OREANDA-NEWS. September 25, 2009. For the week of September 14 – September 18, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 311.7 billion roubles or 10.2 million contracts, including 33.5 billion roubles during the evening trading session. The total open interest as of the last day of the week, September 18, 2009 reached 93.8 billion roubles or 3.6 million contracts.

 

Week
September 14 – September 18

Week
September 7 – September 11

Change, %

Futures contracts

Trading volume, roubles

293,406,580,777

283,057,177,954

3.66%

Trading volume, contracts

9,781,201

11,068,114

-11.63%

Number of trades

1,453,594

1,376,699

5.59%

Total open interest, roubles

76,080,681,448

90,406,894,219

-15.85%

Total open interest, contracts

2,663,172

3,210,838

-17.06%

Options Contracts

Trading volume, roubles

18,270,173,952

18,503,495,257

-1.26%

Trading volume, contracts

385,096

577,166

-33.28%

Number of trades

17,487

21,992

-20.48%

Total open interest, roubles

17,753,388,051

36,788,726,066

-51.74%

Total open interest, contracts

898,766

1,054,374

-14.76%

Total

Trading volume, roubles

311,676,754,729

301,560,673,212

3.35%

Trading volume, contracts

10,166,297

11,645,280

-12.70%

Number of trades

1,471,081

1,398,691

5.18%

Total open interest, roubles

93,834,069,499

127,195,620,285

-26.23%

Total open interest, contracts

3,561,938

4,265,212

-16.49%

FORTS contracts by volume (07.09.09 - 11.09.09)

No

Code

Contract

Trading volume

RUB

Contracts

1

RI

Non-delivery futures contract on RTS Index

200,861,658,414

2,684,615

2

SR

Delivery futures contract on Sberbank ordinary shares

23,605,270,141

3,932,774

3

GZ

Delivery futures contract on Gazprom ordinary shares

23,542,363,048

1,304,570

4

Si

Non-delivery futures contract on USA dollar

18,843,577,190

603,888

5

ED

Non-delivery futures contract on EUR/USD exchange rate

11,381,699,713

252,499

6

LK

Delivery futures contract on LUKOIL ordinary shares

5,095,736,049

301,137

7

BR

Brent oil futures

2,640,752,168

123,991

8

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

1,839,250,255

50,439

9

RN

Delivery futures contract on Rosneft ordinary shares

1,562,218,119

69,271

10

VB

Delivery futures contract on VTB Bank ordinary shares

1,545,139,658

282,515

11

GD

Futures on gold

867,497,886

27,891

12

Eu

Non-delivery futures contract on EUR/RUB exchange rate

655,090,691

14,366

13

SN

Delivery futures contract on Surgutneftegaz ordinary shares

345,369,023

12,524

14

SP

Delivery futures contract on Sberbank privileged shares

330,495,723

87,904

15

SV

The contract on refined silver

176,786,659

3,357

16

TT

Delivery futures contract on Tatneft ordinary shares

26,402,297

2,064

17

TN

Futures contract on Transneft privileged shares

17,539,428

754

18

UI

Delivery futures contract on Uralsvyazinform ordinary shares

15,878,545

22,876

19

HY

Delivery futures contract on RusHydro ordinary shares

15,571,403

1,431

20

PZ

Delivery futures contract on Polyus Gold ordinary shares

15,262,920

1,099

21

MT

Delivery futures contract on MTS ordinary shares

13,491,337

642

22

RT

Delivery futures contract on Rostelecom ordinary shares

5,696,179

361

23

CH

Delivery futures contract on Severstal ordinary shares

1,482,864

67

24

NK

Delivery futures contract on NOVATEK ordinary shares 

1,168,916

92

25

PT

The contract on refined platinum

644,200

16

26

Ro

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

537,950

58

27

RI

Futures-style options on RTS Index futures contract

16,197,844,101

231,670

28

GZ

Options on Gazprom futures contract

1,595,026,000

99,395

29

SR

Options on Sberbank futures contract

276,124,500

46,664

30

GD

Options on gold futures contract

81,775,851

2,578

31

Si

Options on USA dollar futures contract

80,820,500

2,588

32

LK

Options on LUKOIL futures contract

36,306,500

2,106

33

GM

Options on MMC NORILSK NICKEL futures contract

2,027,500

54

34

VB

Options on VTB Bank futures contract

195,000

39

35

TN

Options on futures on Transneft privileged shares

54,000

2

 

 

Total:

311,676,754,729

10,166,297