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For the week of May 25 –
May 29, 2009 the total trading volume on FORTS (Futures & Options on RTS)
equaled 258.6 billion roubles or 9.7 million contracts, including 55.5 billion
roubles during the evening trading session. The total open interest as of the
last day of the week, May 29, 2009 reached
|
|
Week: May 25 – May 29 |
Week: May |
Change,
% |
|
Futures
contracts |
|||
|
Trading volume, roubles |
248 60 |
295 042 676 988 |
- |
|
Trading volume, contracts |
9 228 237 |
|
- |
|
Number of trades |
|
|
- |
|
Total open interest, roubles |
88 409 |
86 237 760 607 |
2,52% |
|
Total open interest, contracts |
3 530 800 |
3 438 860 |
2,67% |
|
Options
Contracts |
|||
|
Trading volume, roubles |
9 975 2 |
6 785 292 |
47,0 |
|
Trading volume, contracts |
49 |
66 |
-25,72% |
|
Number of trades |
|
|
- |
|
Total open interest, roubles |
24 835 750 943 |
22 47 |
|
|
Total open interest, contracts |
3 548 |
3 300 290 |
7,5 |
|
Total |
|||
|
Trading volume, roubles |
258 576 832 699 |
30 |
- |
|
Trading volume, contracts |
9 7 |
|
- |
|
Number of trades |
|
|
- |
|
Total open interest, roubles |
|
|
4, |
|
Total open interest, contracts |
7 078 962 |
6 739 |
5,04% |
FORTS
contracts by volume
|
№ |
code |
Contract |
Trading volume |
|
|
RUR |
contracts |
|||
|
|
RI |
Non-delivery futures contract on RTS Index |
|
2 909 084 |
|
2 |
GZ |
Delivery futures contract on Gazprom ordinary shares |
|
|
|
3 |
SR |
Delivery futures contract on Sberbank ordinary shares |
|
3 893 084 |
|
4 |
Si |
Non-delivery futures contract on USD/RUB exchange
rate |
|
337 523 |
|
5 |
ED |
Non-delivery futures contract on EUR/USD exchange
rate |
8 |
|
|
6 |
LK |
Delivery futures contract on LUKOIL ordinary shares |
4 |
265 527 |
|
7 |
BR |
Brent oil futures |
|
8 |
|
8 |
RN |
Delivery futures contract on Rosneft ordinary shares |
|
53 45 |
|
9 |
GM |
Delivery futures contract on MMC NORILSK NICKEL
ordinary shares |
898 345 |
26 909 |
|
|
SP |
Delivery futures contract on Sberbank privileged
shares |
6 |
254 463 |
|
|
GD |
Futures on gold |
5 |
|
|
|
VB |
Delivery futures contract on VTB Bank ordinary shares |
505 65 |
|
|
|
SN |
Delivery futures contract on Surgutneftegaz ordinary
shares |
293 529 678 |
|
|
|
Eu |
Non-delivery futures contract on EUR/RUR exchange
rate |
|
3 382 |
|
|
SV |
The contract on refined silver |
37 27 |
804 |
|
|
PZ |
Delivery futures contract on Polyus Gold ordinary
shares |
36 205 397 |
2 637 |
|
|
TN |
Futures contract on Transneft privileged shares |
3 |
|
|
|
MP |
The contract on the rate of the rouble
three-monthly credit (deposit) on the interbank market of Moscow
MosPrime |
30 000 000 |
|
|
|
HY |
Delivery futures contract on RusHydro ordinary shares |
|
|
|
20 |
CH |
Delivery futures contract on ordinary
shares of "Severstal" |
|
8 |
|
2 |
TT |
Delivery futures contract on Tatneft ordinary shares |
|
99 |
|
22 |
PT |
The contract on refined platinum |
7 333 923 |
204 |
|
23 |
UI |
Delivery futures contract on Uralsvyazinform ordinary
shares |
5 44 |
|
|
24 |
Ro |
Cash-settled futures contract on RTS
Oil & Gas Index |
|
|
|
25 |
RT |
Delivery futures contract on Rostelecom ordinary
shares |
532 498 |
24 |
|
26 |
MT |
Delivery futures contract on MTS OJSC |
448 944 |
27 |
|
27 |
PD |
The contract on refined palladium |
439 |
6 |
|
28 |
NK |
Delivery futures contract on NOVATEK ordinary shares |
383 075 |
30 |
|
29 |
SU |
Delivery futures contract on granulated
sugar, produced in accordance with all-Union State Standard 2 |
333 750 |
3 |
|
30 |
Si |
Options on USD/RUB exchange rate futures contract |
4 |
|
|
3 |
RI |
Options on RTS Index futures contract |
3 474 383 2 |
56 990 |
|
32 |
GZ |
Options on Gazprom futures contract |
|
7 |
|
33 |
SR |
Options on Sberbank futures contract |
923 748 400 |
246 393 |
|
34 |
LK |
Options on LUKOIL futures contract |
250 944 500 |
|
|
35 |
GD |
Options on gold futures contract |
5 957 379 |
206 |
|
36 |
GM |
Options on MMC NORILSK NICKEL futures contract |
390 000 |
|
|
37 |
VB |
Options on VTB Bank futures contract |
348 000 |
74 |
|
|
|
Total: |
258 576 832 699 |
9 7 |