OREANDA-NEWS. On 28 August 2009 was announced, that for the week of August 17 – August 21, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 259.5 billion roubles or 9.1 million contracts, including 62.4 billion roubles during the evening trading session. The total open interest as of the last day of the week, August 21, 2009 reached 117.4 billion roubles or 6.9 million contracts.

 

Week
August 17 – August 21

Week
August 10 – August 14

Change, %

Futures contracts

Trading volume, roubles

244,827,818,229

296,016,129,362

-17.29%

Trading volume, contracts

8,517,338

9,855,738

-13.58%

Number of trades

1,325,563

1,545,009

-14.20%

Total open interest, roubles

80,900,556,522

77,554,104,790

4.31%

Total open interest, contracts

3,338,288

3,130,660

6.63%

Options Contracts

Trading volume, roubles

14,697,029,546

9,053,567,084

62.33%

Trading volume, contracts

587,554

393,064

49.48%

Number of trades

16,253

20,162

-19.39%

Total open interest, roubles

36,502,692,609

29,674,172,433

23.01%

Total open interest, contracts

3,596,326

3,227,300

11.43%

Total

Trading volume, roubles

259,524,847,775

305,069,696,445

-14.93%

Trading volume, contracts

9,104,892

10,248,802

-11.16%

Number of trades

1,341,816

1,565,171

-14.27%

Total open interest, roubles

117,403,249,131

107,228,277,223

9.49%

Total open interest, contracts

6,934,614

6,357,960

9.07%

FORTS contracts by volume (17.08.09 - 21.08.09)

Code

Contract

Trading volume

RUR

Contracts

1

RI

Non-delivery futures contract on RTS Index

158,917,924,040

2,504,580

2

Si

Non-delivery futures contract on USA dollar

32,166,507,088

996,393

3

GZ

Delivery futures contract on Gazprom ordinary shares

21,807,243,485

1,406,138

4

SR

Delivery futures contract on Sberbank ordinary shares

12,547,741,452

2,730,351

5

ED

Non-delivery futures contract on EUR/USD exchange rate

7,137,894,397

158,312

6

LK

Delivery futures contract on LUKOIL ordinary shares

4,160,703,276

282,064

7

BR

Brent oil futures

3,493,975,294

151,530

8

GD

Futures on gold

1,702,792,628

56,803

9

RN

Delivery futures contract on Rosneft ordinary shares

859,099,890

46,882

10

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

718,766,178

22,026

11

VB

Delivery futures contract on VTB Bank ordinary shares

399,104,494

93,336

12

Eu

Non-delivery futures contract on EUR/RUR exchange rate

343,424,436

7,545

13

SN

Delivery futures contract on Surgutneftegaz ordinary shares

244,454,662

10,381

14

MR

Non-delivery futures contract on average rate of the overnight MosPrime credit

99,467,233

100

15

SP

Delivery futures contract on Sberbank privileged shares

73,690,310

27,559

16

SV

The contract on refined silver

60,511,776

1,350

17

TN

Futures contract on Transneft privileged shares

32,607,794

1,841

18

HY

Delivery futures contract on RusHydro ordinary shares

22,958,885

2,033

19

NK

Delivery futures contract on NOVATEK ordinary shares 

9,528,242

787

20

MP

Non-delivery futures contract on average rate of the three month MosPrime credit

8,675,000

300

21

UI

Delivery futures contract on Uralsvyazinform ordinary shares

8,421,864

16,321

22

MT

Delivery futures contract on MTS ordinary shares

4,025,778

219

23

PT

The contract on refined platinum

2,565,785

65

24

PZ

Delivery futures contract on Polyus Gold ordinary shares

2,513,936

201

25

TT

Delivery futures contract on Tatneft ordinary shares

1,298,566

111

26

CH

Delivery futures contract on Severstal ordinary shares

928,838

44

27

RT

Delivery futures contract on Rostelecom ordinary shares

840,942

52

28

Ro

Non-delivery futures contract on RTS Index – Oil & Gas

107,147

12

29

UR

The contract on URALS oil

44,812

2

30

RI

Futures-style options on RTS Index futures contract

6,567,626,455

99,358

31

Si

Options on USA dollar futures contract

4,756,515,000

124,250

32

GZ

Options on Gazprom futures contract

2,129,582,500

125,675

33

SR

Options on Sberbank futures contract

1,023,772,800

223,872

34

LK

Options on LUKOIL futures contract

195,649,500

13,494

35

GD

Options on gold futures contract

23,446,541

783

36

VB

Options on VTB Bank futures contract

436,750

122

 

 

Total:

259,524,847,775

9,104,892