For the week of February 2 – February 6, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 99,4 bln. roubles or 4,6 mln. contracts, including 21,7 bln. roubles during the evening trading session. The total open interest as of the last day of the week, February 6, 2009 reached 63,4 bln. roubles or 3,1 mln. contracts.
On February 5, 2009 futures contracts on EUR/USD and EUR/RUR exchange rate were launched. The trading volume in these contracts reached 4,2 mln. roubles.
| Week February 2 – 6 |
Week January 26 – 30 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 96 673 092 491 | 119 303 124 755 | -18,97% |
| Trading volume, contracts | 4 442 231 | 5 589 192 | -20,52% |
| Number of trades | 863 148 | 1 091 161 | -20,90% |
| Total open interest, rubles | 46 157 906 643 | 39 535 918 614 | 16,75% |
| Total open interest, contracts | 2 134 930 | 1 890 624 | 12,92% |
| Options Contracts | |||
| Trading volume, rubles | 2 746 693 301 | 4 192 630 550 | -34,49% |
| Trading volume, contracts | 205 519 | 169 440 | 21,29% |
| Number of trades | 9 725 | 11 777 | -17,42% |
| Total open interest, rubles | 17 274 086 102 | 15 726 888 952 | 9,84% |
| Total open interest, contracts | 952 540 | 760 282 | 25,29% |
| Total | |||
| Trading volume, rubles | 99 419 785 792 | 123 495 755 306 | -19,50% |
| Trading volume, contracts | 4 647 750 | 5 758 632 | -19,29% |
| Number of trades | 872 873 | 1 102 938 | -20,86% |
| Total open interest, rubles | 63 431 992 745 | 55 262 807 565 | 14,78% |
| Total open interest, contracts | 3 087 470 | 2 650 906 | 16,47% |
| № | Code | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 51 122 812 046 | 1 385 846 |
| 2 | Si | Non-delivery futures contract on USA dollar | 18 740 580 812 | 499 763 |
| 3 | GZ | Delivery futures contract on Gazprom ordinary shares | 10 566 793 128 | 905 310 |
| 4 | GD | Futures on gold | 4 483 498 670 | 136 352 |
| 5 | ED | Non-delivery futures contract on EUR/USD exchange rate | 4 110 706 105 | 88 637 |
| 6 | LK | Delivery futures contract on LUKOIL ordinary shares | 3 105 211 731 | 271 352 |
| 7 | BR | Brent oil futures | 1 818 957 946 | 112 621 |
| 8 | SR | Delivery futures contract on Sberbank ordinary shares | 1 269 041 244 | 809 890 |
| 9 | GM | Delivery futures contract on MMC NORILSK NICKEL ordinary shares | 345 907 251 | 23 527 |
| 10 | PZ | Delivery futures contract on Polyus Gold ordinary shares | 258 658 304 | 21 833 |
| 11 | RN | Delivery futures contract on Rosneft ordinary shares | 231 127 688 | 20 755 |
| 12 | VB | Delivery futures contract on VTB Bank ordinary shares | 202 421 499 | 91 131 |
| 13 | SN | Delivery futures contract on Surgutneftegaz ordinary shares | 169 362 518 | 10 415 |
| 14 | Eu | Non-delivery futures contract on EUR/USD exchange rate | 112 657 621 | 2 355 |
| 15 | SV | The contract on refined silver | 50 911 890 | 1 124 |
| 16 | CH | Delivery futures contract on Severstal ordinary shares | 31 979 565 | 2 450 |
| 17 | UR | The contract on URALS oil | 26 702 852 | 1 635 |
| 18 | UI | Delivery futures contract on Uralsvyazinform ordinary shares | 14 212 999 | 54 441 |
| 19 | MT | Delivery futures contract on MTS ordinary shares | 2 486 629 | 224 |
| 20 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 1 810 300 | 18 |
| 21 | TT | Delivery futures contract on Tatneft ordinary shares | 1 799 560 | 301 |
| 22 | HY | Delivery futures contract on RusHydro ordinary shares | 1 571 195 | 270 |
| 23 | SP | Delivery futures contract on Sberbank privileged shares | 1 400 475 | 1 774 |
| 24 | RT | Delivery futures contract on Rostelecom ordinary shares | 1 325 137 | 44 |
| 25 | TN | Futures contract on Transneft privileged shares | 723 749 | 106 |
| 26 | NK | Delivery futures contract on NOVATEK ordinary shares | 394 077 | 56 |
| 27 | MP | Non-delivery futures contract on three-month MosPrime rate | 37 500 | 1 |
| 28 | RI | Options on RTS Index futures contract | 2 003 954 056 | 54 642 |
| 29 | SR | Options on Sberbank futures contract | 181 830 750 | 117 299 |
| 30 | GZ | Options on Gazprom futures contract | 167 210 500 | 15 254 |
| 31 | Si | Options on USA dollar futures contract | 161 270 300 | 4 301 |
| 32 | GM | Options on MMC NORILSK NICKEL futures contract | 117 492 500 | 5 225 |
| 33 | LK | Options on LUKOIL futures contract | 79 725 500 | 7 074 |
| 34 | GD | Options on gold futures contract | 25 834 778 | 807 |
| 35 | MT | Options on MTS futures contract | 5 250 000 | 700 |
| 36 | SV | Options on refined silver futures contract | 3 781 418 | 100 |
| 37 | VB | Options on VTB Bank futures contract | 258 500 | 107 |
| 38 | PZ | Options on Polyus Gold futures contract | 85 000 | 10 |
| Total: | 99 419 785 792 | 4 647 750 | ||
