RTS Announced FORTS Weekly Trading Results: July 20 – July 24
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 |
Week |
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 |
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 |
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 |
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