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For the week of January 26 – January 30, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 123,5 bln. roubles or 5,8 mln. contracts, including 25,0 bln. roubles during the evening trading session. The total open interest as of the last day of the week, January 30, 2009 reached 55,3 bln. roubles or 2,7 mln. contracts.
| Week January 26 – 30 |
Week January 19 – 23 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 119 303 124 755 | 117 976 985 676 | 1,12% |
| Trading volume, contracts | 5 589 192 | 5 587 653 | 0,03% |
| Number of trades | 1 091 161 | 1 084 354 | 0,63% |
| Total open interest, rubles | 39 535 918 614 | 33 047 995 613 | 19,63% |
| Total open interest, contracts | 1 890 624 | 1 734 114 | 9,03% |
| Options Contracts | |||
| Trading volume, rubles | 4 192 630 550 | 3 711 373 389 | 12,97% |
| Trading volume, contracts | 169 440 | 149 713 | 13,18% |
| Number of trades | 11 777 | 10 014 | 17,61% |
| Total open interest, rubles | 15 726 888 952 | 13 578 358 325 | 15,82% |
| Total open interest, contracts | 760 282 | 669 372 | 13,58% |
| Total | |||
| Trading volume, rubles | 123 495 755 306 | 121 688 359 065 | 1,49% |
| Trading volume, contracts | 5 758 632 | 5 737 366 | 0,37% |
| Number of trades | 1 102 938 | 1 094 368 | 0,78% |
| Total open interest, rubles | 55 262 807 565 | 46 626 353 938 | 18,52% |
| Total open interest, contracts | 2 650 906 | 2 403 486 | 10,29% |
| № | Code | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 70 706 884 207 | 2 014 595 |
| 2 | Si | Non-delivery futures contract on USA dollar | 22 751 016 717 | 633 268 |
| 3 | GZ | Delivery futures contract on "Gazprom" | 11 436 888 601 | 1 026 049 |
| 4 | LK | Delivery futures contract on "Lukoil" | 5 530 469 931 | 489 784 |
| 5 | GD | Futures on gold | 3 725 572 449 | 122 464 |
| 6 | BR | Brent oil futures | 2 136 346 717 | 139 360 |
| 7 | SR | Delivery futures contract on "Sberbank" ordinary shares | 1 626 940 254 | 972 253 |
| 8 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 498 078 418 | 36 497 |
| 9 | RN | Delivery futures contract on "Rosneft" | 321 612 172 | 28 992 |
| 10 | VB | Delivery futures contract on JSC VTB Bank | 170 668 256 | 74 738 |
| 11 | UR | The contract on "URALS" oil | 117 689 825 | 7 656 |
| 12 | SV | The contract on refined silver | 115 652 504 | 2 846 |
| 13 | SN | Delivery futures contract on "Surgutneftegaz" | 74 614 483 | 5 026 |
| 14 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 73 326 783 | 7 571 |
| 15 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform | 6 346 216 | 25 415 |
| 16 | HY | Delivery futures contract on RusHydro ordinary shares | 2 553 513 | 437 |
| 17 | TN | Futures contract on Transneft privileged shares | 2 039 102 | 316 |
| 18 | TT | Delivery futures contract on ordinary shares of "Tatneft" | 1 663 088 | 305 |
| 19 | CH | Delivery futures contract on Severstal ordinary shares | 1 362 569 | 159 |
| 20 | NK | Delivery futures contract on NOVATEK | 1 077 453 | 179 |
| 21 | SP | Delivery futures contract on "Sberbank" privileged shares | 950 139 | 1 218 |
| 22 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 615 200 | 6 |
| 23 | MT | Delivery futures contract on MTS OJSC | 603 243 | 52 |
| 24 | RT | Delivery futures contract on "Rostelecom" | 145 612 | 5 |
| 25 | Ro | Non-delivery futures contract on RTS Oil & Gas Index | 7 304 | 1 |
| 26 | RI | Options on RTS Index futures contract | 3 330 558 961 | 80 720 |
| 27 | GZ | Options on Gazprom futures contract | 374 155 500 | 32 389 |
| 28 | LK | Options on Lukoil futures contract | 173 147 500 | 15 815 |
| 29 | GM | Options on MMC "NORILSK NICKEL" futures contract | 152 683 000 | 6 174 |
| 30 | SR | Options on "Sberbank" futures contract | 60 910 750 | 31 001 |
| 31 | Si | Options on USA dollar futures contract | 50 053 000 | 1 468 |
| 32 | GD | Options on gold futures contract | 46 725 676 | 1 684 |
| 33 | SV | Options on refined silver futures contract | 4 162 164 | 100 |
| 34 | VB | Options on JSC VTB Bank futures contract | 225 500 | 88 |
| 35 | PZ | Options on OJSC "Polyus Gold" futures contract | 8 500 | 1 |
| Total: | 123 495 755 306 | 5 758 632 | ||
