For the week of December
28 – December 31, 2009 the total trading volume on FORTS (Futures &
Options on RTS) equaled 55.0 billion rubles or 1.5 million contracts, including
6.4 billion rubles during the evening trading session. The total open interest
as of the last day of the week, December 31, 2009 reached 84.6 billion rubles or
3.1 million contracts.
|
Week |
Week |
Change,
% |
Futures
contracts
|
|||
Trading
volume, rubles |
50,817,524,283 |
225,224,751,037 |
-77.44% |
Trading
volume, contracts |
1,362,996 |
5,407,094 |
-74.79% |
Number
of trades |
244,657 |
1,147,878 |
-78.69% |
Total
open interest, rubles |
67,127,736,128 |
73,184,624,527 |
-8.28% |
Total
open interest, contracts |
2,221,058 |
2,364,306 |
-6.06% |
Options
Contracts |
|||
Trading
volume, rubles |
4,225,036,646 |
5,710,821,942 |
-26.02% |
Trading
volume, contracts |
153,138 |
172,946 |
-11.45% |
Number
of trades |
7,215 |
11,361 |
-36.49% |
Total
open interest, rubles |
17,436,830,312 |
14,856,278,707 |
17.37% |
Total
open interest, contracts |
869,424 |
779,872 |
11.48% |
Total |
|||
Trading
volume, rubles |
55,042,560,929 |
230,935,572,979 |
-76.17% |
Trading
volume, contracts |
1,516,134 |
5,580,040 |
-72.83% |
Number
of trades |
251,872 |
1,159,239 |
-78.27% |
Total
open interest, rubles |
84,564,566,441 |
88,040,903,234 |
-3.95% |
Total
open interest, contracts |
3,090,482 |
3,144,178 |
-1.71% |
FORTS
contracts by volume (28.12.09
–31.12.09)
No |
Code |
Contract |
Trading
volume |
|
RUB |
Contracts |
|||
1 |
RI |
Non-delivery
futures contract on RTS Index |
29,540,030,916 |
342,534 |
2 |
Si |
Non-delivery
futures contract on USD/RUB exchange rate |
12,410,900,173 |
407,582 |
3 |
GZ |
Delivery
futures contract on Gazprom ordinary shares |
2,555,982,503 |
138,700 |
4 |
SR |
Delivery
futures contract on Sberbank ordinary shares |
2,240,814,600 |
276,059 |
5 |
ED |
Non-delivery
futures contract on EUR/USD exchange rate |
905,197,571 |
21,210 |
6 |
LK |
Delivery
futures contract on LUKOIL ordinary shares |
733,216,125 |
42,843 |
7 |
BR |
Brent oil futures |
564,999,466 |
24,441 |
8 |
SP |
Delivery
futures contract on Sberbank privileged shares |
291,954,342 |
42,588 |
9 |
GM |
Delivery
futures contract on MMC NORILSK NICKEL ordinary shares |
272,439,422 |
6,457 |
10 |
GD |
Futures on gold |
270,148,629 |
8,218 |
11 |
Eu |
Non-delivery
futures contract on EUR/RUB exchange rate |
257,111,760 |
5,930 |
12 |
RN |
Delivery
futures contract on Rosneft ordinary shares |
209,981,392 |
8,266 |
13 |
MR |
Non-delivery
futures contract on average rate of the overnight MosPrime credit |
198,057,593 |
200 |
14 |
VB |
Delivery
futures contract on VTB Bank ordinary shares |
134,017,862 |
19,011 |
15 |
TT |
Delivery
futures contract on Tatneft ordinary shares |
46,956,844 |
3,311 |
16 |
SN |
Delivery
futures contract on Surgutneftegas ordinary shares |
46,848,849 |
1,742 |
17 |
TN |
Futures
contract on Transneft privileged shares |
31,551,659 |
1,264 |
18 |
CH |
Delivery
futures contract on Severstal ordinary shares |
28,757,442 |
1,128 |
19 |
PT |
The
contract on refined platinum |
12,822,145 |
293 |
20 |
SU |
Delivery
futures contract on granulated sugar, produced in accordance with
all-Union State Standard 21-94 |
12,395,250 |
91 |
21 |
RT |
Delivery
futures contract on Rostelecom ordinary shares |
11,734,414 |
784 |
22 |
SV |
The
contract on refined silver |
9,878,818 |
190 |
23 |
NK |
Delivery
futures contract on NOVATEK ordinary shares |
9,066,574 |
539 |
24 |
UI |
Delivery
futures contract on Uralsvyazinform ordinary shares |
6,753,356 |
8,523 |
25 |
Rk |
Non-delivery
futures contract on RTS Telecom Index |
5,900,335 |
570 |
26 |
PZ |
Delivery
futures contract on Polyus Gold ordinary shares |
5,047,711 |
317 |
27 |
PD |
The
contract on refined palladium |
2,446,134 |
22 |
28 |
HY |
Delivery
futures contract on RusHydro ordinary shares |
1,335,866 |
116 |
29 |
MT |
Delivery
futures contract on MTS ordinary shares |
781,796 |
35 |
30 |
Ro |
Non-delivery
futures contract on RTS Oil & Gas Index |
205,526 |
20 |
31 |
Rc |
Non-delivery
futures contract on RTS Consumer & Retail Index |
189,210 |
12 |
32 |
RI |
Futures-style
options on RTS Index futures contract |
1,924,125,543 |
22,882 |
33 |
GZ |
Options
on Gazprom futures contract |
855,498,000 |
47,142 |
34 |
LK |
Options
on LUKOIL futures contract |
747,924,000 |
36,427 |
35 |
Si |
Options
on USD/RUB exchange rate futures contract |
351,962,750 |
11,461 |
36 |
SR |
Options
on Sberbank futures contract |
248,666,500 |
30,706 |
37 |
GD |
Futures-style
options on gold futures contract |
64,955,354 |
1,941 |
38 |
VB |
Futures-style
options on VTB Bank futures contract |
16,000,000 |
2,000 |
39 |
TN |
Futures-style
options on Transneft futures contract |
13,248,500 |
457 |
40 |
RN |
Futures-style
options on Rosneft futures contract |
2,284,000 |
108 |
41 |
SN |
Futures-style
options on Surgutneftegas futures contract |
372,000 |
14 |
|
|
Total: |
55,042,560,929 |
1,516,134 |