Derivatives Market
RUB 9.9 trillion (RUB 8.9 trillion for July 2020) are attributed to derivatives and market volumes, up by 11.3% MoM. Contracts were 144.8 million (RUB 140.6 million contracts for July 2020). Of these futures account for 141.4 million, and options for 3.4 million. ADTV was RUB 471.6 billion, making a 16% MoM rise (RUB 406.4 billion for July 2020).
Open interest at the end of the month amounted to RUB 675.3 billion, up by almost 4% MoM (RUB 650 billion for July 2020).
FX Market
The total trading volume of the FX market was RUB 27 trillion, down by almost 2% MoM (RUB 27.5 trillion for July 2020). Spot trades accounted for RUB 6.7 trillion (down by 4.3% MoM) and swap trades and forwards to RUB 20.3 trillion (down by 1% MoM). ADTV amounted to RUB 1,287.6 billion (USD 17.4 billion) in August, compared to July when it was RUB 1,250.5 billion (USD 17.5 billion).
Money Market
The trading volume for the money market fell by 10.9 % MoM to RUB 34.3 trillion (RUB 38.5 trillion for July 2020). ADTV was RUB 1,634.9 billion (RUB 1,751.3 billion for July 2020). The CCP-cleared repo segment trading volume fell 6% MoM to RUB 20.2 trillion.
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