OREANDA-NEWS. September 11, 2009. For the week of August 31 – September 4, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 265.6 billion roubles or 10.2 million contracts, including 35.5 billion roubles during the evening trading session. The total open interest as of the last day of the week, September 4, 2009 reached 135.2 billion roubles or 7,6 million contracts.

 

Week
August 31 – September 4

Week
August 24 – August 28

Change, %

Futures contracts

Trading volume, roubles

253,785,766,645

280,426,421,935

-9.50%

Trading volume, contracts

9,736,179

9,195,723

5.88%

Number of trades

1,359,736

1,483,309

-8.33%

Total open interest, roubles

92,418,837,146

86,151,637,682

7.27%

Total open interest, contracts

3,672,286

3,289,260

11.64%

Options Contracts

Trading volume, roubles

11,770,479,750

8,860,771,498

32.84%

Trading volume, contracts

470,070

314,746

49.35%

Number of trades

17,615

17,593

0.13%

Total open interest, roubles

42,772,975,842

189,482,908,402

-77.43%

Total open interest, contracts

3,908,618

18,359,18

-78.71%

Total

Trading volume, roubles

265,556,246,395

289,287,193,433

-8.20%

Trading volume, contracts

10,206,249

9,510,469

7.32%

Number of trades

1,377,351

1,500,902

-8.23%

Total open interest, roubles

135,191,812,988

275,634,546,084

-50.95%

Total open interest, contracts

7,580,904

21,648,378

-64.98%

FORTS contracts by volume (31.08.09 - 04.09.09)

Code

Contract

Trading volume

RUR

Contracts

1

RI

Non-delivery futures contract on RTS Index

165,532,923,560

2,465,030

2

Si

Non-delivery futures contract on USA dollar

24,788,737,919

775,322

3

SR

Delivery futures contract on Sberbank ordinary shares

21,771,906,455

4,237,420

4

GZ

Delivery futures contract on Gazprom ordinary shares

21,492,674,498

1,327,889

5

ED

Non-delivery futures contract on EUR/USD  exchange rate

7,629,207,335

167,984

6

LK

Delivery futures contract on Lukoil ordinary shares

4,466,667,506

284,178

7

BR

Brent oil futures

3,354,011,464

153,358

8

GD

Futures on gold

1,262,766,573

40,847

9

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

1,010,621,813

30,214

10

RN

Delivery futures contract on Rosneft ordinary shares

952,730,319

47,776

11

SN

Delivery futures contract on Surgutneftegaz ordinary shares

348,511,864

13,732

12

SV

The contract on refined silver

333,443,149

6,671

13

Eu

Non-delivery futures contract on EUR/RUR exchange rate

262,009,450

5,719

14

VB

Delivery futures contract on VTB Bank ordinary shares

197,971,445

45,998

15

SP

Delivery futures contract on Sberbank privileged shares

185,174,021

61,613

16

TN

Futures contract on Transneft privileged shares

44,441,916

2,194

17

UI

Delivery futures contract on Uralsvyazinform ordinary shares

39,369,101

61,943

18

TT

Delivery futures contract on Tatneft ordinary shares

33,774,845

2,727

19

MT

Delivery futures contract on MTS ordinary shares

30,548,936

1,609

20

NK

Delivery futures contract on NOVATEK ordinary shares 

12,787,596

1,074

21

PZ

Delivery futures contract on Polyus Gold ordinary shares

9,950,892

796

22

Rk

Non-delivery futures contract on RTSI – Telecom

9,414,925

1,160

23

MP

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

5,600,000

200

24

CH

Delivery futures contract on Severstal ordinary shares

4,511,708

209

25

HY

Delivery futures contract on RusHydro ordinary shares

4,211,584

391

26

RT

Delivery futures contract on Rostelecom ordinary shares

1,381,851

84

27

Ro

Non-delivery futures contract on RTS Index – Oil & Gas

351,909

37

28

UR

The contract on URALS oil

41,974

2

29

Rc

Non-delivery futures contract on RTSI – Consumer & Retail

22,036

2

30

RI

Futures-style options on RTS Index futures contract

5,031,665,248

75,548

31

Si

Options on USA dollar futures contract

3,649,715,250

97,746

32

GZ

Options on Gazprom futures contract

2,256,969,000

135,361

33

SR

Options on Sberbank futures contract

721,306,350

154,640

34

LK

Options on Lukoil futures contract

91,887,500

5,613

35

GD

Options on gold futures contract

14,453,402

470

36

VB

Options on VTB Bank futures contract

2,718,000

639

37

GM

Options on MMC NORILSK NICKEL futures contract

1,765,000

53

 

 

Итого:

265,556,246,395

10,206,249