For the period of July 1 – September 30, 2009 the trading volume on FORTS, RTS’s derivatives section, reached 3,736.7 billion rubles or 134.4 million contracts. As of the end of the reviewed period the open interest stood at 106.6 billion rubles or 4.1 million contracts.
|
III Quarter2009 |
II Quarter2009 |
Change, % |
Futures
contracts
|
|||
Trading
volume, rubles |
3,587,006,681,999 |
3,156,862,977,053 |
13.63% |
Trading
volume, contracts |
128,658,104 |
117,549,662 |
9.45% |
Number
of trades |
19,087,941 |
16,779,571 |
13.76% |
Total
open interest, rubles |
81,375,270,338 |
60,151,764,247 |
35.28% |
Total
open interest, contracts |
2,903,616 |
2,503,922 |
15.96% |
Options
Contracts
|
|||
Trading
volume, rubles |
149,670,384,703 |
96,871,928,350 |
54.50% |
Trading
volume, contracts |
5,751,789 |
5,805,791 |
-0.93% |
Number
of trades |
221,576 |
202,035 |
9.67% |
Total
open interest, rubles |
25,214,835,429 |
15,614,644,708 |
61.48% |
Total
open interest, contracts |
1,159,572 |
1,481,498 |
-21.73% |
Total |
|||
Trading
volume, rubles |
3,736,677,066,701 |
3,253,734,905,402 |
14.84% |
Trading
volume, contracts |
134,409,893 |
123,355,453 |
8.96% |
Number
of trades |
19,309,517 |
16,981,606 |
13.71% |
Total
open interest, rubles |
106,590,105,768 |
75,766,408,955 |
40.68% |
Total
open interest, contracts |
4,063,188 |
3,985,420 |
1.95% |