OREANDA-NEWS. September 30, 2009. For the week of September 21 – September 25, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 322.4 billion roubles or 10.9 million contracts, including 37.2 billion roubles during the evening trading session. The total open interest as of the last day of the week, September 25, 2009 reached 190.9 billion roubles or 8.0 million contracts.

 

Week
September 21 – September 25

Week
September 14 – September 18

Change, %

Futures contracts

Trading volume, roubles

301,961,352,131

293,406,580,777

2.92%

Trading volume, contracts

10,448,546

9,781,201

6.82%

Number of trades

1,631,823

1,453,594

12.26%

Total open interest, roubles

82,078,683,196

76,080,681,448

7.88%

Total open interest, contracts

2,916,964

2,663,172

9.53%

Options Contracts

Trading volume, roubles

20,426,474,547

18,270,173,952

11.80%

Trading volume, contracts

466,499

385,096

21.14%

Number of trades

16,617

17,487

-4.98%

Total open interest, roubles

108,824,784,264

17,753,388,051

512.98%

Total open interest, contracts

5,040,688

898,766

460.85%

Total

Trading volume, roubles

322,387,826,677

311,676,754,729

3.44%

Trading volume, contracts

10,915,045

10,166,297

7.37%

Number of trades

1,648,440

1,471,081

12.06%

Total open interest, roubles

190,903,467,460

93,834,069,499

103.45%

Total open interest, contracts

7,957,652

3,561,938

123.41%

FORTS contracts by volume (21.09.09 - 25.09.09)

No

Code

Contract name

Trading volume

RUB

Contracts

1

RI

Non-delivery futures contract on RTS Index

210,280,088,271

2,844,966

2

SR

Delivery futures contract on Sberbank ordinary shares

28,213,455,283

4,765,948

3

Si

Non-delivery futures contract on USA dollar

21,843,885,168

710,290

4

GZ

Delivery futures contract on Gazprom ordinary shares

21,088,474,341

1,155,073

5

ED

Non-delivery futures contract on EUR/USD exchange rate

6,266,647,832

140,914

6

LK

Delivery futures contract on LUKOIL ordinary shares

5,291,441,783

323,125

7

BR

Brent oil futures

2,949,286,094

144,961

8

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

1,657,850,398

44,031

9

RN

Delivery futures contract on Rosneft ordinary shares

1,648,429,974

72,472

10

VB

Delivery futures contract on VTB Bank ordinary shares

789,577,902

138,510

11

GD

Futures on gold

513,215,749

16,804

12

MR

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

490,222,720

500

13

SN

Delivery futures contract on Surgutneftegas ordinary shares

318,008,163

12,278

14

Eu

Non-delivery futures contract on EUR/RUB exchange rate

280,968,282

6,176

15

SP

Delivery futures contract on Sberbank privileged shares

227,893,562

61,752

16

MP

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

25,625,000

1,000

17

SV

The contract on refined silver

24,222,810

477

18

TN

Futures contract on Transneft privileged shares

10,570,884

432

19

PZ

Delivery futures contract on Polyus Gold ordinary shares

8,087,264

602

20

HY

Delivery futures contract on RusHydro ordinary shares

5,948,174

553

21

TT

Delivery futures contract on Tatneft ordinary shares

5,895,580

470

22

UI

Delivery futures contract on Uralsvyazinform ordinary shares

4,296,918

6,505

23

PT

The contract on refined platinum

4,044,374

101

24

RT

Delivery futures contract on Rostelecom ordinary shares

3,700,401

232

25

MT

Delivery futures contract on MTS ordinary shares

3,430,154

168

26

CH

Delivery futures contract on Severstal ordinary shares

3,134,402

136

27

SU

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

1,814,850

16

28

UR

The contract on URALS oil

1,135,797

54

29

RI

Futures-style options on RTS Index futures contract

12,312,393,419

168,459

30

Si

Options on USA dollar futures contract

6,409,929,250

167,981

31

GZ

Options on Gazprom futures contract

1,071,753,000

59,418

32

LK

Options on LUKOIL futures contract

293,659,000

18,234

33

SR

Options on Sberbank futures contract

280,500,250

50,702

34

GM

Options on MMC NORILSK NICKEL futures contract

37,650,000

972

35

GD

Options on gold futures contract

20,302,628

680

36

VB

Options on VTB Bank futures contract

260,000

52

37

TN

Options on futures on Transneft privileged shares

27,000

1

 

 

Total:

322,387,826,677

10,915,045