For the week of July 13 – July 17, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 256.2 billion roubles or 11.2 million contracts, including 50.4 billion roubles during the evening trading session. The total open interest as of the last day of the week, July 17, 2009 reached 88.1 billion roubles or 5.0 million contracts.
|
Week |
Week |
Change,
% |
Futures
contracts
|
|||
Trading
volume, roubles |
250,765,237,814 |
217,767,164,163 |
15.15% |
Trading
volume, contracts |
10,799,758 |
9,058,545 |
19.22% |
Number
of trades |
1,436,244 |
1,318,015 |
8.97% |
Total
open interest, roubles |
71,969,999,418 |
60,761,716,602 |
18.45% |
Total
open interest, contracts |
3,069,390 |
2,627,158 |
16.83% |
Options
Contracts
|
|||
Trading
volume, roubles |
5,420,044,568 |
6,510,409,852 |
-16.75% |
Trading
volume, contracts |
353,984 |
481,040 |
-26.41% |
Number
of trades |
13,749 |
15,810 |
-13.04% |
Total
open interest, roubles |
16,166,489,948 |
16,010,808,291 |
0.97% |
Total
open interest, contracts |
1,960,240 |
1,631,084 |
20.18% |
Total |
|||
Trading
volume, roubles |
256,185,282,381 |
224,277,574,015 |
14.23% |
Trading
volume, contracts |
11,153,742 |
9,539,585 |
16.92% |
Number
of trades |
1,449,993 |
1,333,825 |
8.71% |
Total
open interest, roubles |
88,136,489,365 |
76,772,524,893 |
14.80% |
Total
open interest, contracts |
5,029,630 |
4,258,242 |
18.12% |
FORTS
contracts by volume (13.07.09 - 17.07.09)
№ |
Code |
Contract |
Trading
volume |
|
RUR |
Contracts |
|||
1 |
RI |
Non-delivery
futures contract on RTS Index |
158,610,973,322 |
2,869,371 |
2 |
Si |
Non-delivery
futures contract on USA dollar |
32,215,681,285 |
974,408 |
3 |
GZ |
Delivery futures
contract on Gazprom ordinary shares |
20,257,361,341 |
1,430,971 |
4 |
SR |
Delivery futures
contract on Sberbank ordinary shares |
16,092,851,444 |
4,377,542 |
5 |
ED |
Non-delivery
futures contract on EUR/USD exchange rate |
12,332,326,949 |
272,222 |
6 |
LK |
Delivery
futures contract on LUKOIL ordinary shares |
4,645,677,607 |
332,844 |
7 |
BR |
Brent oil futures |
2,617,128,488 |
131,154 |
8 |
GM |
Delivery
futures contract on MMC NORILSK NICKEL ordinary shares |
1,061,470,231 |
39,520 |
9 |
RN |
Delivery futures
contract on Rosneft ordinary shares |
842,842,764 |
51,114 |
10 |
GD |
Futures on gold |
494,902,521 |
16,494 |
11 |
VB |
Delivery futures
contract on VTB Bank ordinary shares |
406,491,180 |
122,735 |
12 |
SN |
Delivery futures
contract on Surgutneftegaz ordinary shares |
389,640,852 |
19,123 |
13 |
SP |
Delivery
futures contract on Sberbank privileged shares |
349,392,192 |
146,646 |
14 |
Eu |
Non-delivery
futures contract on EUR/RUR exchange rate |
321,848,652 |
6,949 |
15 |
MR |
Non-delivery
futures contract on average rate of the overnight MosPrime credit |
49,217,248 |
50 |
16 |
SV |
The contract on
refined silver |
28,201,362 |
671 |
17 |
Ro |
Non-delivery
futures contract on RTS Index – Oil & Gas |
10,733,121 |
1,342 |
18 |
TT |
Delivery futures
contract on Tatneft ordinary shares |
10,651,109 |
1,041 |
19 |
PZ |
Delivery futures
contract on Polyus Gold ordinary shares |
8,717,571 |
791 |
20 |
TN |
Futures contract
on Transneft privileged shares |
6,225,774 |
435 |
21 |
PT |
The
contract on refined platinum |
4,061,947 |
110 |
22 |
NK |
Delivery
futures contract on NOVATEK ordinary shares |
2,531,144 |
208 |
23 |
RT |
Delivery
futures contract on Rostelecom ordinary shares |
1,824,215 |
115 |
24 |
CH |
Delivery futures
contract on Severstal ordinary shares |
1,552,134 |
102 |
25 |
UI |
Delivery futures
contract on Uralsvyazinform ordinary shares |
1,536,096 |
3,728 |
26 |
HY |
Delivery futures
contract on RusHydro ordinary shares |
631,946 |
57 |
27 |
SU |
Delivery futures
contract on granulated sugar, produced in accordance with all-Union
State Standard 21-94 |
562,500 |
6 |
28 |
MT |
Delivery
futures contract on MTS ordinary shares |
125,168 |
8 |
29 |
PD |
The
contract on refined palladium |
77,651 |
1 |
30 |
RI |
Futures-style
options on RTS Index futures contract |
3,477,413,479 |
62,511 |
31 |
GZ |
Options
on Gazprom futures contract |
964,543,500 |
65,514 |
32 |
SR |
Options
on Sberbank futures contract |
700,862,150 |
207,631 |
33 |
LK |
Options
on LUKOIL futures contract |
229,972,500 |
16,472 |
34 |
Si |
Options
on USA dollar futures contract |
40,613,500 |
1,238 |
35 |
GD |
Options
on gold futures contract |
3,792,045 |
127 |
36 |
VB |
Options
on VTB Bank futures contract |
1,640,000 |
437 |
37 |
GM |
Options
on MMC NORILSK NICKEL futures contract |
952,500 |
42 |
38 |
RN |
Options
on Rosneft futures contract |
136,000 |
8 |
39 |
SV |
Options
on refined silver futures contract |
84,894 |
2 |
40 |
SN |
Options
on Surgutneftegas futures contract |
34,000 |
2 |
|
|
Total: |
256,185,282,381 |
11,153,742 |