For the week of February 16 – February 20, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 185.4 bln. roubles or 7.8 mln. contracts, including 33.0 bln. roubles during the evening trading session. The total open interest as of the last day of the week, February 20, 2009 reached 70.3 bln. roubles or 3.3 mln. contracts.
| Week February 16 – 20 |
Week February 9 – 13 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 178,199,037,201 | 163,659,295,606 | 8.88% |
| Trading volume, contracts | 7,540,834 | 7,563,570 | -0.30% |
| Number of trades | 1,247,938 | 1,250,453 | -0.20% |
| Total open interest, rubles | 49,055,227,370 | 50,120,022,155 | -2.12% |
| Total open interest, contracts | 2,160,514 | 2,200,578 | -1.82% |
| Options Contracts | |||
| Trading volume, rubles | 7,244,591,381 | 4,438,807,673 | 63.21% |
| Trading volume, contracts | 289,087 | 278,009 | 3.98% |
| Number of trades | 17,607 | 17,329 | 1.60% |
| Total open interest, rubles | 21,235,517,250 | 17,393,971,763 | 22.09% |
| Total open interest, contracts | 1,119,160 | 949,392 | 17.88% |
| Total | |||
| Trading volume, rubles | 185,443,628,581 | 168,098,103,278 | 10.32% |
| Trading volume, contracts | 7,829,921 | 7,841,579 | -0.15% |
| Number of trades | 1,265,545 | 1,267,782 | -0.18% |
| Total open interest, rubles | 70,290,744,620 | 67,513,993,918 | 4.11% |
| Total open interest, contracts | 3,279,674 | 3,149,970 | 4.12% |
| № | Code | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 98,080,266,005 | 2,573,821 |
| 2 | Si | Non-delivery futures contract on USA dollar | 24,418,467,122 | 667,175 |
| 3 | ED | Non-delivery futures contract on EUR/USD exchange rate | 23,235,988,835 | 520,168 |
| 4 | GZ | Delivery futures contract on Gazprom ordinary shares | 14,054,584,436 | 1,205,080 |
| 5 | LK | Delivery futures contract on LUKOIL ordinary shares | 5,508,394,335 | 484,542 |
| 6 | GD | Futures on gold | 4,225,697,240 | 122,065 |
| 7 | BR | Brent oil futures | 2,542,065,717 | 169,884 |
| 8 | SR | Delivery futures contract on Sberbank ordinary shares | 2,214,037,186 | 1,398,318 |
| 9 | GM | Delivery futures contract on MMC NORILSK NICKEL ordinary shares | 1,498,913,166 | 84,257 |
| 10 | RN | Delivery futures contract on Rosneft ordinary shares | 977,800,365 | 82,248 |
| 11 | SN | Delivery futures contract on Surgutneftegaz ordinary shares | 412,542,050 | 22,535 |
| 12 | Eu | Non-delivery futures contract on EUR/RUR exchange rate | 392,676,784 | 8,470 |
| 13 | VB | Delivery futures contract on VTB Bank ordinary shares | 258,974,836 | 122,891 |
| 14 | PZ | Delivery futures contract on Polyus Gold ordinary shares | 191,809,951 | 16,395 |
| 15 | SV | The contract on refined silver | 107,614,012 | 2,149 |
| 16 | TN | Delivery futures contract on Transneft privileged shares | 26,745,537 | 3,176 |
| 17 | UI | Delivery futures contract on Uralsvyazinform ordinary shares | 17,960,459 | 54,137 |
| 18 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 12,227,800 | 116 |
| 19 | CH | Delivery futures contract on Severstal ordinary shares | 7,939,525 | 627 |
| 20 | UR | The contract on URALS oil | 2,875,413 | 190 |
| 21 | MT | Delivery futures contract on MTS ordinary shares | 2,501,528 | 195 |
| 22 | TT | Delivery futures contract on Tatneft ordinary shares | 2,231,051 | 304 |
| 23 | Rk | Non-delivery futures contract on RTSI – Telecom | 2,223,604 | 320 |
| 24 | NK | Delivery futures contract on NOVATEK ordinary shares | 1,929,163 | 278 |
| 25 | HY | Delivery futures contract on RusHydro ordinary shares | 1,165,421 | 190 |
| 26 | SP | Delivery futures contract on Sberbank privileged shares | 1,034,098 | 1,257 |
| 27 | Rc | Non-delivery futures contract on RTSI – Consumer & Retail | 190,561 | 40 |
| 28 | RT | Delivery futures contract on Rostelecom ordinary shares | 181,000 | 6 |
| 29 | RI | Options on RTS Index futures contract | 6,311,107,233 | 153,736 |
| 30 | GZ | Options on Gazprom futures contract | 377,643,500 | 33,599 |
| 31 | LK | Options on LUKOIL futures contract | 149,376,500 | 12,471 |
| 32 | Si | Options on USA dollar futures contract | 129,608,300 | 3,594 |
| 33 | SR | Options on Sberbank futures contract | 121,885,500 | 78,218 |
| 34 | GD | Options on gold futures contract | 100,329,098 | 3,310 |
| 35 | RN | Options on Rosneft futures contract | 49,980,000 | 3,332 |
| 36 | GM | Options on MMC NORILSK NICKEL futures contract | 2,737,500 | 106 |
| 37 | VB | Options on VTB Bank futures contract | 1,923,750 | 721 |
| Total: | 185,443,628,581 | 7,829,92 | ||
