OREANDA-NEWS. March 17, 2010. For the week of March 9 – March 12, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 415.5 billion rubles or 9.6 million contracts, including 41.3 billion rubles during the evening trading session. The total open interest as of the last day of the week, March 12, 2010 reached 97.8 billion rubles or 3.46 million contracts.

 

Week
March 9 – March 12

Week
March 1 – March 5

Change, %

Futures contracts

Trading volume, rubles

400,153,888,533

437,813,606,158

-8.60%

Trading volume, contracts

9,240,556

9,847,101

-6.16%

Number of trades

1,554,469

1,976,870

-21.37%

Total open interest, rubles

86,625,066,724

107,523,078,087

-19.44%

Total open interest, contracts

2,869,784

3,240,110

-11.43%

Options Contracts

Trading volume, rubles

15,378,658,675

15,053,152,713

2.16%

Trading volume, contracts

338,848

389,166

-12.93%

Number of trades

23,457

27,533

-14.80%

Total open interest, rubles

11,154,386,988

47,977,908,869

-76.75%

Total open interest, contracts

594,640

1,793,038

-66.84%

Total

Trading volume, rubles

415,532,547,208

452,866,758,872

-8.24%

Trading volume, contracts

9,579,404

10,236,267

-6.42%

Number of trades

1,577,926

2,004,403

-21.28%

Total open interest, rubles

97,779,453,712

155,500,986,956

-37.12%

Total open interest, contracts

3,464,424

5,033,148

-31.17%

FORTS contracts by volume (9.03.10 – 12.03.10)

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

288,837,299,524

3,217,895

2

Si

Cash-settled futures contract on USD/RUB exchange rate

33,240,201,895

1,123,423

3

SR

Deliverable futures contract on Sberbank ordinary shares

22,610,296,663

2,558,598

4

GZ

Deliverable futures contract on Gazprom ordinary shares

14,822,817,099

850,941

5

RS

Cash-settled futures contract on RTS Standard Index

9,945,051,526

102,488

6

ED

Cash-settled futures contract on EUR/USD exchange rate

9,327,204,073

230,089

7

LK

Deliverable futures contract on LUKOIL ordinary shares

8,738,391,136

547,379

8

BR

Cash-settled Brent oil futures contract

3,767,767,786

158,144

9

GD

Cash-settled futures contract on gold

2,536,332,541

76,490

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,285,028,525

26,236

11

RN

Deliverable futures contract on Rosneft ordinary shares

1,204,321,619

50,306

12

SV

Cash-settled futures contract on refined silver

1,141,239,578

22,293

13

VB

Deliverable futures contract on VTB Bank ordinary shares

830,131,449

105,895

14

Eu

Cash-settled futures contract on EUR/RUB exchange rate

804,173,234

19,901

15

SP

Deliverable futures contract on Sberbank preferred shares

558,051,425

79,024

16

SN

Deliverable futures contract on Surgutneftegas ordinary shares

200,452,202

7,813

17

CH

Deliverable futures contract on Severstal ordinary shares

51,917,614

1,353

18

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

47,268,823

52,206

19

PT

Cash-settled futures contract on platinum

36,377,688

767

20

TN

Deliverable futures contract on Transneft preferred shares

35,188,179

1,416

21

TT

Deliverable futures contract on Tatneft ordinary shares

33,352,856

2,292

22

PZ

Deliverable futures contract on Polyus Gold ordinary shares

24,071,502

1,659

23

HY

Deliverable futures contract on RusHydro ordinary shares

21,404,457

1,520

24

MT

Deliverable futures contract on MTS ordinary shares

17,566,829

735

25

MR

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

9,997,247

10

26

NK

Deliverable futures contract on NOVATEK ordinary shares

7,874,300

429

27

RT

Deliverable futures contract on Rostelecom ordinary shares

6,617,632

458

28

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

4,720,127

300

29

Ro

Cash-settled futures contract on RTS Oil & Gas Index

3,408,123

300

30

SU

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

3,348,450

26

31

Rk

Cash-settled futures contract on RTS Telecom Index

2,014,432

170

32

RI

Futures-style options on RTS Index futures contract

12,725,559,892

144,114

33

GZ

Options on Gazprom futures contract

965,078,000

54,534

34

SR

Options on Sberbank futures contract

819,946,250

97,431

35

LK

Options on LUKOIL futures contract

619,325,000

36,323

36

GD

Futures-style options on gold futures contract

106,086,873

3,230

37

SV

Futures-style options on silver futures contract

104,037,160

2,000

38

Si

Options on USD/RUB exchange rate futures contract

34,125,500

1,116

39

GM

Futures-style options on MMC NORILSK NICKEL futures contract

4,500,000

100

 

 

Total

415,532,547,208

9,579,404