.jpg)
For the week of February 9 – February 13, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 168.1 bln. roubles or 7.8 mln. contracts, including 38.1 bln. roubles during the evening trading session. The total open interest as of the last day of the week, February 13, 2009 reached 67.5 bln. roubles or 3.1 mln. contracts.
| Week February 9 – 13 |
Week February 2 – 6 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 163,659,295,606 | 96,673,092,491 | 69.29% |
| Trading volume, contracts | 7,563,570 | 4,442,231 | 70.27% |
| Number of trades | 1,250,453 | 863,148 | 44.87% |
| Total open interest, rubles | 50,120,022,155 | 46,157,906,643 | 8.58% |
| Total open interest, contracts | 2,200,578 | 2,134,930 | 3.07% |
| Options Contracts | |||
| Trading volume, rubles | 4,438,807,673 | 2,746,693,301 | 61.61% |
| Trading volume, contracts | 278,009 | 205,519 | 35.27% |
| Number of trades | 17,329 | 9,725 | 78.19% |
| Total open interest, rubles | 17,393,971,763 | 17,274,086,102 | 0.69% |
| Total open interest, contracts | 949,392 | 952,540 | -0.33% |
| Total | |||
| Trading volume, rubles | 168,098,103,278 | 99,419,785,792 | 69.08% |
| Trading volume, contracts | 7,841,579 | 4,647,750 | 68.72% |
| Number of trades | 1,267,782 | 872,873 | 45.24% |
| Total open interest, rubles | 67,513,993,918 | 63,431,992,745 | 6.44% |
| Total open interest, contracts | 3,149,970 | 3,087,470 | 2.02% |
| № | Code | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 97 016 290 968 | 2 294 267 |
| 2 | GZ | Delivery futures contract on Gazprom ordinary shares | 16 451 064 885 | 1 315 155 |
| 3 | Si | Non-delivery futures contract on USA dollar | 15 238 194 353 | 423 334 |
| 4 | ED | Non-delivery futures contract on EUR/USD exchange rate | 14 572 210 823 | 317 735 |
| 5 | LK | Delivery futures contract on LUKOIL ordinary shares | 5 044 508 156 | 405 100 |
| 6 | GD | Futures on gold | 4 838 787 844 | 145 528 |
| 7 | SR | Delivery futures contract on Sberbank ordinary shares | 3 839 811 205 | 2 121 589 |
| 8 | BR | Brent oil futures | 2 052 260 628 | 124 860 |
| 9 | GM | Delivery futures contract on MMC NORILSK NICKEL ordinary shares | 1 826 463 647 | 94 235 |
| 10 | RN | Delivery futures contract on Rosneft ordinary shares | 724 049 529 | 57 604 |
| 11 | SN | Delivery futures contract on Surgutneftegaz ordinary shares | 657 743 246 | 33 359 |
| 12 | Eu | Non-delivery futures contract on EUR/RUR exchange rate | 493 013 402 | 10 630 |
| 13 | PZ | Delivery futures contract on Polyus Gold ordinary shares | 324 962 482 | 27 740 |
| 14 | VB | Delivery futures contract on VTB Bank ordinary shares | 318 239 941 | 128 275 |
| 15 | SV | The contract on refined silver | 91 957 467 | 1 934 |
| 16 | CH | Delivery futures contract on Severstal ordinary shares | 57 449 855 | 3 887 |
| 17 | TT | Delivery futures contract on Tatneft ordinary shares | 37 736 646 | 5 462 |
| 18 | TN | Futures contract on Transneft privileged shares | 32 268 308 | 4 026 |
| 19 | UI | Delivery futures contract on Uralsvyazinform ordinary shares | 13 653 832 | 45 161 |
| 20 | UR | The contract on URALS oil | 12 041 524 | 709 |
| 21 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 5 180 700 | 50 |
| 22 | MT | Delivery futures contract on MTS ordinary shares | 5 013 095 | 374 |
| 23 | HY | Delivery futures contract on RusHydro ordinary shares | 2 371 065 | 372 |
| 24 | SP | Delivery futures contract on Sberbank privileged shares | 1 740 846 | 1 905 |
| 25 | NK | Delivery futures contract on NOVATEK ordinary shares | 1 416 633 | 168 |
| 26 | Rk | Non-delivery futures contract on RTSI – Telecom | 406 496 | 62 |
| 27 | Rc | Non-delivery futures contract on RTSI – Consumer & Retail | 222 906 | 41 |
| 28 | RT | Delivery futures contract on Rostelecom ordinary shares | 194 730 | 6 |
| 29 | MP | Non-delivery futures contract on three-month MosPrime rate | 33 750 | 1 |
| 30 | Ro | Non-delivery futures contract on RTSI – Oil & Gas | 6 644 | 1 |
| 31 | RI | Options on RTS Index futures contract | 3 319 741 400 | 74 996 |
| 32 | GZ | Options on Gazprom futures contract | 710 218 000 | 57 977 |
| 33 | SR | Options on Sberbank futures contract | 208 588 250 | 133 107 |
| 34 | LK | Options on LUKOIL futures contract | 112 188 000 | 9 126 |
| 35 | Si | Options on USA dollar futures contract | 53 751 000 | 1 479 |
| 36 | GD | Options on gold futures contract | 25 100 722 | 724 |
| 37 | GM | Options on MMC NORILSK NICKEL futures contract | 8 742 500 | 442 |
| 38 | VB | Options on VTB Bank futures contract | 437 500 | 151 |
| 39 | TN | Options on Transneft privileged shares futures contract | 21 000 | 3 |
| 40 | PZ | Options on Polyus Gold futures contract | 18 500 | 2 |
| 41 | UI | Options on Uralsvyazinform futures contract | 800 | 2 |
| Total: | 168 098 103 278 | 7 841 579 | ||
