OREANDA-NEWS. On 05 June 2009 was announced, that for the week of May 25 – May 29, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 258.6 billion roubles or 9.7 million contracts, including 55.5 billion roubles during the evening trading session. The total open interest as of the last day of the week, May 29, 2009 reached 113.2 billion roubles or 7.1 million contracts.

 

Week:

May 25 – May 29

Week:

May 18 – May 22

Change, %

Futures contracts

Trading volume, roubles

248 601 618 951

295 042 676 988

-15,74%

Trading volume, contracts

9 228 237

11 004 727

-16,14%

Number of trades

1 258 411

1 503 300

-16,29%

Total open interest, roubles

88 409 118 947

86 237 760 607

2,52%

Total open interest, contracts

3 530 800

3 438 860

2,67%

Options Contracts

Trading volume, roubles

9 975 213 748

6 785 292 151

47,01%

Trading volume, contracts

491 337

661 501

-25,72%

Number of trades

15 743

17 566

-10,38%

Total open interest, roubles

24 835 750 943

22 471 111 176

10,52%

Total open interest, contracts

3 548 162

3 300 290

7,51%

Total

Trading volume, roubles

258 576 832 699

301 827 969 139

-14,33%

Trading volume, contracts

9 719 574

11 666 228

-16,69%

Number of trades

1 274 154

1 520 866

-16,22%

Total open interest, roubles

113 244 869 889

108 708 871 782

4,17%

Total open interest, contracts

7 078 962

6 739 150

5,04%

FORTS contracts by volume

№

code

Contract

Trading volume

RUR

contracts

1

RI

Non-delivery futures contract on RTS Index

186 084 865 438

2 909 084

2

GZ

Delivery futures contract on Gazprom ordinary shares

18 107 528 071

1 049 825

3

SR

Delivery futures contract on Sberbank ordinary shares

15 758 848 489

3 893 084

4

Si

Non-delivery futures contract on USD/RUB exchange rate

10 626 615 352

337 523

5

ED

Non-delivery futures contract on EUR/USD exchange rate

8 126 719 105

186 596

6

LK

Delivery futures contract on LUKOIL ordinary shares

4 133 398 119

265 527

7

BR

Brent oil futures

1 582 820 534

81 795

8

RN

Delivery futures contract on Rosneft ordinary shares

1 015 733 192

53 451

9

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

898 345 133

26 909

10

SP

Delivery futures contract on Sberbank privileged shares

610 537 955

254 463

11

GD

Futures on gold

513 636 281

17 222

12

VB

Delivery futures contract on VTB Bank ordinary shares

505 651 522

115 688

13

SN

Delivery futures contract on Surgutneftegaz ordinary shares

293 529 678

12 038

14

Eu

Non-delivery futures contract on EUR/RUR exchange rate

147 866 450

3 382

15

SV

The contract on refined silver

37 271 335

804

16

PZ

Delivery futures contract on Polyus Gold ordinary shares

36 205 397

2 637

17

TN

Futures contract on Transneft privileged shares

31 473 702

1 982

18

MP

The contract on the rate of the rouble three-monthly credit (deposit) on the interbank market of Moscow MosPrime

30 000 000

1 000

19

HY

Delivery futures contract on RusHydro ordinary shares

18 845 239

1 524

20

CH

Delivery futures contract on ordinary shares of "Severstal"

12 834 086

810

21

TT

Delivery futures contract on Tatneft ordinary shares

12 767 324

991

22

PT

The contract on refined platinum

7 333 923

204

23

UI

Delivery futures contract on Uralsvyazinform ordinary shares

5 441 995

11 474

24

Ro

Cash-settled futures contract on RTS Oil & Gas Index

1 213 260

134

25

RT

Delivery futures contract on Rostelecom ordinary shares

532 498

24

26

MT

Delivery futures contract on MTS OJSC

448 944

27

27

PD

The contract on refined palladium

439 104

6

28

NK

Delivery futures contract on NOVATEK ordinary shares 

383 075

30

29

SU

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

333 750

3

30

Si

Options on USD/RUB exchange rate futures contract

4 117 278 750

100 507

31

RI

Options on RTS Index futures contract

3 474 383 219

56 990

32

GZ

Options on Gazprom futures contract

1 202 163 500

71 092

33

SR

Options on Sberbank futures contract

923 748 400

246 393

34

LK

Options on LUKOIL futures contract

250 944 500

16 063

35

GD

Options on gold futures contract

5 957 379

206

36

GM

Options on MMC NORILSK NICKEL futures contract

390 000

12

37

VB

Options on VTB Bank futures contract

348 000

74

 

 

Total:

258 576 832 699

9 719 574