OREANDA-NEWS. On 28 July 2009 was announced, that for the week of July 20 – July 24, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 269.3 billion roubles or 9.6 million contracts, including 63.3 billion roubles during the evening trading session. The total open interest as of the last day of the week, July 24, 2009 reached 97.1 billion roubles or 5.5 million contracts.

 

Week
July 20 – July 24

Week
July 13 – July 17

Change, %

Futures contracts

Trading volume, roubles

261,620,258,875

250,765,237,814

4.33%

Trading volume, contracts

9,196,176

10,799,758

-14.85%

Number of trades

1,408,184

1,436,244

-1.95%

Total open interest, roubles

74,127,545 461

71,969,999,418

3.00%

Total open interest, contracts

3,080,294

3,069,390

0.36%

Options Contracts

Trading volume, roubles

7,642,465,342

5,420,044,568

41.00%

Trading volume, contracts

423,549

353,984

19.65%

Number of trades

11,733

13,749

-14.66%

Total open interest, roubles

23,014,551,582

16,166,489,948

42.36%

Total open interest, contracts

2,441,446

1,960,240

24.55%

Total

Trading volume, roubles

269,262,724,217

256,185,282,381

5.10%

Trading volume, contracts

9,619,725

11,153,742

-13.75%

Number of trades

1,419,917

1,449,993

-2.07%

Total open interest, roubles

97,142,097,043

88,136,489,365

10.22%

Total open interest, contracts

5,521,740

5,029,630

9.78%

FORTS contracts by volume (20.07.09 - 24.07.09)

Code

Contract

Trading volume

RUR

Contracts

1

RI

Non-delivery futures contract on RTS Index

183,181,786,417

3,017,943

2

GZ

Delivery futures contract on Gazprom ordinary shares

26,610,615,341

1,651,650

3

Si

Non-delivery futures contract on USA dollar

21,787,140,873

686,173

4

SR

Delivery futures contract on Sberbank ordinary shares

11,890,683,721

2,979,242

5

ED

Non-delivery futures contract on EUR/USD exchange rate

7,326,290,211

164,501

6

LK

Delivery futures contract on LUKOIL ordinary shares

3,985,240,435

263,099

7

BR

Brent oil futures

2,223,757,505

106,023

8

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

1,756,031,058

56,830

9

RN

Delivery futures contract on Rosneft ordinary shares

896,347,364

50,009

10

GD

Futures on gold

454,989,826

15,264

11

SU

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

429,696,500

4,002

12

SN

Delivery futures contract on Surgutneftegaz ordinary shares

385,163,087

17,174

13

VB

Delivery futures contract on VTB Bank ordinary shares

282,014,270

75,814

14

SP

Delivery futures contract on Sberbank privileged shares

236,158,878

89,315

15

Eu

Non-delivery futures contract on EUR/RUR exchange rate

111,470,458

2,484

16

TN

Futures contract on Transneft privileged shares

14,167,055

916

17

SV

The contract on refined silver

13,274,707

311

18

CH

Delivery futures contract on Severstal ordinary shares

9,170,441

498

19

TT

Delivery futures contract on Tatneft ordinary shares

7,788,649

711

20

PZ

Delivery futures contract on Polyus Gold ordinary shares

7,663,301

637

21

UI

Delivery futures contract on Uralsvyazinform ordinary shares

6,003,719

13,269

22

HY

Delivery futures contract on RusHydro ordinary shares

1,479,519

133

23

RT

Delivery futures contract on Rostelecom ordinary shares

1,465,895

90

24

PD

The contract on refined palladium

731,312

9

25

MT

Delivery futures contract on MTS ordinary shares

699,311

42

26

NK

Delivery futures contract on NOVATEK ordinary shares 

348,894

28

27

Ro

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

80,128

9

28

GZ

Options on Gazprom futures contract

3,593,682,000

220,313

29

RI

Futures-style options on RTS Index futures contract

3,214,694,687

54,626

30

SR

Options on Sberbank futures contract

420,075,250

125,550

31

LK

Options on LUKOIL futures contract

266,152,500

17,823

32

Si

Options on USA dollar futures contract

52,073,000

1,604

33

GD

Options on gold futures contract

47,315,713

1,573

34

GM

Options on MMC NORILSK NICKEL futures contract

45,865,000

1,450

35

VB

Options on VTB Bank futures contract

2,443,750

606

36

SV

Options on refined silver futures contract

163,442

4