interest, end of month (RUB) | Open interest, end of month (contracts) | Share in open interest |
| FSUSD7B | November-07 | 0 | 0 | 0% |
| FSUSD7C | December-07 | 36 321 823 275 | 1 489 515 | 33% |
| FSUSD81 | January-08 | 9 466 161 000 | 387 600 | 9% |
| FSUSD82 | February-08 | 3 325 036 800 | 136 000 | 3% |
| FSUSD83 | March-08 | 10 635 169 725 | 434 754 | 10% |
| FSUSD84 | April-08 | 48 970 000 | 2 000 | 0% |
| FSUSD85 | May-08 | 245 038 000 | 10 000 | 0% |
| FSUSD86 | June-08 | 29 652 972 500 | 1 207 000 | 27% |
| FSUSD89 | September-08 | 20 762 451 250 | 840 500 | 19% |
| FSUSD8C | December-08 | 0 | 0 | 0% |
| Total: | 110 457 622 550 | 4 507 369 | 100% |
Derivatives Market
