OREANDA-NEWS. November 23, 2009. For the week of November 9 – November 13, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 433.4 billion rubles or 10.5 million contracts, including 64.0 billion rubles during the evening trading session. The total open interest as of the last day of the week, November 13, 2009 reached 137.4 billion rubles or 5.1 million contracts.

 

Week
November 9 – November 13

Week
November 2 – November 6

Change, %

Futures contracts

Trading volume, rubles

415,874,042,787

375,434,310,211

10.77%

Trading volume, contracts

10,113,691

10,309,751

-1.90%

Number of trades

2,038,752

1,929,211

5.68%

Total open interest, rubles

92,162,589,235

89,043,335,899

3.50%

Total open interest, contracts

3,100,542

2,987,482

3.78%

Options Contracts

Trading volume, rubles

17,571,288,091

12,467,136,792

40.94%

Trading volume, contracts

404,271

274,720

47.16%

Number of trades

28,748

18,426

56.02%

Total open interest, rubles

45,277,026,483

47,773,440,112

-5.23%

Total open interest, contracts

1,984,236

1,953,564

1.57%

Total

Trading volume, rubles

433,445,330,877

387,901,447,002

11.74%

Trading volume, contracts

10,517,962

10,584,471

-0.63%

Number of trades

2,067,500

1,947,637

6.15%

Total open interest, rubles

137,439,615,719

136,816,776,011

0.46%

Total open interest, contracts

5,084,778

4,941,046

2.91%

FORTS contracts by volume (09.11.09 –13.11.09)

No.

Code

Contract

Trading volume

RUR

Contracts

1

RI

Non-delivery futures contract on RTS Index

330,668,865,783

4,082,507

2

SR

Delivery futures contract on Sberbank ordinary shares

21,516,387,167

3,108,528

3

GZ

Delivery futures contract on Gazprom ordinary shares

19,441,522,494

1,071,118

4

Si

Non-delivery futures contract on USD/RUR exchange rate

17,008,083,254

588,327

5

ED

Non-delivery futures contract on EUR/USD exchange rate

7,890,913,092

183,401

6

LK

Delivery futures contract on LUKOIL ordinary shares

6,544,706,252

377,247

7

BR

Brent oil futures

4,647,461,833

208,954

8

GD

Futures on gold

1,849,010,248

57,742

9

MR

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

1,589,384,304

1,600

10

RN

Delivery futures contract on Rosneft ordinary shares

1,314,427,936

54,275

11

SP

Delivery futures contract on Sberbank privileged shares

1,222,319,908

233,303

12

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

963,541,977

23,541

13

VB

Delivery futures contract on VTB Bank ordinary shares

535,576,082

84,904

14

SN

Delivery futures contract on Surgutneftegas ordinary shares

294,312,484

11,172

15

Eu

Non-delivery futures contract on EUR/RUR exchange rate

93,563,519

2,157

16

PT

The contract on refined platinum

78,926,920

2,000

17

SV

The contract on refined silver

60,365,790

1,198

18

TT

Delivery futures contract on Tatneft ordinary shares

51,673,679

3,756

19

TN

Futures contract on Transneft privileged shares

33,904,081

1,398

20

PZ

Delivery futures contract on Polyus Gold ordinary shares

22,810,754

1,327

21

HY

Delivery futures contract on RusHydro ordinary shares

18,698,634

1,757

22

UI

Delivery futures contract on Uralsvyazinform ordinary shares

9,524,215

12,573

23

RT

Delivery futures contract on Rostelecom ordinary shares

6,996,252

370

24

MT

Delivery futures contract on MTS ordinary shares

6,219,148

288

25

NK

Delivery futures contract on NOVATEK ordinary shares 

2,539,425

175

26

SU

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

1,374,950

12

27

CH

Delivery futures contract on Severstal ordinary shares

298,384

13

28

Ro

Non-delivery futures contract on RTS Oil & Gas Index

254,132

24

29

UR

The contract on URALS oil

180,814

8

30

MP

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

97,125

5

31

Rk

Non-delivery futures contract on RTS Telecom Index

89,658

10

32

Rc

Non-delivery futures contract on RTS Consumer & Retail Index

12,491

1

33

RI

Futures-style options on RTS Index futures contract

14,495,123,436

180,616

34

GZ

Options on Gazprom futures contract

1,610,337,000

86,531

35

LK

Options on LUKOIL futures contract

651,778,500

38,575

36

SR

Options on Sberbank futures contract

619,358,250

92,880

37

Si

Options on USD/RUR exchange rate futures contract

89,017,500

2,984

38

GM

Options on MMC NORILSK NICKEL futures contract

64,595,000

1,358

39

GD

Options on gold futures contract

40,938,155

1,303

40

VB

Options on VTB Bank futures contract

140,250

24

 

 

Total

433,445,330,877

10,517,962