OREANDA-NEWS. On 07 July 2009 was announced, that for the week of June 22 – June 26, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 253.9 billion roubles or 12.1 million contracts, including 52.9 billion roubles during the evening trading session. The total open interest as of the last day of the week, June 26, 2009 reached 70.4 billion roubles or 3.7 million contracts.

 

Week
June 22 – June 26

Week
June 15 – June 19

Change, %

Futures contracts

Trading volume, roubles

245,904,521,489

258,307,505,081

-4.80%

Trading volume, contracts

11,289,877

8,345,847

35.28%

Number of trades

1,509,253

1,342,501

12.42%

Total open interest, roubles

57,417,703,054

55,972,244,736

2.58%

Total open interest, contracts

2,444,988

2,169,178

12.71%

Options Contracts

Trading volume, roubles

7,969,498,319

6,126,170,574

30.09%

Trading volume, contracts

759,260

476,639

59.29%

Number of trades

15,171

12,247

23.88%

Total open interest, roubles

12,941,750,957

9,444,611,348

37.03%

Total open interest, contracts

1,244,974

838,554

48.47%

Total

Trading volume, roubles

253,874,019,808

264,433,675,655

-3.99%

Trading volume, contracts

12,049,137

8,822,486

36.57%

Number of trades

1,524,424

1,354,748

12.52%

Total open interest, roubles

70,359,454,011

65,416,856,083

7.56%

Total open interest, contracts

3,689,962

3,007,732

22.68%

FORTS contracts by volume (22.06.09 -26.06.09)

Code

Contract

Trading volume

RUR

Contracts

1

RI

Non-delivery futures contract on RTS Index

169,957,397,620

2,904,037

2

SR

Delivery futures contract on Sberbank ordinary shares

21,870,126,037

5,532,977

3

GZ

Delivery futures contract on Gazprom ordinary shares

18,738,637,295

1,230,151

4

ED

Non-delivery futures contract on EUR/USD exchange rate

13,116,788,417

299,950

5

Si

Non-delivery futures contract on USA dollar

9,572,326,292

298,713

6

LK

Delivery futures contract on LUKOIL ordinary shares

4,337,376,363

308,257

7

BR

Brent oil futures

3,446,834,887

160,739

8

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

957,798,383

35,680

9

RN

Delivery futures contract on Rosneft ordinary shares

892,047,151

52,202

10

Eu

Non-delivery futures contract on EUR/RUR exchange rate

829,739,727

18,623

11

SP

Delivery futures contract on Sberbank privileged shares

556,326,051

222,432

12

GD

Futures on gold

537,530,665

18,469

13

VB

Delivery futures contract on VTB Bank ordinary shares

515,978,629

151,013

14

SN

Delivery futures contract on Surgutneftegaz ordinary shares

443,897,296

19,501

15

MP

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

26,843,750

1,050

16

SV

The contract on refined silver

21,611,381

495

17

TN

Futures contract on Transneft privileged shares

14,241,136

839

18

TT

Delivery futures contract on Tatneft ordinary shares

14,204,516

1,349

19

UI

Delivery futures contract on Uralsvyazinform ordinary shares

12,868,444

30,469

20

HY

Delivery futures contract on RusHydro ordinary shares

10,829,459

911

21

PZ

Delivery futures contract on Polyus Gold ordinary shares

10,773,243

882

22

NK

Delivery futures contract on NOVATEK ordinary shares 

6,811,368

564

23

CH

Delivery futures contract on Severstal ordinary shares

5,209,403

320

24

SU

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

4,343,600

43

25

MT

Delivery futures contract on MTS ordinary shares

1,616,609

100

26

RT

Delivery futures contract on Rostelecom ordinary shares

1,419,247

86

27

PT

The contract on refined platinum

708,204

19

28

PD

The contract on refined palladium

147,670

2

29

UR

The contract on URALS oil

88,646

4

30

RI

Futures-style options on RTS Index futures contract

3,837,479,163

63,603

31

SR

Options on Sberbank futures contract

2,340,454,800

597,691

32

GZ

Options on Gazprom futures contract

786,492,500

53,402

33

Si

Options on USA dollar futures contract

550,044,000

17,490

34

LK

Options on LUKOIL futures contract

395,578,000

24,825

35

GM

Options on MMC NORILSK NICKEL futures contract

43,352,500

1,242

36

GD

Options on gold futures contract

13,882,356

465

37

VB

Options on VTB Bank futures contract

2,195,500

541

38

RN

Options on Rosneft futures contract

19,500

1

 

 

Total:

253,874,019,808

12,049,137