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For the week of March 10 – March 13, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 173.7 billion roubles or 7.1 million contracts, including 32.1 billion roubles during the evening trading session. The total open interest as of the last day of the week, March 13, 2009 reached 74.1 billion roubles or 2.7 million contracts.
| Week March 10 – 13 |
Week March 2 – 6 |
Change, % |
|
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 168,444,363,694 | 166,814,075,528 | 0.98% |
| Trading volume, contracts | 6,889,073 | 6,790,688 | 1.45% |
| Number of trades | 1,038,683 | 1,183,669 | -12.25% |
| Total open interest, rubles | 57,216,614,520 | 52,831,687,498 | 8.30% |
| Total open interest, contracts | 2,113,212 | 2,457,446 | -14.01% |
| Options Contracts | |||
| Trading volume, rubles | 5,257,228,994 | 4,487,293,839 | 17.16% |
| Trading volume, contracts | 200,557 | 216,521 | -7.37% |
| Number of trades | 18,704 | 14,034 | 33.28% |
| Total open interest, rubles | 16,917,025,531 | 21,407,198,551 | -20.98% |
| Total open interest, contracts | 557,308 | 1,160,416 | -51.97% |
| Total | |||
| Trading volume, rubles | 173,701,592,688 | 171,301,369,367 | 1.40% |
| Trading volume, contracts | 7,089,630 | 7,007,209 | 1.18% |
| Number of trades | 1,057,387 | 1,197,703 | -11.72% |
| Total open interest, rubles | 74,133,640,051 | 74,238,886,049 | -0.14% |
| Total open interest, contracts | 2,670,520 | 3,617,862 | -26.19% |
FORTS contracts by volume
| № | Code | Contract | Оборот | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 107,376,179,287 | 2,437,053 |
| 2 | GZ | Delivery futures contract on Gazprom ordinary shares | 14,787,918,224 | 1,201,222 |
| 3 | ED | Non-delivery futures contract on EUR/USD exchange rate | 14,676,341,564 | 324,420 |
| 4 | Si | Non-delivery futures contract on USA dollar | 12,361,615,910 | 347,834 |
| 5 | LK | Delivery futures contract on LUKOIL ordinary shares | 5,640,608,034 | 439,088 |
| 6 | GD | Futures on gold | 4,567,600,892 | 140,407 |
| 7 | BR | Brent oil futures | 3,497,116,063 | 225,594 |
| 8 | SR | Delivery futures contract on Sberbank ordinary shares | 2,109,684,913 | 1,240,536 |
| 9 | RN | Delivery futures contract on Rosneft ordinary shares | 931,559,181 | 64,627 |
| 10 | VB | Delivery futures contract on VTB Bank ordinary shares | 764,907,659 | 297,018 |
| 11 | GM | Delivery futures contract on MMC NORILSK NICKEL ordinary shares | 671,207,729 | 37,090 |
| 12 | SN | Delivery futures contract on Surgutneftegaz ordinary shares | 388,402,921 | 16,283 |
| 13 | Eu | Non-delivery futures contract on EUR/RUR exchange rate | 337,352,912 | 7,472 |
| 14 | SV | The contract on refined silver | 191,478,302 | 4,199 |
| 15 | PZ | Delivery futures contract on Polyus Gold ordinary shares | 61,774,933 | 5,239 |
| 16 | TN | Futures contract on Transneft privileged shares | 22,495,688 | 2,931 |
| 17 | SP | Delivery futures contract on Sberbank privileged shares | 22,494,402 | 26,432 |
| 18 | UI | Delivery futures contract on Uralsvyazinform ordinary shares | 21,135,788 | 70,231 |
| 19 | TT | Delivery futures contract on Tatneft ordinary shares | 5,193,346 | 644 |
| 20 | CH | Delivery futures contract on Severstal ordinary shares | 3,808,695 | 286 |
| 21 | HY | Delivery futures contract on RusHydro ordinary shares | 1,467,861 | 235 |
| 22 | RT | Delivery futures contract on Rostelecom ordinary shares | 1,439,032 | 48 |
| 23 | MT | Delivery futures contract on MTS ordinary shares | 1,150,806 | 82 |
| 24 | UR | The contract on URALS oil | 853,529 | 55 |
| 25 | NK | Delivery futures contract on NOVATEK ordinary shares | 358,023 | 45 |
| 26 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 218,000 | 2 |
| 27 | RI | Options on RTS Index futures contract | 4,062,750,698 | 97,703 |
| 28 | GZ | Options on Gazprom futures contract | 672,434,000 | 55,727 |
| 29 | Si | Options on USA dollar futures contract | 240,408,200 | 6,779 |
| 30 | LK | Options on LUKOIL futures contract | 194,721,000 | 18,462 |
| 31 | SR | Options on Sberbank futures contract | 32,594,350 | 19,746 |
| 32 | GD | Options on gold futures contract | 32,435,388 | 1,004 |
| 33 | GM | Options on MMC NORILSK NICKEL futures contract | 16,784,500 | 565 |
| 34 | SV | Options on refined silver futures contract | 3,722,607 | 100 |
| 35 | VB | Options on VTB Bank futures contract | 1,159,750 | 451 |
| 36 | NK | Options on NOVATEK futures contract | 180,000 | 18 |
| 37 | RN | Options on Rosneft futures contract | 38,500 | 2 |
| Total: | 173,701,592,688 | 7,089,630 | ||
