For the week of June 22 – June 26, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 253.9 billion roubles or 12.1 million contracts, including 52.9 billion roubles during the evening trading session. The total open interest as of the last day of the week, June 26, 2009 reached 70.4 billion roubles or 3.7 million contracts.
|
|
Week |
Week |
Change,
% |
|
Futures
contracts
|
|||
|
Trading
volume, roubles |
245,904,521,489 |
258,307,505,081 |
-4.80% |
|
Trading
volume, contracts |
11,289,877 |
8,345,847 |
35.28% |
|
Number
of trades |
1,509,253 |
1,342,501 |
12.42% |
|
Total
open interest, roubles |
57,417,703,054 |
55,972,244,736 |
2.58% |
|
Total
open interest, contracts |
2,444,988 |
2,169,178 |
12.71% |
|
Options
Contracts
|
|||
|
Trading
volume, roubles |
7,969,498,319 |
6,126,170,574 |
30.09% |
|
Trading
volume, contracts |
759,260 |
476,639 |
59.29% |
|
Number
of trades |
15,171 |
12,247 |
23.88% |
|
Total
open interest, roubles |
12,941,750,957 |
9,444,611,348 |
37.03% |
|
Total
open interest, contracts |
1,244,974 |
838,554 |
48.47% |
|
Total |
|||
|
Trading
volume, roubles |
253,874,019,808 |
264,433,675,655 |
-3.99% |
|
Trading
volume, contracts |
12,049,137 |
8,822,486 |
36.57% |
|
Number
of trades |
1,524,424 |
1,354,748 |
12.52% |
|
Total
open interest, roubles |
70,359,454,011 |
65,416,856,083 |
7.56% |
|
Total
open interest, contracts |
3,689,962 |
3,007,732 |
22.68% |
FORTS
contracts by volume (22.06.09 -26.06.09)
|
№ |
Code |
Contract |
Trading
volume |
|
|
RUR |
Contracts |
|||
|
1 |
RI |
Non-delivery
futures contract on RTS Index |
169,957,397,620 |
2,904,037 |
|
2 |
SR |
Delivery futures
contract on Sberbank ordinary shares |
21,870,126,037 |
5,532,977 |
|
3 |
GZ |
Delivery futures
contract on Gazprom ordinary shares |
18,738,637,295 |
1,230,151 |
|
4 |
ED |
Non-delivery
futures contract on EUR/USD exchange rate |
13,116,788,417 |
299,950 |
|
5 |
Si |
Non-delivery
futures contract on USA dollar |
9,572,326,292 |
298,713 |
|
6 |
LK |
Delivery futures
contract on LUKOIL ordinary shares |
4,337,376,363 |
308,257 |
|
7 |
BR |
Brent oil futures |
3,446,834,887 |
160,739 |
|
8 |
GM |
Delivery futures
contract on MMC NORILSK NICKEL ordinary shares |
957,798,383 |
35,680 |
|
9 |
RN |
Delivery futures
contract on Rosneft ordinary shares |
892,047,151 |
52,202 |
|
10 |
Eu |
Non-delivery
futures contract on EUR/RUR exchange rate |
829,739,727 |
18,623 |
|
11 |
SP |
Delivery
futures contract on Sberbank privileged shares |
556,326,051 |
222,432 |
|
12 |
GD |
Futures on gold |
537,530,665 |
18,469 |
|
13 |
VB |
Delivery futures
contract on VTB Bank ordinary shares |
515,978,629 |
151,013 |
|
14 |
SN |
Delivery futures
contract on Surgutneftegaz ordinary shares |
443,897,296 |
19,501 |
|
15 |
MP |
Non-delivery
futures contract on average rate of the three month MosPrime credit |
26,843,750 |
1,050 |
|
16 |
SV |
The contract on
refined silver |
21,611,381 |
495 |
|
17 |
TN |
Futures contract
on Transneft privileged shares |
14,241,136 |
839 |
|
18 |
TT |
Delivery futures
contract on Tatneft ordinary shares |
14,204,516 |
1,349 |
|
19 |
UI |
Delivery futures
contract on Uralsvyazinform ordinary shares |
12,868,444 |
30,469 |
|
20 |
HY |
Delivery futures
contract on RusHydro ordinary shares |
10,829,459 |
911 |
|
21 |
PZ |
Delivery futures
contract on Polyus Gold ordinary shares |
10,773,243 |
882 |
|
22 |
NK |
Delivery
futures contract on NOVATEK ordinary shares |
6,811,368 |
564 |
|
23 |
CH |
Delivery futures
contract on Severstal ordinary shares |
5,209,403 |
320 |
|
24 |
SU |
Delivery futures
contract on granulated sugar, produced in accordance with all-Union
State Standard 21-94 |
4,343,600 |
43 |
|
25 |
MT |
Delivery
futures contract on MTS ordinary shares |
1,616,609 |
100 |
|
26 |
RT |
Delivery
futures contract on Rostelecom ordinary shares |
1,419,247 |
86 |
|
27 |
PT |
The
contract on refined platinum |
708,204 |
19 |
|
28 |
PD |
The
contract on refined palladium |
147,670 |
2 |
|
29 |
UR |
The
contract on URALS oil |
88,646 |
4 |
|
30 |
RI |
Futures-style
options on RTS Index futures contract |
3,837,479,163 |
63,603 |
|
31 |
SR |
Options on
Sberbank futures contract |
2,340,454,800 |
597,691 |
|
32 |
GZ |
Options on Gazprom
futures contract |
786,492,500 |
53,402 |
|
33 |
Si |
Options
on USA dollar futures contract |
550,044,000 |
17,490 |
|
34 |
LK |
Options on LUKOIL
futures contract |
395,578,000 |
24,825 |
|
35 |
GM |
Options
on MMC NORILSK NICKEL futures contract |
43,352,500 |
1,242 |
|
36 |
GD |
Options
on gold futures contract |
13,882,356 |
465 |
|
37 |
VB |
Options
on VTB Bank futures contract |
2,195,500 |
541 |
|
38 |
RN |
Options
on Rosneft futures contract |
19,500 |
1 |
|
|
|
Total: |
253,874,019,808 |
12,049,137 |
