RTS Released FORTS Weekly Trading Results
OREANDA-NEWS. November 24, 2009. For the week of November 16 – November 20, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 415.4 billion rubles or 10.1 million contracts, including 55.2 billion rubles during the evening trading session. The total open interest as of the last day of the week, November 20, 2009 reached 143.7 billion rubles or 5.3 million contracts.
|
|
Week |
Week |
Change, % |
|
Futures contracts | |||
|
Trading volume, rubles |
401,241,596,626 |
415,874,042,787 |
-3.52% |
|
Trading volume, contracts |
9,706,733 |
10,113,691 |
-4.02% |
|
Number of trades |
1,929,418 |
2,038,752 |
-5.36% |
|
Total open interest, rubles |
94,671,661,474 |
92,162,589,235 |
2.72% |
|
Total open interest, contracts |
3,192,008 |
3,100,542 |
2.95% |
|
Options Contracts | |||
|
Trading volume, rubles |
14,151,971,799 |
17,571,288,091 |
-19.46% |
|
Trading volume, contracts |
362,728 |
404,271 |
-10.28% |
|
Number of trades |
21,193 |
28,748 |
-26.28% |
|
Total open interest, rubles |
49,074,260,836 |
45,277,026,483 |
8.39% |
|
Total open interest, contracts |
2,090,668 |
1,984,236 |
5.36% |
|
Total | |||
|
Trading volume, rubles |
415,393,568,424 |
433,445,330,877 |
-4.16% |
|
Trading volume, contracts |
10,069,461 |
10,517,962 |
-4.26% |
|
Number of trades |
1,950,611 |
2,067,500 |
-5.65% |
|
Total open interest, rubles |
143,745,922,310 |
137,439,615,719 |
4.59% |
|
Total open interest, contracts |
5,282,676 |
5,084,778 |
3.89% |
FORTS contracts by volume (16.11.09 –20.11.09)
|
No |
Code |
Contract |
Trading volume | |
|
RUB |
Contracts | |||
|
1 |
RI |
Non-delivery futures contract on RTS Index |
315,308,548,714 |
3,755,662 |
|
2 |
SR |
Delivery futures contract on Sberbank ordinary shares |
23,142,075,495 |
3,180,533 |
|
3 |
GZ |
Delivery futures contract on Gazprom ordinary shares |
19,416,060,328 |
1,054,326 |
|
4 |
Si |
Non-delivery futures contract on USD/RUB exchange rate |
17,396,076,030 |
601,412 |
|
5 |
ED |
Non-delivery futures contract on EUR/USD exchange rate |
8,362,159,768 |
195,429 |
|
6 |
LK |
Delivery futures contract on LUKOIL ordinary shares |
6,641,373,512 |
371,004 |
|
7 |
BR |
Brent oil futures |
4,606,650,821 |
204,721 |
|
8 |
RN |
Delivery futures contract on Rosneft ordinary shares |
1,680,179,534 |
65,856 |
|
9 |
GD |
Futures on gold |
1,468,529,996 |
44,893 |
|
10 |
GM |
Delivery futures contract on MMC NORILSK NICKEL ordinary shares |
1,132,868,091 |
27,034 |
|
11 |
VB |
Delivery futures contract on VTB Bank ordinary shares |
597,892,566 |
91,790 |
|
12 |
SP |
Delivery futures contract on Sberbank privileged shares |
440,957,399 |
81,642 |
|
13 |
MR |
Non-delivery futures contract on average rate of the overnight MosPrime credit |
261,944,604 |
265 |
|
14 |
SN |
Delivery futures contract on Surgutneftegas ordinary shares |
253,455,817 |
9,387 |
|
15 |
Eu |
Non-delivery futures contract on EUR/RUB exchange rate |
174,445,949 |
4,048 |
|
16 |
SV |
The contract on refined silver |
100,842,571 |
1,919 |
|
17 |
TN |
Futures contract on Transneft privileged shares |
90,842,176 |
3,949 |
|
18 |
PZ |
Delivery futures contract on Polyus Gold ordinary shares |
89,196,064 |
5,309 |
|
19 |
MT |
Delivery futures contract on MTS ordinary shares |
28,284,417 |
1,238 |
|
20 |
HY |
Delivery futures contract on RusHydro ordinary shares |
20,740,642 |
1,811 |
|
21 |
TT |
Delivery futures contract on Tatneft ordinary shares |
16,687,650 |
1,160 |
|
22 |
NK |
Delivery futures contract on NOVATEK ordinary shares |
3,581,210 |
234 |
|
23 |
RT |
Delivery futures contract on Rostelecom ordinary shares |
2,360,046 |
124 |
|
24 |
UI |
Delivery futures contract on Uralsvyazinform ordinary shares |
2,185,298 |
2,829 |
|
25 |
MP |
Non-delivery futures contract on average rate of the three month MosPrime credit |
1,875,000 |
100 |
|
26 |
PT |
The contract on refined platinum |
915,036 |
22 |
|
27 |
CH |
Delivery futures contract on Severstal ordinary shares |
867,892 |
36 |
|
28 |
RI |
Futures-style options on RTS Index futures contract |
10,905,742,264 |
133,570 |
|
29 |
GZ |
Options on Gazprom futures contract |
1,564,429,000 |
84,586 |
|
30 |
SR |
Options on Sberbank futures contract |
677,015,750 |
96,174 |
|
31 |
LK |
Options on LUKOIL futures contract |
662,601,500 |
37,333 |
|
32 |
GD |
Options on gold futures contract |
255,883,034 |
8,166 |
|
33 |
Si |
Options on USD/RUB exchange rate futures contract |
86,174,750 |
2,877 |
|
34 |
VB |
Options on VTB Bank futures contract |
125,500 |
22 |
|
|
|
Total |
415,393,568,424 |
10,069,461 |
Комментарии