OREANDA-NEWS. January 12, 2010. 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
December 28 – December 31

Week
December 21 – December 25

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