Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

FORTS Weekly Trading Results: July 6 – July 10, 2009

Date 14/07/2009

For the week of July 6 – July 10, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 224.3 billion roubles or 9.5 million contracts, including 47.0 billion roubles during the evening trading session. The total open interest as of the last day of the week, July 10, 2009 reached 76.8 billion roubles or 4.3 million contracts.

 

Week
July 6 – July 10

Week
June 29 – July 3

Change, %

Futures contracts

Trading volume, roubles

217,767,164,163

196,073,421,042

11.06%

Trading volume, contracts

9,058,545

8,379,572

8.10%

Number of trades

1,318,015

1,179,087

11.78%

Total open interest, roubles

60,761,716,602

59,871,576,298

1.49%

Total open interest, contracts

2,627,158

2,470,670

6.33%

Options Contracts

Trading volume, roubles

6,510,409,852

6,289,587,692

3.51%

Trading volume, contracts

481,040

382,403

25.79%

Number of trades

15,810

9,477

66.82%

Total open interest, roubles

16,010,808,291

16,803,249,812

-4.72%

Total open interest, contracts

1,631,084

1,593,298

2.37%

Total

Trading volume, roubles

224,277,574,015

202,363,008,735

10.83%

Trading volume, contracts

9,539,585

8,761,975

8.87%

Number of trades

1,333,825

1,188,564

12.22%

Total open interest, roubles

76,772,524,893

76,674,826,110

0.13%

Total open interest, contracts

4,258,242

4,063,968

4.78%

 

FORTS contracts by volume (6.07.09 - 10.07.09)

 

Code

Contract

Trading volume

RUR

Contracts

1

RI

Non-delivery futures contract on RTS Index

137,920,258,598

2,524,524

2

Si

Non-delivery futures contract on USA dollar

22,841,209,054

695,725

3

GZ

Delivery futures contract on Gazprom ordinary shares

21,549,261,002

1,504,194

4

SR

Delivery futures contract on Sberbank ordinary shares

12,137,728,071

3,311,664

5

ED

Non-delivery futures contract on EUR/USD exchange rate

10,929,181,844

248,085

6

LK

Delivery futures contract on LUKOIL ordinary shares

4,150,479,750

313,184

7

BR

Brent oil futures

2,972,194,153

150,352

8

Eu

Non-delivery futures contract on EUR/RUR exchange rate

2,165,439,016

47,211

9

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

945,363,079

35,781

10

RN

Delivery futures contract on Rosneft ordinary shares

776,009,829

48,043

11

GD

Futures on gold

319,832,819

11,016

12

SN

Delivery futures contract on Surgutneftegaz ordinary shares

297,833,755

14,656

13

VB

Delivery futures contract on VTB Bank ordinary shares

261,168,267

76,455

14

MR

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

244,224,044

250

15

SP

Delivery futures contract on Sberbank privileged shares

155,180,436

65,726

16

SV

The contract on refined silver

33,303,996

814

17

TT

Delivery futures contract on Tatneft ordinary shares

25,097,905

2,344

18

PZ

Delivery futures contract on Polyus Gold ordinary shares

12,754,465

1,186

19

CH

Delivery futures contract on Severstal ordinary shares

7,664,461

489

20

RT

Delivery futures contract on Rostelecom ordinary shares

6,766,963

447

21

HY

Delivery futures contract on RusHydro ordinary shares

4,735,874

392

22

TN

Futures contract on Transneft privileged shares

4,659,250

320

23

PT

The contract on refined platinum

3,323,296

93

24

UI

Delivery futures contract on Uralsvyazinform ordinary shares

2,236,991

5,508

25

NK

Delivery futures contract on NOVATEK ordinary shares 

798,043

66

26

MP

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

153,125

5

27

MT

Delivery futures contract on MTS ordinary shares

136,944

9

28

UR

The contract on URALS oil

86,898

4

29

PD

The contract on refined palladium

74,583

1

30

Ro

Non-delivery futures contract on RTS Index – Oil & Gas

7,653

1

31

RI

Futures-style options on RTS Index futures contract

3,842,355,066

67,994

32

SR

Options on Sberbank futures contract

1,085,838,800

309,131

33

GZ

Options on Gazprom futures contract

974,751,500

63,681

34

LK

Options on LUKOIL futures contract

478,911,500

35,567

35

Si

Options on USA dollar futures contract

67,217,750

2,066

36

GD

Options on gold futures contract

48,879,624

1,670

37

SN

Options on Surgutneftegas futures contract

10,034,000

602

38

GM

Options on MMC NORILSK NICKEL futures contract

1,275,000

48

39

VB

Options on VTB Bank futures contract

1,010,250

277

40

SV

Options on refined silver futures contract

124,362

3

41

RN

Options on Rosneft futures contract

12,000

1

 

 

Total:

224,277,574,015

9,539,585