For the week of March 30 – April 3, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 200.3 billion roubles or 8.0 million contracts, including 47.0 billion roubles during the evening trading session. The total open interest as of the last day of the week, April 3, 2009 reached 65.4 billion roubles or 3.8 million contracts.
|
|
Week April
3 |
Week March
27 |
Change, |
|
Futures
contracts
|
|||
|
Trading
volume, roubles |
194,839,296,512 |
211,668,582,353 |
-7.95% |
|
Trading
volume, contracts |
7,586,917 |
8,581,998 |
-11.59% |
|
Number
of trades |
1,277,114 |
1,386,145 |
-7.87% |
|
Total
open interest, roubles |
49,759,124,409 |
44,960,682,956 |
10.67% |
|
Total
open interest, contracts |
2,147,598 |
1,862,972 |
15.28% |
|
Options
Contracts
|
|||
|
Trading
volume, roubles |
5,504,000,153 |
8,863,975,517 |
-37.91% |
|
Trading
volume, contracts |
411,933 |
927,959 |
-55.61% |
|
Number
of trades |
12,223 |
10,697 |
14.27% |
|
Total
open interest, roubles |
15,683,405,278 |
14,912,248,545 |
5.17% |
|
Total
open interest, contracts |
1,623,714 |
1,747,490 |
-7.08% |
|
Total |
|||
|
Trading
volume, roubles |
200,343,296,665 |
220,532,557,870 |
-9.15% |
|
Trading
volume, contracts |
7,998,850 |
9,509,957 |
-15.89% |
|
Number
of trades |
1,289,337 |
1,396,842 |
-7.70% |
|
Total
open interest, roubles |
65,442,529,687 |
59,872,931,500 |
9.30% |
|
Total
open interest, contracts |
3,771,312 |
3,610,462 |
4.46% |
FORTS
contracts by volume (30.03.09 -03.04.09)
|
№ |
Code |
Contract |
Trading
volume |
|
|
RUR |
Contracts |
|||
|
1 |
RI |
Non-delivery
futures contract on RTS Index |
132,578,913,424 |
2,875,176 |
|
2 |
ED |
Non-delivery
futures contract on EUR/USD exchange rate |
26,055,458,949 |
579,951 |
|
3 |
GZ |
Delivery
futures contract on Gazprom ordinary shares |
12,592,236,797 |
953,745 |
|
4 |
Si |
Non-delivery
futures contract on USA dollar |
6,945,575,978 |
200,311 |
|
5 |
LK |
Delivery
futures contract on LUKOIL ordinary shares |
4,525,385,146 |
350,291 |
|
6 |
SR |
Delivery
futures contract on Sberbank ordinary shares |
4,474,412,248 |
2,082,623 |
|
7 |
BR |
Brent oil futures |
3,099,662,812 |
183,633 |
|
8 |
GD |
Futures on gold |
1,704,502,045 |
54,818 |
|
9 |
GM |
Delivery
futures contract on MMC NORILSK NICKEL ordinary shares |
916,068,548 |
42,541 |
|
10 |
RN |
Delivery
futures contract on Rosneft ordinary shares |
885,824,501 |
57,733 |
|
11 |
SN |
Delivery
futures contract on Surgutneftegaz ordinary shares |
462,743,757 |
21,521 |
|
12 |
VB |
Delivery
futures contract on VTB Bank ordinary shares |
150,529,511 |
51,880 |
|
13 |
PZ |
Delivery
futures contract on Polyus Gold ordinary shares |
137,058,482 |
9,213 |
|
14 |
Eu |
Non-delivery
futures contract on EUR/RUR exchange rate |
122,665,640 |
2,669 |
|
15 |
SP |
Delivery
futures contract on Sberbank privileged shares |
91,160,549 |
92,314 |
|
16 |
SV |
The
contract on refined silver |
59,509,184 |
1,354 |
|
17 |
TN |
Futures
contract on Transneft privileged shares |
8,569,329 |
918 |
|
18 |
UI |
Delivery
futures contract on Uralsvyazinform ordinary shares |
8,502,628 |
24,784 |
|
19 |
MT |
Delivery
futures contract on MTS ordinary shares |
6,784,948 |
462 |
|
20 |
TT |
Delivery
futures contract on Tatneft ordinary shares |
3,618,830 |
429 |
|
21 |
CH |
Delivery
futures contract on Severstal ordinary shares |
3,379,383 |
273 |
|
22 |
SU |
Delivery
futures contract on granulated sugar, produced in accordance with
all-Union State Standard 21-94 |
2,593,000 |
28 |
|
23 |
RT |
Delivery
futures contract on Rostelecom ordinary shares |
2,485,871 |
86 |
|
24 |
UR |
The
contract on URALS oil |
688,254 |
42 |
|
25 |
HY |
Delivery
futures contract on RusHydro ordinary shares |
670,376 |
86 |
|
26 |
NK |
Delivery
futures contract on NOVATEK ordinary shares |
296,323 |
36 |
|
27 |
RI |
Options
on USA dollar futures contract |
3,926,672,362 |
79,111 |
|
28 |
SR |
Options
on Sberbank futures contract |
516,262,450 |
249,251 |
|
29 |
LK |
Options
on LUKOIL futures contract |
501,994,000 |
42,796 |
|
30 |
GZ |
Options
on Gazprom futures contract |
410,993,000 |
35,785 |
|
31 |
Si |
Options
on USA dollar futures contract |
74,964,250 |
2,196 |
|
32 |
GM |
Options
on MMC NORILSK NICKEL futures contract |
51,935,000 |
2,077 |
|
33 |
GD |
Options
on gold futures contract |
21,102,842 |
688 |
|
34 |
VB |
Options
on VTB Bank futures contract |
76,250 |
29 |
|
|
|
Total: |
200,343,296,665 |
7,998,850 |
