RTS Released FORTS Weekly Trading Results
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 |
Week |
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 |
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 |
|
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 |
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 |
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