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For the week of July 27 – July 31, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 314.9 billion roubles or 10.8 million contracts, including 66.5 billion roubles during the evening trading session. The total open interest as of the last day of the week, July 31, 2009 reached 101.8 billion roubles or 5.8 million contracts.
| Week July 27 – July 31 |
Week July 20 – July 24 |
Change, % | |
|---|---|---|---|
| Futures contracts | |||
| Trading volume, roubles | 304,783,888,675 | 261,620,258,875 | 16.50% |
| Trading volume, contracts | 10,329,362 | 9,196,176 | 12.32% |
| Number of trades | 1,555,128 | 1,408,184 | 10.43% |
| Total open interest, roubles | 74,729,118,582 | 74,127,545,461 | 0.81% |
| Total open interest, contracts | 3,020,112 | 3,080,294 | -1.95% |
|
Options Contracts |
|||
| Trading volume, roubles | 10,079,021,608 | 7,642,465,342 | 31.88% |
| Trading volume, contracts | 428,932 | 423,549 | 1.27% |
| Number of trades | 14,874 | 11,733 | 26.77% |
| Total open interest, roubles | 27,026,706,663 | 23,014,551,582 | 17.43% |
| Total open interest, contracts | 2,760,876 | 2,441,446 | 13.08% |
|
Total |
|||
| Trading volume, roubles | 314,862,910,282 | 269,262,724,217 | 16.94% |
| Trading volume, contracts | 10,758,294 | 9,619,725 | 11.84% |
| Number of trades | 1,570,002 | 1,419,917 | 10.57% |
| Total open interest, roubles | 101,755,825,245 | 97,142,097,043 | 4.75% |
| Total open interest, contracts | 5,780,988 | 5,521,740 | 4.70% |
FORTS contracts by volume (27.07.09 - 31.07.09)
| № | Code | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 211,349,653,792 | 3,414,550 |
| 2 | Si | Non-delivery futures contract on USA dollar | 30,387,998,991 | 957,517 |
| 3 | GZ | Delivery futures contract on Gazprom ordinary shares | 24,047,636,908 | 1,502,956 |
| 4 | SR | Delivery futures contract on Sberbank ordinary shares | 13,935,268,718 | 3,364,688 |
| 5 | ED | Non-delivery futures contract on EUR/USD exchange rate | 12,299,926,465 | 279,332 |
| 6 | LK | Delivery futures contract on LUKOIL ordinary shares | 5,377,508,875 | 352,124 |
| 7 | BR | Brent oil futures | 2,689,566,453 | 124,612 |
| 8 | RN | Delivery futures contract on Rosneft ordinary shares | 1,066,445,128 | 57,359 |
| 9 | GM | Delivery futures contract on MMC NORILSK NICKEL ordinary shares | 985,378,419 | 32,048 |
| 10 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 550,024,000 | 5,008 |
| 11 | SN | Delivery futures contract on Surgutneftegaz ordinary shares | 507,007,647 | 21,309 |
| 12 | VB | Delivery futures contract on VTB Bank ordinary shares | 426,278,392 | 108,565 |
| 13 | Eu | Non-delivery futures contract on EUR/RUR exchange rate | 380,875,393 | 8,417 |
| 14 | GD | Futures on gold | 245,133,792 | 8,375 |
| 15 | MR | Non-delivery futures contract on average rate of the overnight MosPrime credit | 198,077,991 | 200 |
| 16 | SP | Delivery futures contract on Sberbank privileged shares | 186,005,722 | 71,802 |
| 17 | TT | Delivery futures contract on Tatneft ordinary shares | 47,253,387 | 3,816 |
| 18 | Ro | Non-delivery futures contract on RTS Index – Oil & Gas | 31,762,321 | 3,410 |
| 19 | NK | Delivery futures contract on NOVATEK ordinary shares | 15,681,638 | 1,264 |
| 20 | TN | Futures contract on Transneft privileged shares | 13,593,866 | 882 |
| 21 | SV | The contract on refined silver | 13,322,580 | 312 |
| 22 | CH | Delivery futures contract on Severstal ordinary shares | 8,338,360 | 421 |
| 23 | PZ | Delivery futures contract on Polyus Gold ordinary shares | 8,128,238 | 691 |
| 24 | UI | Delivery futures contract on Uralsvyazinform ordinary shares | 4,231,490 | 9,040 |
| 25 | MT | Delivery futures contract on MTS ordinary shares | 4,057,026 | 231 |
| 26 | RT | Delivery futures contract on Rostelecom ordinary shares | 1,496,760 | 94 |
| 27 | HY | Delivery futures contract on RusHydro ordinary shares | 1,409,531 | 129 |
| 28 | Rc | Non-delivery futures contract on RTS Index – Consumer & Retail | 1,172,888 | 130 |
| 29 | Rk | Non-delivery futures contract on RTS Index - Telecom | 571,391 | 79 |
| 30 | PD | The contract on refined palladium | 82,514 | 1 |
| 31 | RI | Futures-style options on RTS Index futures contract | 4,143,880,731 | 68,922 |
| 32 | Si | Options on USA dollar futures contract | 3,100,426,500 | 80,632 |
| 33 | GZ | Options on Gazprom futures contract | 1,829,185,000 | 113,111 |
| 34 | SR | Options on Sberbank futures contract | 531,607,500 | 135,744 |
| 35 | LK | Options on LUKOIL futures contract | 451,070,000 | 29,218 |
| 36 | GD | Options on USA dollar futures contract | 17,290,736 | 587 |
| 37 | VB | Options on VTB Bank futures contract | 2,743,000 | 645 |
| 38 | SV | Options on refined silver futures contract | 2,430,640 | 61 |
| 39 | GM | Options on MMC NORILSK NICKEL futures contract | 387,500 | 12 |
| Total | 314,862,910,282 | 10,758,294 | ||
