RTS Released FORTS Weekly Trading Results
OREANDA-NEWS. October 22, 2009. For the week of October 12 – October 16, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 476.1 billion rubles or 13.3 million contracts, including 48.9 billion rubles during the evening trading session. The total open interest as of the last day of the week, October 16, 2009 reached 112.2 billion rubles or 4.2 million contracts.
|
Week |
Week |
Change, % |
Futures contracts | |||
Trading volume, rubles |
456,287,166,209 |
347,228,881,310 |
31.41% |
Trading volume, contracts |
12,778,274 |
10,013,972 |
27.60% |
Number of trades |
2,086,875 |
1,638,056 |
27.40% |
Total open interest, rubles |
79,275,302,325 |
89,430,734,758 |
-11.36% |
Total open interest, contracts |
2,690,410 |
2,977,954 |
-9.66% |
Options Contracts | |||
Trading volume, rubles |
19,854,391,826 |
12,875,036,977 |
54.21% |
Trading volume, contracts |
531,250 |
306,073 |
73.57% |
Number of trades |
26,162 |
22,904 |
14.22% |
Total open interest, rubles |
32,952,136,567 |
32,175,606,562 |
2.41% |
Total open interest, contracts |
1,553,628 |
1,431,704 |
8.52% |
Total | |||
Trading volume, rubles |
476,141,558,035 |
360,103,918,288 |
32.22% |
Trading volume, contracts |
13,309,524 |
10,320,045 |
28.97% |
Number of trades |
2,113,037 |
1,660,960 |
27.22% |
Total open interest, rubles |
112,227,438,892 |
121,606,341,320 |
-7.71% |
Total open interest, contracts |
4,244,038 |
4,409,658 |
-3.76% |
FORTS contracts by volume (12.10.09 -16.10.09)
No |
Code |
Contract |
Trading volume | |
RUB |
Contracts | |||
1 |
RI |
Non-delivery futures contract on RTS Index |
342,373,924,652 |
4,067,043 |
2 |
SR |
Delivery futures contract on Sberbank ordinary shares |
35,639,501,487 |
5,158,374 |
3 |
GZ |
Delivery futures contract on Gazprom ordinary shares |
33,592,028,459 |
1,710,934 |
4 |
Si |
Non-delivery futures contract on USA dollar |
18,341,527,331 |
615,919 |
5 |
LK |
Delivery futures contract on LUKOIL ordinary shares |
9,987,327,701 |
514,004 |
6 |
ED |
Non-delivery futures contract on EUR/USD exchange rate |
5,636,738,824 |
128,715 |
7 |
BR |
Brent oil futures |
2,855,500,834 |
132,652 |
8 |
GM |
Delivery futures contract on MMC NORILSK NICKEL ordinary shares |
2,639,609,363 |
64,769 |
9 |
RN |
Delivery futures contract on Rosneft ordinary shares |
1,642,715,586 |
65,913 |
10 |
VB |
Delivery futures contract on VTB Bank ordinary shares |
1,321,336,351 |
193,284 |
11 |
GD |
Futures on gold |
915,439,185 |
29,234 |
12 |
SN |
Delivery futures contract on Surgutneftegas ordinary shares |
411,972,066 |
14,610 |
13 |
Eu |
Non-delivery futures contract on EUR/RUB exchange rate |
384,343,011 |
8,664 |
14 |
SP |
Delivery futures contract on Sberbank privileged shares |
235,638,256 |
55,139 |
15 |
PT |
The contract on refined platinum |
78,053,395 |
1,929 |
16 |
SV |
The contract on refined silver |
51,381,031 |
979 |
17 |
TT |
Delivery futures contract on Tatneft ordinary shares |
41,946,021 |
3,036 |
18 |
TN |
Futures contract on Transneft privileged shares |
40,192,249 |
1,449 |
19 |
HY |
Delivery futures contract on RusHydro ordinary shares |
26,365,141 |
2,279 |
20 |
MT |
Delivery futures contract on MTS ordinary shares |
20,921,586 |
959 |
21 |
CH |
Delivery futures contract on Severstal ordinary shares |
17,180,994 |
681 |
22 |
SU |
Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
9,441,550 |
77 |
23 |
UR |
The contract on URALS oil |
7,420,893 |
343 |
24 |
PZ |
Delivery futures contract on Polyus Gold ordinary shares |
5,752,156 |
372 |
25 |
UI |
Delivery futures contract on Uralsvyazinform ordinary shares |
4,771,259 |
6,527 |
26 |
NK |
Delivery futures contract on NOVATEK ordinary shares |
2,814,558 |
212 |
27 |
MP |
Non-delivery futures contract on average rate of the three month MosPrime credit |
2,125,000 |
100 |
28 |
RT |
Delivery futures contract on Rostelecom ordinary shares |
1,197,270 |
77 |
29 |
RI |
Futures-style options on RTS Index futures contract |
15,634,637,018 |
191,051 |
30 |
GZ |
Options on Gazprom futures contract |
1,478,128,500 |
79,205 |
31 |
SR |
Options on Sberbank futures contract |
1,301,096,750 |
198,592 |
32 |
LK |
Options on LUKOIL futures contract |
705,526,000 |
38,092 |
33 |
Si |
Options on USA dollar futures contract |
533,953,750 |
17,426 |
34 |
GD |
Options on gold futures contract |
198,769,808 |
6,765 |
35 |
GM |
Options on MMC NORILSK NICKEL futures contract |
1,810,000 |
51 |
36 |
VB |
Options on VTB Bank futures contract |
470,000 |
68 |
|
|
Total: |
476,141,558,035 |
13,309,524 |
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