OREANDA-NEWS. October 13, 2009. For the week of October 5 – October 9, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 360.1 billion rubles or 10.3 million contracts, including 50.6 billion rubles during the evening trading session. The total open interest as of the last day of the week, October 9, 2009 reached 121.6 billion rubles or 4.4 million contracts.

 

Week
October 5 – October 9

Week
September 28 – October 2

Change, %

Futures contracts

Trading volume, rubles

347,228,881,310

309,147,385,682

12.32%

Trading volume, contracts

10,013,972

9,335,022

7.27%

Number of trades

1,638,056

1,572,817

4.15%

Total open interest, rubles

89,430,734,758

79,744,984,293

12.15%

Total open interest, contracts

2,977,954

2,860,532

4.10%

Options Contracts

Trading volume, rubles

12,875,036,977

10,332,343,669

24.61%

Trading volume, contracts

306,073

274,260

11.60%

Number of trades

22,904

18,269

25.37%

Total open interest, rubles

32,175,606,562

126,062,813,288

-74.48%

Total open interest, contracts

1,431,704

5,716,676

-74.96%

Total

Trading volume, rubles

360,103,918,288

319,479,729,351

12.72%

Trading volume, contracts

10,320,045

9,609,282

7.40%

Number of trades

1,660,960

1,591,086

4.39%

Total open interest, rubles

121,606,341,320

205,807,797,582

-40.91%

Total open interest, contracts

4,409,658

8,577,208

-48.59%

FORTS contracts by volume (05.10.09 -09.10.09)

№

Code

Contract

Trading volume

RUB

Contracts

1

RI

Non-delivery futures contract on RTS Index

264,461,049,716

3,442,014

2

SR

Delivery futures contract on Sberbank ordinary shares

23,715,648,875

3,755,056

3

GZ

Delivery futures contract on Gazprom ordinary shares

18,639,256,028

1,048,578

4

Si

Non-delivery futures contract on USA dollar

15,722,034,684

521,179

5

LK

Delivery futures contract on LUKOIL ordinary shares

7,453,913,808

423,194

6

ED

Non-delivery futures contract on EUR/USD exchange rate

5,260,113,808

119,659

7

BR

Brent oil futures

3,599,640,538

176,195

8

RN

Delivery futures contract on Rosneft ordinary shares

1,934,798,820

82,844

9

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

1,585,349,555

42,252

10

GD

Futures on gold

1,491,468,239

48,056

11

VB

Delivery futures contract on VTB Bank ordinary shares

1,480,583,855

235,155

12

SN

Delivery futures contract on Surgutneftegas ordinary shares

380,173,900

14,518

13

Eu

Non-delivery futures contract on EUR/RUB exchange rate

297,406,563

6,698

14

MR

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

295,453,428

300

15

SV

The contract on refined silver

287,276,287

5,470

16

SP

Delivery futures contract on Sberbank privileged shares

237,687,873

60,850

17

PT

The contract on refined platinum

113,342,275

2,821

18

TT

Delivery futures contract on Tatneft ordinary shares

72,345,701

5,654

19

MP

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

58,181,250

2,470

20

HY

Delivery futures contract on RusHydro ordinary shares

30,055,684

2,845

21

SU

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

22,560,350

193

22

PZ

Delivery futures contract on Polyus Gold ordinary shares

19,947,558

1,408

23

Rk

Non-delivery futures contract on RTSI – Telecom

18,959,422

1,852

24

MT

Delivery futures contract on MTS ordinary shares

18,451,749

904

25

TN

Futures contract on Transneft privileged shares

17,916,522

718

26

UI

Delivery futures contract on Uralsvyazinform ordinary shares

8,537,414

12,752

27

CH

Delivery futures contract on Severstal ordinary shares

4,821,358

208

28

RT

Delivery futures contract on Rostelecom ordinary shares

949,881

66

29

NK

Delivery futures contract on NOVATEK ordinary shares 

650,889

48

30

UR

The contract on URALS oil

305,282

15

31

RI

Futures-style options on RTS Index futures contract

10,945,401,623

146,241

32

GZ

Options on Gazprom futures contract

914,763,500

48,753

33

SR

Options on Sberbank futures contract

492,365,250

83,529

34

LK

Options on LUKOIL futures contract

382,852,500

22,949

35

Si

Options on USA dollar futures contract

95,178,000

3,051

36

GD

Options on gold futures contract

29,611,354

950

37

GM

Options on MMC NORILSK NICKEL futures contract

9,370,000

261

37

RN

Options on Rosneft futures contract

4,800,000

200

38

VB

Options on VTB Bank futures contract

694,750

139

 

 

Total:

360,103,918,288

10,320,045