OREANDA-NEWS. On 13 August 2009 was announced, that for the week of August 3 – August 7, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 320.9 billion roubles or 11.1 million contracts, including 76.06 billion roubles during the evening trading session. The total open interest as of the last day of the week, August 7, 2009 reached 107.5 billion roubles or 6.2 million contracts.

 

Week
August 3 – August 7

Week
July 27 – July 31

Change, %

Futures contracts

Trading volume, roubles

311,931,779,387

304,783,888,675

2.35%

Trading volume, contracts

10,627,670

10,329,362

2.89%

Number of trades

1,602,678

1,555,128

3.06%

Total open interest, roubles

77,608,497,983

74,729,118,582

3.85%

Total open interest, contracts

3,083,188

3,020,112

2.09%

Options Contracts

Trading volume, roubles

8,968,621,934

10,079,021,608

-11.02%

Trading volume, contracts

498,731

428,932

16.27%

Number of trades

21,508

14,874

44.60%

Total open interest, roubles

29,926,399,861

27,026,706,663

10.73%

Total open interest, contracts

3,115,226

2,760,876

12.83%

Total

Trading volume, roubles

320,900,401,320

314,862,910,282

1.92%

Trading volume, contracts

11,126,401

10,758,294

3.42%

Number of trades

1,624,186

1,570,002

3.45%

Total open interest, roubles

107,534,897,845

101,755,825,245

5.68%

Total open interest, contracts

6,198,414

5,780,988

7.22%

FORTS contracts by volume (03.08.09 - 07.08.09)

№

Code

Contract

Trading volume

RUR

Contracts

1

RI

Non-delivery futures contract on RTS Index

222,389,698,234

3,337,648

2

Si

Non-delivery futures contract on USA dollar

22,816,190,211

720,192

3

GZ

Delivery futures contract on Gazprom ordinary shares

21,792,406,885

1,280,255

4

SR

Delivery futures contract on Sberbank ordinary shares

19,363,707,524

4,182,593

5

ED

Non-delivery futures contract on EUR/USD exchange rate

11,358,832,749

254,040

6

LK

Delivery futures contract on LUKOIL ordinary shares

5,068,614,706

316,610

7

BR

Brent oil futures

4,728,458,741

205,788

8

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

1,327,794,060

39,722

9

RN

Delivery futures contract on Rosneft ordinary shares

809,402,151

40,550

10

VB

Delivery futures contract on VTB Bank ordinary shares

573,700,447

134,520

11

Eu

Non-delivery futures contract on EUR/RUR exchange rate

537,490,926

11,843

12

GD

Futures on gold

382,827,691

12,781

13

SN

Delivery futures contract on Surgutneftegaz ordinary shares

344,656,507

13,442

14

Ro

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

147,717,832

15,236

15

SP

Delivery futures contract on Sberbank privileged shares

111,608,045

40,313

16

TN

Futures contract on Transneft privileged shares

43,646,692

2,693

17

TT

Delivery futures contract on Tatneft ordinary shares

43,285,989

3,418

18

SV

The contract on refined silver

30,383,524

670

19

NK

Delivery futures contract on NOVATEK ordinary shares 

14,704,699

1,228

20

PZ

Delivery futures contract on Polyus Gold ordinary shares

13,662,608

1,064

21

CH

Delivery futures contract on Severstal ordinary shares

11,324,658

526

22

UI

Delivery futures contract on Uralsvyazinform ordinary shares

5,700,969

11,494

23

MT

Delivery futures contract on MTS ordinary shares

5,541,538

309

24

RT

Delivery futures contract on Rostelecom ordinary shares

3,715,515

226

25

HY

Delivery futures contract on RusHydro ordinary shares

3,316,921

273

26

Rc

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

1,822,630

204

27

PD

The contract on refined palladium

809,986

10

28

MP

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

587,500

20

29

SU

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

169,450

2

30

RI

Futures-style options on RTS Index futures contract

5,878,541,513

91,079

31

GZ

Options on Gazprom futures contract

1,730,148,500

108,921

32

SR

Options on Sberbank futures contract

1,094,519,600

283,013

33

LK

Options on LUKOIL futures contract

202,294,500

13,642

34

Si

Options on USA dollar futures contract

34,735,000

1,055

35

GD

Options on gold futures contract

25,934,821

857

36

GM

Options on MMC NORILSK NICKEL futures contract

1,995,000

58

37

VB

Options on VTB Bank futures contract

385,000

102

38

RN

Options on Rosneft futures contract

68,000

4

 

 

Total

320,900,401,320

11,126,401