OREANDA-NEWS. October 22, 2009. For the week of October 12 – October 16, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 476.1 billion rubles or 13.3 million contracts, including 48.9 billion rubles during the evening trading session. The total open interest as of the last day of the week, October 16, 2009 reached 112.2 billion rubles or 4.2 million contracts.

 

Week
October 12 – October 16

Week
October 5 – October 9

Change, %

Futures contracts

Trading volume, rubles

456,287,166,209

347,228,881,310

31.41%

Trading volume, contracts

12,778,274

10,013,972

27.60%

Number of trades

2,086,875

1,638,056

27.40%

Total open interest, rubles

79,275,302,325

89,430,734,758

-11.36%

Total open interest, contracts

2,690,410

2,977,954

-9.66%

Options Contracts

Trading volume, rubles

19,854,391,826

12,875,036,977

54.21%

Trading volume, contracts

531,250

306,073

73.57%

Number of trades

26,162

22,904

14.22%

Total open interest, rubles

32,952,136,567

32,175,606,562

2.41%

Total open interest, contracts

1,553,628

1,431,704

8.52%

Total

Trading volume, rubles

476,141,558,035

360,103,918,288

32.22%

Trading volume, contracts

13,309,524

10,320,045

28.97%

Number of trades

2,113,037

1,660,960

27.22%

Total open interest, rubles

112,227,438,892

121,606,341,320

-7.71%

Total open interest, contracts

4,244,038

4,409,658

-3.76%

FORTS contracts by volume (12.10.09 -16.10.09)

No

Code

Contract

Trading volume

RUB

Contracts

1

RI

Non-delivery futures contract on RTS Index

342,373,924,652

4,067,043

2

SR

Delivery futures contract on Sberbank ordinary shares

35,639,501,487

5,158,374

3

GZ

Delivery futures contract on Gazprom ordinary shares

33,592,028,459

1,710,934

4

Si

Non-delivery futures contract on USA dollar

18,341,527,331

615,919

5

LK

Delivery futures contract on LUKOIL ordinary shares

9,987,327,701

514,004

6

ED

Non-delivery futures contract on EUR/USD exchange rate

5,636,738,824

128,715

7

BR

Brent oil futures

2,855,500,834

132,652

8

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

2,639,609,363

64,769

9

RN

Delivery futures contract on Rosneft ordinary shares

1,642,715,586

65,913

10

VB

Delivery futures contract on VTB Bank ordinary shares

1,321,336,351

193,284

11

GD

Futures on gold

915,439,185

29,234

12

SN

Delivery futures contract on Surgutneftegas ordinary shares

411,972,066

14,610

13

Eu

Non-delivery futures contract on EUR/RUB exchange rate

384,343,011

8,664

14

SP

Delivery futures contract on Sberbank privileged shares

235,638,256

55,139

15

PT

The contract on refined platinum

78,053,395

1,929

16

SV

The contract on refined silver

51,381,031

979

17

TT

Delivery futures contract on Tatneft ordinary shares

41,946,021

3,036

18

TN

Futures contract on Transneft privileged shares

40,192,249

1,449

19

HY

Delivery futures contract on RusHydro ordinary shares

26,365,141

2,279

20

MT

Delivery futures contract on MTS ordinary shares

20,921,586

959

21

CH

Delivery futures contract on Severstal ordinary shares

17,180,994

681

22

SU

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

9,441,550

77

23

UR

The contract on URALS oil

7,420,893

343

24

PZ

Delivery futures contract on Polyus Gold ordinary shares

5,752,156

372

25

UI

Delivery futures contract on Uralsvyazinform ordinary shares

4,771,259

6,527

26

NK

Delivery futures contract on NOVATEK ordinary shares 

2,814,558

212

27

MP

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

2,125,000

100

28

RT

Delivery futures contract on Rostelecom ordinary shares

1,197,270

77

29

RI

Futures-style options on RTS Index futures contract

15,634,637,018

191,051

30

GZ

Options on Gazprom futures contract

1,478,128,500

79,205

31

SR

Options on Sberbank futures contract

1,301,096,750

198,592

32

LK

Options on LUKOIL futures contract

705,526,000

38,092

33

Si

Options on USA dollar futures contract

533,953,750

17,426

34

GD

Options on gold futures contract

198,769,808

6,765

35

GM

Options on MMC NORILSK NICKEL futures contract

1,810,000

51

36

VB

Options on VTB Bank futures contract

470,000

68

 

 

Total:

476,141,558,035

13,309,524