OREANDA-NEWS. On 10 August 2009 was announced, that for the week of July 27 – July 31, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 314.9 billion roubles or 10.8 million contracts, including 66.5 billion roubles during the evening trading session. The total open interest as of the last day of the week, July 31, 2009 reached 101.8 billion roubles or 5.8 million contracts.

 

Week
July 27 – July 31

Week
July 20 – July 24

Change, %

Futures contracts

Trading volume, roubles

304,783,888,675

261,620,258,875

16.50%

Trading volume, contracts

10,329,362

9,196,176

12.32%

Number of trades

1,555,128

1,408,184

10.43%

Total open interest, roubles

74,729,118,582

74,127,545,461

0.81%

Total open interest, contracts

3,020,112

3,080,294

-1.95%

Options Contracts

Trading volume, roubles

10,079,021,608

7,642,465,342

31.88%

Trading volume, contracts

428,932

423,549

1.27%

Number of trades

14,874

11,733

26.77%

Total open interest, roubles

27,026,706,663

23,014,551,582

17.43%

Total open interest, contracts

2,760,876

2,441,446

13.08%

Total

Trading volume, roubles

314,862,910,282

269,262,724,217

16.94%

Trading volume, contracts

10,758,294

9,619,725

11.84%

Number of trades

1,570,002

1,419,917

10.57%

Total open interest, roubles

101,755,825,245

97,142,097,043

4.75%

Total open interest, contracts

5,780,988

5,521,740

4.70%

FORTS contracts by volume (27.07.09 - 31.07.09)

№

Code

Contract

Trading volume

RUR

Contracts

1

RI

Non-delivery futures contract on RTS Index

211,349,653,792

3,414,550

2

Si

Non-delivery futures contract on USA dollar

30,387,998,991

957,517

3

GZ

Delivery futures contract on Gazprom ordinary shares

24,047,636,908

1,502,956

4

SR

Delivery futures contract on Sberbank ordinary shares

13,935,268,718

3,364,688

5

ED

Non-delivery futures contract on EUR/USD exchange rate

12,299,926,465

279,332

6

LK

Delivery futures contract on LUKOIL ordinary shares

5,377,508,875

352,124

7

BR

Brent oil futures

2,689,566,453

124,612

8

RN

Delivery futures contract on Rosneft ordinary shares

1,066,445,128

57,359

9

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

985,378,419

32,048

10

SU

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

550,024,000

5,008

11

SN

Delivery futures contract on Surgutneftegaz ordinary shares

507,007,647

21,309

12

VB

Delivery futures contract on VTB Bank ordinary shares

426,278,392

108,565

13

Eu

Non-delivery futures contract on EUR/RUR exchange rate

380,875,393

8,417

14

GD

Futures on gold

245,133,792

8,375

15

MR

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

198,077,991

200

16

SP

Delivery futures contract on Sberbank privileged shares

186,005,722

71,802

17

TT

Delivery futures contract on Tatneft ordinary shares

47,253,387

3,816

18

Ro

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

31,762,321

3,410

19

NK

Delivery futures contract on NOVATEK ordinary shares 

15,681,638

1,264

20

TN

Futures contract on Transneft privileged shares

13,593,866

882

21

SV

The contract on refined silver

13,322,580

312

22

CH

Delivery futures contract on Severstal ordinary shares

8,338,360

421

23

PZ

Delivery futures contract on Polyus Gold ordinary shares

8,128,238

691

24

UI

Delivery futures contract on Uralsvyazinform ordinary shares

4,231,490

9,040

25

MT

Delivery futures contract on MTS ordinary shares

4,057,026

231

26

RT

Delivery futures contract on Rostelecom ordinary shares

1,496,760

94

27

HY

Delivery futures contract on RusHydro ordinary shares

1,409,531

129

28

Rc

Non-delivery futures contract on RTS Index – Consumer & Retail

1,172,888

130

29

Rk

Non-delivery futures contract on RTS Index - Telecom

571,391

79

30

PD

The contract on refined palladium

82,514

1

31

RI

Futures-style options on RTS Index futures contract

4,143,880,731

68,922

32

Si

Options on USA dollar futures contract

3,100,426,500

80,632

33

GZ

Options on Gazprom futures contract

1,829,185,000

113,111

34

SR

Options on Sberbank futures contract

531,607,500

135,744

35

LK

Options on LUKOIL futures contract

451,070,000

29,218

36

GD

Options on USA dollar futures contract

17,290,736

587

 37

VB

Options on VTB Bank futures contract

2,743,000

645

 38

SV

Options on refined silver futures contract

2,430,640

61

39 

GM

Options on MMC NORILSK NICKEL futures contract

387,500

12

 

 

Total

314,862,910,282

10,758,294