OREANDA-NEWS. On 22 June 2009 was announced, that for the week of June 8 – June 11, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 276.5 billion roubles or 8.9 million contracts, including 59.3 billion roubles during the evening trading session. The total open interest as of the last day of the week, June 11, 2009 reached 84.0 billion roubles or 2.8 million contracts.

 

Week
June 8 – June 11

Week
June 1 – June 5

Change, %

Futures contracts

Trading volume, roubles

267,479,687,632

393,050,221,127

-31.95%

Trading volume, contracts

8,606,669

14,506,147

-40.67%

Number of trades

1,097,850

1,694,114

-35.20%

Total open interest, roubles

71,141,287,861

84,861,211,990

-16.17%

Total open interest, contracts

2,367,742

3,282,350

-27.86%

Options Contracts

Trading volume, roubles

9,061,694,107

15,470,574,450

-41.43%

Trading volume, contracts

278,340

481,892

-42.24%

Number of trades

16,459

27,195

-39.48%

Total open interest, roubles

12,873,452,829

26,801,673,771

-51.97%

Total open interest, contracts

464,850

3,626,242

-87.18%

Total

Trading volume, roubles

276,541,381,739

408,520,795,578

-32.31%

Trading volume, contracts

8,885,009

14,988,039

-40.72%

Number of trades

1,114,309

1,721,309

-35.26%

Total open interest, roubles

84,014,740,690

111,662,885,760

-24.76%

Total open interest, contracts

2,832,592

6,908,592

-59.00%

FORTS contracts by volume (08.06.09 -11.06.09)

№

Code

Contract

Trading volume

RUR

Contracts

1

RI

Non-delivery futures contract on RTS Index

176,693,300,491

2,566,186

2

GZ

Delivery futures contract on Gazprom ordinary shares

20,522,861,376

1,142,160

3

Si

Non-delivery futures contract on USA dollar

20,270,331,976

644,694

4

ED

Non-delivery futures contract on EUR/USD exchange rate

19,670,568,294

453,173

5

SR

Delivery futures contract on Sberbank ordinary shares

14,053,688,816

2,863,153

6

LK

Delivery futures contract on LUKOIL ordinary shares

5,021,895,719

300,199

7

BR

Brent oil futures

2,298,777,781

106,144

8

GD

Futures on gold

2,006,663,268

67,183

9

MR

Non-delivery futures contract on average rate of the overnight MosPrime credit

1,997,809,750

2,000

10

RN

Delivery futures contract on Rosneft ordinary shares

1,805,933,406

90,304

11

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

1,022,949,102

31,332

12

VB

Delivery futures contract on VTB Bank ordinary shares

665,099,107

156,414

13

SP

Delivery futures contract on Sberbank privileged shares

334,765,270

113,389

14

RT

Delivery futures contract on Rostelecom ordinary shares

307,737,988

15,819

15

SN

Delivery futures contract on Surgutneftegaz ordinary shares

237,812,175

9,529

16

SU

Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94

213,172,350

2,022

17

Eu

Non-delivery futures contract on EUR/RUR exchange rate

113,049,376

2,577

18

HY

Delivery futures contract on RusHydro ordinary shares

65,937 016

4,908

19

TN

Futures contract on Transneft privileged shares

59,842,944

3,306

20

SV

The contract on refined silver

29,662,228

627

21

PZ

Delivery futures contract on Polyus Gold ordinary shares

27,553,167

2,034

22

TT

Delivery futures contract on Tatneft ordinary shares

16,709,104

1,322

23

UI

Delivery futures contract on Uralsvyazinform ordinary shares

14,257,599

26,656

24

NK

Delivery futures contract on NOVATEK ordinary shares 

10,580,174

742

25

PT

The contract on refined platinum

8,133,690

212

26

MT

Delivery futures contract on MTS ordinary shares

5,097,869

276

27

CH

Delivery futures contract on Severstal ordinary shares

5,088,465

291

28

UR

The contract on URALS oil

332,065

16

29

PD

The contract on refined palladium

77,066

1

30

RI

Options on RTS Index futures contract

5,769,494,908

87,898

31

Si

Options on USA dollar futures contract

1,817,643,500

45,542

32

GZ

Options on Gazprom futures contract

656,129,000

36,575

33

SR

Options on Sberbank futures contract

423,886,750

89,507

34

GM

Options on MMC NORILSK NICKEL futures contract

185,910,000

6,064

35

LK

Options on LUKOIL futures contract

182,439,500

11,699

36

GD

Options on gold futures contract

24,644,699

831

37

VB

Options on VTB Bank futures contract

910,250

195

38

RN

Options on Rosneft futures contract

635,500

29

 

 

Total:

276,541,381,739

8,885,009