OREANDA-NEWS. February 15, 2010. For the week of February 1 – February 5, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 510.4 billion rubles or 10.3 million contracts, including 75.5 billion rubles during the evening trading session. The total open interest as of the last day of the week, February 5, 2010 reached 129.4 billion rubles or 4.2 million contracts.

 

Week
February 1 – February 5

Week
January 25 – January 29

Change, %

Futures contracts

Trading volume, rubles

496,353,683,882

520,951,827,207

-4.72%

Trading volume, contracts

10,020,246

10,521,194

-4.76%

Number of trades

2,284,862

2,433,359

-6.10%

Total open interest, rubles

93,090,288,524

92,818,603,186

0.29%

Total open interest, contracts

2,952,270

2,933,424

0.64%

Options Contracts

Trading volume, rubles

14,029,742,137

16,405,631,406

-14.48%

Trading volume, contracts

320,270

360,894

-11.26%

Number of trades

31,385

25,269

24.20%

Total open interest, rubles

36,282,232,083

32,084,792,103

13.08%

Total open interest, contracts

1,289,500

1,172,428

9.99%

Total

Trading volume, rubles

510,383,426,019

537,357,458,613

-5.02%

Trading volume, contracts

10,340,516

10,882,088

-4.98%

Number of trades

2,316,247

2,458,628

-5.79%

Total open interest, rubles

129,372,520,607

124,903,395,289

3.58%

Total open interest, contracts

4,241,770

4,105,852

3.31%

FORTS contracts by volume (01.02.10 –05.02.10)

No.

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

392,108,810,483

4,422,873

2

Si

Cash-settled futures contract on USD/RUB exchange rate

31,741,003,025

1,043,591

3

GZ

Deliverable futures contract on Gazprom ordinary shares

19,248,513,762

1,019,806

4

SR

Deliverable futures contract on Sberbank ordinary shares

18,680,597,306

2,169,945

5

ED

Cash-settled futures contract on EUR/USD exchange rate

15,521,472,844

372,957

6

LK

Deliverable futures contract on LUKOIL ordinary shares

5,776,353,996

345,933

7

BR

Cash-settled Brent oil futures contract

4,960,036,498

224,855

8

GD

Cash-settled futures contract on gold

2,970,674,686

90,183

9

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,901,855,820

40,855

10

RN

Deliverable futures contract on Rosneft ordinary shares

1,383,442,020

59,025

11

VB

Deliverable futures contract on VTB Bank ordinary shares

632,407,091

83,953

12

SP

Deliverable futures contract on Sberbank privileged shares

411,876,023

58,881

13

SV

Cash-settled futures contract on refined silver

309,758,424

6,398

14

Eu

Cash-settled futures contract on EUR/RUB exchange rate

289,974,448

6,908

15

SN

Deliverable futures contract on Surgutneftegas ordinary shares

166,864,478

6,558

16

CH

Deliverable futures contract on Severstal ordinary shares

64,980,946

1,811

17

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

54,141,934

58,928

18

TN

Deliverable futures contract on Transneft privileged shares

35,533,560

1,419

19

MT

Deliverable futures contract on MTS ordinary shares

27,878,456

1,174

20

Rk

Cash-settled futures contract on RTS Telecom Index

21,969,277

1,824

21

PT

Cash-settled futures contract on platinum

16,090,718

349

22

PZ

Deliverable futures contract on Polyus Gold ordinary shares

10,552,907

707

23

TT

Deliverable futures contract on Tatneft ordinary shares

5,299,515

371

24

Ro

Cash-settled futures contract on RTS Oil & Gas Index

4,426,182

400

25

RT

Deliverable futures contract on Rostelecom ordinary shares

3,850,236

246

26

HY

Deliverable futures contract on RusHydro ordinary shares

3,571,733

279

27

SU

Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94

1,643,700

11

28

NK

Deliverable futures contract on NOVATEK ordinary shares

74,600

4

29

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

29,214

2

30

RI

Futures-style options on RTS Index futures contract

10,980,244,049

125,286

31

GZ

Options on Gazprom futures contract

1,998,370,000

107,861

32

LK

Options on LUKOIL futures contract

491,983,000

29,395

33

SR

Options on Sberbank futures contract

460,296,250

54,626

34

Si

Options on USD/RUB exchange rate futures contract

68,610,000

2,178

35

GD

Futures-style options on gold futures contract

30,168,338

916

36

PZ

Futures-style options on Polyus Gold futures contract

36,000

2

37

VB

Futures-style options on VTB Bank futures contract

34,500

6

 

 

Total

510,383,426,019

10,340,516