OREANDA-NEWS. September 16, 2009. For the week of September 7 – September 11, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 301.6 billion roubles or 11.6 million contracts, including 26.9 billion roubles during the evening trading session. The total open interest as of the last day of the week, September 11, 2009 reached 127.2 billion roubles or 4.3 million contracts.

 

Week
September 7 – September 11

Week
August 31 – September 4

Change, %

Futures contracts

Trading volume, roubles

283,057,177,954

253,785,766,645

11.53%

Trading volume, contracts

11,068,114

9,736,179

13.68%

Number of trades

1,376,699

1,359,736

1.25%

Total open interest, roubles

90,406,894,219

92,418,837,146

-2.18%

Total open interest, contracts

3,210,838

3,672,286

-12.57%

Options Contracts

Trading volume, roubles

18,503,495,257

11,770,479,750

57.20%

Trading volume, contracts

577,166

470,070

22.78%

Number of trades

21,992

17,615

24.85%

Total open interest, roubles

36,788,726,066

42,772,975,842

-13.99%

Total open interest, contracts

1,054,374

3,908,618

-73.02%

Total

Trading volume, roubles

301,560,673,212

265,556,246,395

13.56%

Trading volume, contracts

11,645,280

10,206,249

14.10%

Number of trades

1,398,691

1,377,351

1.55%

Total open interest, roubles

127,195,620,285

135,191,812,988

-5.91%

Total open interest, contracts

4,265,212

7,580,904

-43.74%

FORTS contracts by volume (07.09.09 - 11.09.09)

Code

Contract

Trading volume

RUR

Contracts

1

RI

Non-delivery futures contract on RTS Index

170,591,196,516

2,385,588

2

SR

Delivery futures contract on Sberbank ordinary shares

28,372,698,957

4,958,862

3

Si

Non-delivery futures contract on USA dollar

27,373,569,468

874,591

4

GZ

Delivery futures contract on Gazprom ordinary shares

22,729,786,961

1,351,945

5

ED

Non-delivery futures contract on EUR/USD exchange rate

17,625,377,074

389,070

6

LK

Delivery futures contract on LUKOIL ordinary shares

5,284,652,537

327,052

7

BR

Brent oil futures

2,849,731,067

131,393

8

Eu

Non-delivery futures contract on EUR/RUR exchange rate

1,835,941,885

40,202

9

GD

Futures on gold

1,507,740,860

48,013

10

RN

Delivery futures contract on Rosneft ordinary shares

1,196,101,911

57,283

11

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

1,188,196,572

35,001

12

SP

Delivery futures contract on Sberbank privileged shares

928,689,099

255,011

13

VB

Delivery futures contract on VTB Bank ordinary shares

595,586,733

130,096

14

SN

Delivery futures contract on Surgutneftegaz ordinary shares

404,648,697

15,685

15

SV

The contract on refined silver

379,713,534

7,280

16

TT

Delivery futures contract on Tatneft ordinary shares

42,930,117

3,445

17

UI

Delivery futures contract on Uralsvyazinform ordinary shares

34,759,256

51,041

18

TN

Futures contract on Transneft privileged shares

27,007,145

1,284

19

MT

Delivery futures contract on MTS ordinary shares

25,913,528

1,266

20

MP

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

15,587,500

600

21

HY

Delivery futures contract on RusHydro ordinary shares

15,302,964

1,421

22

CH

Delivery futures contract on Severstal ordinary shares

12,172,288

574

23

PZ

Delivery futures contract on Polyus Gold ordinary shares

7,782,879

583

24

NK

Delivery futures contract on NOVATEK ordinary shares 

5,620,341

467

25

RT

Delivery futures contract on Rostelecom ordinary shares

5,237,716

325

26

SU

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

499,900

4

27

PT

The contract on refined platinum

481,287

12

28

Ro

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

142,610

15

29

UR

The contract on URALS oil

108,552

5

30

RI

Futures-style options on RTS Index futures contract

14,741,023,005

212,294

31

GZ

Options on Gazprom futures contract

2,124,015,500

129,279

32

SR

Options on Sberbank futures contract

1,174,456,750

214,273

33

LK

Options on LUKOIL futures contract

217,640,000

13,313

34

Si

Options on USA dollar futures contract

193,933,750

5,982

35

GM

Options on MMC NORILSK NICKEL futures contract

29,470,000

1,066

36

GD

Options on gold futures contract

21,720,003

725

37

VB

Options on VTB Bank futures contract

1,236,250

234

 

 

Total:

301,560,673,212

11,645,280