MICEX Derivatives Market trading statistics for December, 2007
December 28, 2007
The trading volume in the MICEX derivatives market for December-07 totaled 142,7 billion RUB ( 5,7 million contracts). The total open interest at the end of the month — 124 billion RUB (4,9 million contracts)
| | December-07 | Change to | November-07 | October-07 |
| USD/RUB futures |
| Trading volume (contracts)* | 5 673 299 | -11% | 6 340 610 | 11 324 429 |
| Trading volume (RUB mln) | 139 917 | -10% | 156 040 | 283 344 |
| Quantity of transactions | 282 | -8% | 305 | 622 |
| Open interest, end of month ((contracts)* | 4 905 816 | 9% | 4 507 369 | 4 680 325 |
| Open interest, end of month (RUB mln) | 120 562 | 9% | 110 458 | 116 023 |
| Interest rates futures |
| Trading volume (contracts)** | 270 | -4% | 281 | 499 |
| Trading volume (RUB mln) | 2 676 | -5% | 2 808 | 4 954 |
| Quantity of transactions | 17 | 13% | 15 | 47 |
| Open interest, end of month (contracts)** | 351 | 28% | 274 | 263 |
| Open interest, end of month (RUB mln) | 3 479 | 28% | 2 712 | 2 597 |
| MICEX Index Futures |
| Trading volume (contracts)*** | 1 489 | -13% | 1 719 | 23 804 |
| Trading volume (RUB mln) | 58 | -9% | 64 | 874 |
| Quantity of transactions | 60 | 50% | 40 | 274 |
| Open interest, end of month (contracts)*** | 201 | -50% | 403 | 303 |
| Open interest, end of month (RUB mln) | 8 | -47% | 15 | 11 |
| Total |
| Trading volume (contracts) | 5 675 058 | -11% | 6 342 610 | 11 348 732 |
| Trading volume (RUB mln) | 142 651 | -10% | 158 911 | 289 172 |
| Quantity of transactions | 359 | 0% | 360 | 943 |
| Open interest, end of month (contracts) | 4 906 368 | 9% | 4 508 046 | 4 680 891 |
| Open interest, end of month (RUB mln) | 124 049 | 10% | 113 185 | 118 631 |
* Trading unit — $1000. ** Trading unit — RUB 10 mln. *** Trading unit — RUB 20 times MICEX Index
The largest trading volume on December-07 was in USD/RUB futures totaling 5 673 299 contracts per month
| Code | Contract month | Trading volume (RUB) | Trading volume (contracts) | Share in trading volume |
| FSUSD7C | December-07 | 9 671 545 860 | 395 267 | 7% |
| FSUSD81 | January-08 | 26 495 818 160 | 1 074 701 | 19% |
| FSUSD82 | February-08 | 33 425 162 500 | 1 354 500 | 24% |
| FSUSD83 | March-08 | 19 713 456 250 | 799 620 | 14% |
| FSUSD84 | April-08 | 858 837 500 | 35 000 | 1% |
| FSUSD85 | May-08 | 7 294 661 000 | 296 000 | 5% |
| FSUSD86 | June-08 | 8 183 611 465 | 332 711 | 6% |
| FSUSD89 | September-08 | 31 034 331 000 | 1 255 500 | 22% |
| FSUSD8C | December-08 | 3 239 450 000 | 130 000 | 2% |
| FSUSD93 | March-09 | 0 | 0 | 0% |
| Total: | 139 916 873 735 | 5 673 299 | 100% |
The largest OI at the end of the month was in USD/RUB futures totaling 4 905 816 contracts
| Code | Contract month | Open interest, end of month (RUB) | Open interest, end of month (contracts) | Share in open interest |
| FSUSD7C | December-07 | 0 | 0 | 0% |
| FSUSD81 | January-08 | 19 355 658 660 | 784 901 | 16% |
| FSUSD82 | February-08 | 24 957 857 500 | 1 019 000 | 21% |
| FSUSD83 | March-08 | 13 506 501 386 | 550 634 | 11% |
| FSUSD84 | April-08 | 882 630 000 | 36 000 | 1% |
| FSUSD85 | May-08 | 1 692 742 500 | 69 000 | 1% |
| FSUSD86 | June-08 | 28 475 964 386 | 1 160 281 | 24% |
| FSUSD89 | September-08 | 29 214 145 000 | 1 186 000 | 24% |
| FSUSD8C | December-08 | 2 476 380 000 | 100 000 | 2% |
| FSUSD93 | March-09 | 0 | 0 | 0% |
| Total: | 120 561 879 432 | 4 905 816 | 100% |
Derivatives Market
