MICEX Derivatives Market trading statistics for June, 2008
July 8, 2008
The trading volume in the MICEX derivatives market for June-08 totaled 198,6 billion RUB ( 8,2 million contracts). The total open interest at the end of the month — 214,5 billion RUB (9 million contracts)
| | June-08 | Change to | May-08 | April-08 |
| USD/RUB futures |
| Trading volume (contracts)* | 8 216 933 | -45% | 14 958 861 | 15 609 300 |
| Trading volume (RUB mln) | 195 614 | -45% | 358 057 | 371 827 |
| Quantity of transactions | 278 | -52% | 576 | 499 |
| Open interest, end of month ((contracts)* | 8 973 097 | 14% | 7 848 614 | 6 403 560 |
| Open interest, end of month (RUB mln) | 211 457 | 13% | 187 557 | 152 974 |
| Interest rates futures |
| Trading volume (contracts)** | 290 | -59% | 710 | 806 |
| Trading volume (RUB mln) | 2 889 | -59% | 7 095 | 8 034 |
| Quantity of transactions | 20 | -38% | 32 | 42 |
| Open interest, end of month (contracts)** | 300 | -39% | 490 | 620 |
| Open interest, end of month (RUB mln) | 2 991 | -39% | 4 894 | 6 186 |
| MICEX Index Futures |
| Trading volume (contracts)*** | 1 715 | -60% | 4 258 | 3 094 |
| Trading volume (RUB mln) | 63 | -60% | 158 | 103 |
| Quantity of transactions | 383 | -70% | 1 284 | 255 |
| Open interest, end of month (contracts)*** | 175 | 133% | 75 | 110 |
| Open interest, end of month (RUB mln) | 6 | 113% | 3 | 4 |
| Total |
| Trading volume (contracts) | 8 218 938 | -45% | 14 963 829 | 15 613 200 |
| Trading volume (RUB mln) | 198 566 | -46% | 365 310 | 379 964 |
| Quantity of transactions | 681 | -64% | 1 892 | 796 |
| Open interest, end of month (contracts) | 8 973 572 | 14% | 7 849 179 | 6 404 290 |
| Open interest, end of month (RUB mln) | 214 454 | 11% | 192 454 | 159 164 |
* Trading unit — $1000. ** Trading unit — RUB 10 mln. *** Trading unit — RUB 20 times MICEX Index
The largest trading volume on June-08 was in USD/RUB futures totaling 8 216 933 contracts per month
| Code | Contract month | Trading volume (1000 RUB ) | Trading volume (contracts) | Share in trading volume |
| FSUSD86 | June-08 | 8 748 626 | 369 780 | 4% |
| FSUSD87 | July-08 | 35 819 041 | 1 512 830 | 18% |
| FSUSD88 | August-08 | 54 764 800 | 2 310 000 | 28% |
| FSUSD89 | September-08 | 12 465 099 | 526 300 | 6% |
| FSUSD8A | October-08 | 358 530 | 15 000 | 0% |
| FSUSD8B | November-08 | 6 284 462 | 265 000 | 3% |
| FSUSD8C | December-08 | 19 192 783 | 803 800 | 10% |
| FSUSD93 | March-09 | 33 987 938 | 1 416 223 | 17% |
| FSUSD96 | June-09 | 23 993 118 | 998 000 | 12% |
| FSUSD99 | September-09 | 0 | 0 | 0% |
| FSUSD9C | December-09 | 0 | 0 | 0% |
| FSUSD03 | March-10 | 0 | 0 | 0% |
| FSUSD06 | June-10 | 0 | 0 | 0% |
| Total: | 195 614 397 | 8 216 933 | 100% |
The largest OI at the end of the month was in USD/RUB futures totaling 8 973 097 contracts
| Code | Contract month | Open interest, end of month (1000 RUB) | Open interest, end of month (contracts) | Share in open interest |
| FSUSD86 | June-08 | 0 | 0 | 0% |
| FSUSD87 | July-08 | 34 362 044 | 1 465 020 | 16% |
| FSUSD88 | August-08 | 39 423 384 | 1 680 000 | 19% |
| FSUSD89 | September-08 | 30 832 974 | 1 312 600 | 15% |
| FSUSD8A | October-08 | 6 750 958 | 287 000 | 3% |
| FSUSD8B | November-08 | 13 210 400 | 560 000 | 6% |
| FSUSD8C | December-08 | 46 308 105 | 1 962 000 | 22% |
| FSUSD93 | March-09 | 29 613 874 | 1 248 477 | 14% |
| FSUSD96 | June-09 | 10 955 360 | 458 000 | 5% |
| FSUSD99 | September-09 | 0 | 0 | 0% |
| FSUSD9C | December-09 | 0 | 0 | 0% |
| FSUSD03 | March-10 | 0 | 0 | 0% |
| FSUSD06 | June-10 | 0 | 0 | 0% |
| Total: | 211 457 099 | 8 973 097 | 100% |
Derivatives Market
