For the week of January 19 – January 23, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 121,7 bln. roubles or 5,7 mln. contracts, including 26,1 bln. roubles during the evening trading session. The total open interest as of the last day of the week, January 23, 2009 reached 46,6 bln. roubles or 2,4 mln. contracts.
| Week January 19 – 23 |
Week January 11 – 16 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 117 976 985 676 | 101 835 504 954 | 15,85% |
| Trading volume, contracts | 5 587 653 | 4 339 059 | 28,78% |
| Number of trades | 1 084 354 | 889 306 | 21,93% |
| Total open interest, rubles | 33 047 995 613 | 34 833 619 760 | -5,13% |
| Total open interest, contracts | 1 734 114 | 1 638 006 | 5,87% |
| Options Contracts | |||
| Trading volume, rubles | 3 711 373 389 | 4 181 916 544 | -11,25% |
| Trading volume, contracts | 149 713 | 156 255 | -4,19% |
| Number of trades | 10 014 | 11 638 | -13,95% |
| Total open interest, rubles | 13 578 358 325 | 11 514 064 183 | 17,93% |
| Total open interest, contracts | 669 372 | 579 208 | 15,57% |
| Total | |||
| Trading volume, rubles | 121 688 359 065 | 106 017 421 498 | 14,78% |
| Trading volume, contracts | 5 737 366 | 4 495 314 | 27,63% |
| Number of trades | 1 094 368 | 900 944 | 21,47% |
| Total open interest, rubles | 46 626 353 938 | 46 347 683 943 | 0,60% |
| Total open interest, contracts | 2 403 486 | 2 217 214 | 8,40% |
| № | Code | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 75 988 659 399 | 2 299 270 |
| 2 | Si | Non-delivery futures contract on USA dollar | 21 400 082 285 | 596 305 |
| 3 | GZ | Delivery futures contract on "Gazprom" | 9 286 054 212 | 876 828 |
| 4 | LK | Delivery futures contract on "Lukoil" | 4 177 312 562 | 419 658 |
| 5 | GD | Futures on gold | 2 262 172 811 | 80 520 |
| 6 | BR | Brent oil futures | 1 766 734 294 | 119 604 |
| 7 | SR | Delivery futures contract on "Sberbank" ordinary shares | 1 654 042 184 | 956 770 |
| 8 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 368 412 277 | 26 504 |
| 9 | VB | Delivery futures contract on JSC VTB Bank | 319 508 228 | 130 343 |
| 10 | RN | Delivery futures contract on "Rosneft" | 230 107 164 | 21 842 |
| 11 | SN | Delivery futures contract on "Surgutneftegaz" | 216 623 115 | 15 841 |
| 12 | SV | The contract on refined silver | 106 492 058 | 2 840 |
| 13 | UR | The contract on "URALS" oil | 100 260 509 | 6 820 |
| 14 | MP | The contract on the rate of the rouble three-monthly credit (deposit) on the interbank market of Moscow MosPrime | 40 000 000 | 1 000 |
| 15 | MR | The contract on the rate of the rouble overnight loan (deposit) on the interbank market of Moscow MosPrime | 23 560 324 | 24 |
| 16 | PZ | Futures on gold | 12 685 552 | 1 578 |
| 17 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform | 7 710 969 | 29 990 |
| 18 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 5 833 850 | 56 |
| 19 | MT | Delivery futures contract on MTS OJSC | 4 074 407 | 365 |
| 20 | TN | Futures contract on Transneft privileged shares | 3 211 427 | 510 |
| 21 | HY | Delivery futures contract on RusHydro ordinary shares | 1 476 112 | 284 |
| 22 | TT | Delivery futures contract on ordinary shares of "Tatneft" | 738 488 | 148 |
| 23 | SP | Delivery futures contract on "Sberbank" privileged shares | 380 079 | 448 |
| 24 | NK | Delivery futures contract on NOVATEK | 357 006 | 65 |
| 25 | RT | Delivery futures contract on "Rostelecom" | 256 159 | 9 |
| 26 | CH | Delivery futures contract on Severstal ordinary shares | 232 174 | 30 |
| 27 | Rc | Non-delivery futures contract on RTS Consumer & Retail Index | 8 030 | 1 |
| 28 | RI | Options on RTS Index futures contract | 3 034 787 851 | 81 658 |
| 29 | GZ | Options on Gazprom futures contract | 288 133 500 | 27 809 |
| 30 | Si | Options on USA dollar futures contract | 141 463 300 | 3 985 |
| 31 | LK | Options on Lukoil futures contract | 138 737 000 | 14 250 |
| 32 | GD | Options on gold futures contract | 63 465 738 | 2 291 |
| 33 | SR | Options on "Sberbank" futures contract | 43 354 250 | 19 505 |
| 34 | GM | Options on MMC "NORILSK NICKEL" futures contract | 1 090 500 | 83 |
| 35 | VB | Options on JSC VTB Bank futures contract | 341 250 | 132 |
| Total: | 121 688 359 065 | 5 737 366 | ||
