OREANDA-NEWS. On 17 August 2009 was announced, that for the week of August 10 – August 14, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 305.1 billion roubles or 10.2 million contracts, including 70.7 billion roubles during the evening trading session. The total open interest as of the last day of the week, August 14, 2009 reached 107.2 billion roubles or 6.4 million contracts.

 

Week
August 10 – August 14

Week
August 3 – August 7

Change, %

Futures contracts

Trading volume, roubles

296,016,129,362

311,931,779,387

-5.10%

Trading volume, contracts

9,855,738

10,627,670

-7.26%

Number of trades

1,545,009

1,602,678

-3.60%

Total open interest, roubles

77,554,104,790

77,608,497,983

-0.07%

Total open interest, contracts

3,130,660

3,083,188

1.54%

Options Contracts

Trading volume, roubles

9,053,567,084

8,968,621,934

0.95%

Trading volume, contracts

393,064

498,731

-21.19%

Number of trades

20,162

21,508

-6.26%

Total open interest, roubles

29,674,172,433

29,926,399,861

-0.84%

Total open interest, contracts

3,227,300

3,115,226

3.60%

Total

Trading volume, roubles

305,069,696,445

320,900,401,320

-4.93%

Trading volume, contracts

10,248,802

11,126,401

-7.89%

Number of trades

1,565,171

1,624,186

-3.63%

Total open interest, roubles

107,228,277,223

107,534,897,845

-0.29%

Total open interest, contracts

6,357,960

6,198,414

2.57%

FORTS contracts by volume (10.08.09 - 14.08.09)

№

Code

Contract

Trading volume

RUR

Contracts

1

RI

Non-delivery futures contract on RTS Index

200,642,683,175

3,009,912

2

Si

Non-delivery futures contract on USA dollar

38,333,211,156

1,182,052

3

GZ

Delivery futures contract on Gazprom ordinary shares

20,880,691,149

1,241,160

4

SR

Delivery futures contract on Sberbank ordinary shares

16,985,555,283

3,569,475

5

ED

Non-delivery futures contract on EUR/USD exchange rate

7,805,813,727

170,937

6

LK

Delivery futures contract on LUKOIL ordinary shares

4,603,623,300

295,269

7

BR

Brent oil futures

2,991,540,593

127,623

8

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

1,188,914,475

35,288

9

RN

Delivery futures contract on Rosneft ordinary shares

692,589,574

35,033

10

Eu

Non-delivery futures contract on EUR/RUR exchange rate

568,512,157

12,338

11

VB

Delivery futures contract on VTB Bank ordinary shares

408,196,095

96,110

12

GD

Futures on gold

339,667,998

11,140

13

SN

Delivery futures contract on Surgutneftegaz ordinary shares

295,877,092

11,912

14

SP

Delivery futures contract on Sberbank privileged shares

95,926,959

34,651

15

Ro

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

81,455,078

8,399

16

TN

Futures contract on Transneft privileged shares

35,223,059

2,084

17

SV

The contract on refined silver

17,180,042

365

18

HY

Delivery futures contract on RusHydro ordinary shares

12,676,507

983

19

PZ

Delivery futures contract on Polyus Gold ordinary shares

8,298,816

649

20

MP

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

7,568,750

250

21

CH

Delivery futures contract on Severstal ordinary shares

4,961,275

231

22

UI

Delivery futures contract on Uralsvyazinform ordinary shares

4,403,212

9,105

23

MT

Delivery futures contract on MTS ordinary shares

2,213,158

121

24

TT

Delivery futures contract on Tatneft ordinary shares

2,200,514

178

25

NK

Delivery futures contract on NOVATEK ordinary shares 

1,974,991

158

26

PT

The contract on refined platinum

1,857,485

47

27

Rk

Non-delivery futures contract on RTSI – Telecom

1,492,142

200

28

RT

Delivery futures contract on Rostelecom ordinary shares

910,050

56

29

SU

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

841,000

8

30

UR

The contract on URALS oil

62,508

3

31

Rc

Non-delivery futures contract on RTSI – Consumer & Retail

8,042

1

32

RI

Futures-style options on RTS Index futures contract

6,166,996,207

93,290

33

GZ

Options on Gazprom futures contract

1,814,337,500

122,638

34

SR

Options on Sberbank futures contract

778,357,300

163,912

35

Si

Options on USA dollar futures contract

136,320,750

4,219

36

LK

Options on LUKOIL futures contract

110,156,500

7,367

37

GD

Options on gold futures contract

45,986,577

1,485

38

GM

Options on MMC NORILSK NICKEL futures contract

917,500

28

39

VB

Options on VTB Bank futures contract

494,750

125

 

 

Total:

305,069,696,445

10,248,802