OREANDA-NEWS. March 4, 2010. For the week of February 24 – February 27, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 289.7 billion rubles or 6.4 million contracts, including 43.1 billion rubles during the evening trading session. The total open interest as of the last day of the week, February 27, 2010 reached 146.3 billion rubles or 4.79 million contracts.

 

Week
February 24 – February 27

Week
February 15 – February 19

Change, %

Futures contracts

Trading volume, rubles

280,405,197,079

448,297,836,235

-37.45%

Trading volume, contracts

6,114,773

9,376,378

-34.79%

Number of trades

1,372,470

2,129,176

-35.54%

Total open interest, rubles

99,018,411,562

96,688,808,999

2.41%

Total open interest, contracts

3,081,166

2,991,656

2.99%

Options Contracts

Trading volume, rubles

9,245,688,589

13,587,120,134

-31.95%

Trading volume, contracts

251,851

333,910

-24.58%

Number of trades

17,658

26,617

-33.66%

Total open interest, rubles

47,283,422,060

44,454,592,445

6.36%

Total open interest, contracts

1,713,360

1,563,540

9.58%

Total

Trading volume, rubles

289,650,885,668

461,884,956,369

-37.29%

Trading volume, contracts

6,366,624

9,710,288

-34.43%

Number of trades

1,390,128

2,155,793

-35.52%

Total open interest, rubles

146,301,833,623

141,143,401,444

3.65%

Total open interest, contracts

4,794,526

4,555,196

5.25%

FORTS contracts by volume (24.02.10 –27.02.10)

No.

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

210,895,227,408

2,511,678

2

Si

Cash-settled futures contract on USD/RUB exchange rate

17,707,496,894

588,457

3

SR

Deliverable futures contract on Sberbank ordinary shares

11,653,134,256

1,537,759

4

GZ

Deliverable futures contract on Gazprom ordinary shares

10,036,639,917

596,512

5

RS

Cash-settled futures contract on RTS Standard Index

8,899,397,780

97,851

6

ED

Cash-settled futures contract on EUR/USD exchange rate

8,716,817,282

213,824

7

BR

Cash-settled Brent oil futures contract

4,536,401,664

196,174

8

LK

Deliverable futures contract on LUKOIL ordinary shares

2,210,475,583

141,213

9

GD

Cash-settled futures contract on gold

1,917,163,069

57,715

10

PT

Cash-settled futures contract on platinum

1,005,611,554

21,607

11

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

825,101,022

18,219

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

588,664,047

14,388

13

RN

Deliverable futures contract on Rosneft ordinary shares

571,055,791

24,771

14

VB

Deliverable futures contract on VTB Bank ordinary shares

420,022,897

57,222

15

SP

Deliverable futures contract on Sberbank preferred shares

154,858,037

24,358

16

SV

Cash-settled futures contract on refined silver

101,822,979

2,102

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

87,905,068

3,610

18

PZ

Deliverable futures contract on Polyus Gold ordinary shares

19,384,024

1,322

19

SU

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

16,390,950

141

20

TT

Deliverable futures contract on Tatneft ordinary shares

9,905,942

703

21

CH

Deliverable futures contract on Severstal ordinary shares

8,163,423

242

22

HY

Deliverable futures contract on RusHydro ordinary shares

7,196,612

564

23

MT

Deliverable futures contract on MTS ordinary shares

6,367,431

276

24

TN

Deliverable futures contract on Transneft preferred shares

5,227,866

222

25

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

3,156,580

3,732

26

RT

Deliverable futures contract on Rostelecom ordinary shares

1,529,002

106

27

MP

Cash-settled futures contract on average rate of the three month MosPrime credit

80,000

5

28

RI

Futures-style options on RTS Index futures contract

6,985,808,434

83,609

29

GZ

Options on Gazprom futures contract

842,336,000

47,831

30

SR

Options on Sberbank futures contract

727,035,000

95,113

31

Si

Options on USD/RUB exchange rate futures contract

599,544,500

20,079

32

LK

Options on LUKOIL futures contract

75,771,000

4,757

33

GD

Futures-style options on gold futures contract

15,170,655

459

34

VB

Futures-style options on VTB Bank futures contract

23,000

3

 

 

Total

289,650,885,668

6,366,624