Moscow Exchange November Trading Volumes
Turnover on Moscow Exchange increased 2.8% YoY in November to RUB 33,736 bln.
Equities & Bonds
Turnover in stocks, RDRs, and investment fund units totalled RUB 731 bln (November 2012: RUB 710 bln). The average daily turnover was RUB 37 bln.
Total turnover in corporate bonds and OFZs came to RUB 843 bln (November 2012: RUB 1,008 bln). The bond market's average daily turnover was RUB 42 bln.
A total of 32 new bond issues (including OFZs) with a combined value of RUB 236 bln were placed during the month.
Derivatives
Derivatives market turnover was RUB 3,459 bln (November 2012: RUB 4,075 bln) or 80.7 mln contracts (November 2012: 90.6 mln contracts), of which RUB 3,083 bln were futures and RUB 376 bln were options. Open interest increased to RUB 515 bln at the end of November.
Money market options' open interest increased 202% YTD to RUB 31.9 bln, while open interest in USD/RUB options rose 147% YTD to RUB 31.4 bln. Open interest in RTS options was RUB 223.9 bln (2.42 mln contracts), beating the previous record set in early October 2013 by 8.9%.
FX
FX market turnover in November was RUB 12,339 bln (November 2012: RUB 9,547 bln), including spot trades of RUB 4,635 bln (38% of the total) and swap trades of RUB 7,704 bln (62%).
The FX market's average daily turnover was RUB 617 bln.
19 November saw a record volume of CNY trades, which totalled RUB 1.3 bln.
Money market
The volume of repo transactions with the Central Counterparty (CCP) reached a record RUB 766 bln. Average daily turnover reached RUB 38 bln, a record since the product was introduced and 20% higher than in October 2013.
29 November saw a record daily repo volume with the CCP, of RUB 47 bln.
Money market turnover in October totalled RUB 16,125 bln (November 2012: RUB 17,324 bln). The average daily turnover was RUB 806 bln.
More detailed market statistics are available on Moscow Exchange's website.
***
| INVESTOR ENQUIRIES | MEDIA ENQUIRIES |
|---|---|
| Sergey Klinkov ir@moex.com |
Nikita Bekasov pr@moex.com |
NOTES TO EDITORS
About Moscow Exchange
OJSC Moscow Exchange MICEX-RTS ("MOEX") operates Russia's largest public trading markets for equity, bond, derivative, foreign exchange and money market products, as well as Russia's Central Securities Depository (CSD) and the country's largest clearing service provider, National Clearing Centre. At the end of 2012, it ranked among the world's top-20 exchanges for equity trading by market capitalization and among the top-10 for bond trading by trading volume and for exchange-traded derivatives by number of contracts traded. Moscow Exchange has 716 issuers listed on its securities exchange, including many of Russia's largest companies.
Moscow Exchange was formed in December 2011 as a result of a merger between Russia's two main exchange groups. The merger brought together MICEX Group, the oldest domestic exchange and operator of the leading securities, foreign exchange and money market platform in Russia, and the RTS Group, at the time the operator of Russia's leading derivatives market. This combination created a vertically integrated public trading market across most major asset classes. Following the merger the company became an open joint stock company (OJSC) and was named Moscow Exchange. Moscow Exchange completed an initial public offering of its shares on 15 February 2013.
For further information, please contact the Public Relations Department at (495) 363-3232.