OREANDA-NEWS On 07 October RTS Group presented FORTS Weekly Trading Results: Sep 28 – Oct 2.

For the week of September 28 – October 2, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 319.5 billion rubles or 9.6 million contracts, including 39.2 billion rubles during the evening trading session. The total open interest as of the last day of the week, October 2, 2009 reached 205.8 billion rubles or 8.6 million contracts.

 

Week
September 28 – October 2

Week
September 21 – September 25

Change, %

Futures contracts

Trading volume, rubles

309,147,385,682

301,961,352,131

2.38%

Trading volume, contracts

9,335,022

10,448,546

-10.66%

Number of trades

1,572,817

1,631,823

-3.62%

Total open interest, rubles

79,744,984,293

82,078,683,196

-2.84%

Total open interest, contracts

2,860,532

2,916,964

-1.93%

Options Contracts

Trading volume, rubles

10,332,343,669

20,426,474,547

-49.42%

Trading volume, contracts

274,260

466,499

-41.21%

Number of trades

18,269

16,617

9.94%

Total open interest, rubles

126,062,813,288

108,824,784,264

15.84%

Total open interest, contracts

5,716,676

5,040,688

13.41%

Total

Trading volume, rubles

319,479,729,351

322,387,826,677

-0.90%

Trading volume, contracts

9,609,282

10,915,045

-11.96%

Number of trades

1,591,086

1,648,440

-3.48%

Total open interest, rubles

205,807,797,582

190,903,467,460

7.81%

Total open interest, contracts

8,577,208

7,957,652

7.79%

 

FORTS contracts by volume (21.09.09 - 25.09.09)

 

No

Code

Contract

Trading volume

RUB

Contracts

1

RI

Non-delivery futures contract on RTS Index

223,416,453,847

3,014,095

2

GZ

Delivery futures contract on Gazprom ordinary shares

20,907,932,154

1,170,970

3

SR

Delivery futures contract on Sberbank ordinary shares

20,369,188,220

3,416,644

4

Si

Non-delivery futures contract on USA dollar

20,085,775,017

655,997

5

ED

Non-delivery futures contract on EUR/USD exchange rate

8,330,595,662

189,539

6

LK

Delivery futures contract on LUKOIL ordinary shares

5,500,034,317

331,894

7

BR

Brent oil futures

4,891,214,396

242,704

8

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

1,603,292,692

42,672

9

RN

Delivery futures contract on Rosneft ordinary shares

1,348,752,738

59,363

10

GD

Futures on gold

860,777,755

28,629

11

VB

Delivery futures contract on VTB Bank ordinary shares

602,862,344

106,771

12

SN

Delivery futures contract on Surgutneftegas ordinary shares

396,530,899

15,535

13

Eu

Non-delivery futures contract on EUR/RUB exchange rate

265,127,254

5,915

14

MR

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

230,737,695

235

15

SP

Delivery futures contract on Sberbank privileged shares

135,991,399

36,785

16

MP

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

68,116,250

2,740

17

SV

The contract on refined silver

40,842,006

836

18

TT

Delivery futures contract on Tatneft ordinary shares

29,152,674

2,300

19

HY

Delivery futures contract on RusHydro ordinary shares

21,693,353

2,068

20

TN

Futures contract on Transneft privileged shares

19,458,230

788

21

MT

Delivery futures contract on MTS ordinary shares

5,666,253

278

22

PZ

Delivery futures contract on Polyus Gold ordinary shares

5,259,298

392

23

UI

Delivery futures contract on Uralsvyazinform ordinary shares

4,936,977

7,481

24

CH

Delivery futures contract on Severstal ordinary shares

3,305,762

142

25

Rc

Non-delivery futures contract on RTSI – Consumer & Retail

981,444

79

26

Ro

Non-delivery futures contract on RTSI – Oil & Gas

844,309

89

27

RT

Delivery futures contract on Rostelecom ordinary shares

671,460

47

28

SU

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

633,000

6

29

UR

The contract on URALS oil

544,831

27

30

NK

Delivery futures contract on NOVATEK ordinary shares 

13,447

1

31

RI

Futures-style options on RTS Index futures contract

7,997,864,626

108,843

32

GZ

Options on Gazprom futures contract

1,615,257,500

87,395

33

LK

Options on LUKOIL futures contract

320,525,500

19,342

34

SR

Options on Sberbank futures contract

305,928,250

55,933

35

Si

Options on USA dollar futures contract

46,905,750

1,450

36

GM

Options on MMC NORILSK NICKEL futures contract

32,387,500

837

37

GD

Options on gold futures contract

13,392,793

443

37

VB

Options on VTB Bank futures contract

81,750

17

 

 

Total:

319,479,729,351

9,609,282