OREANDA-NEWS. March 25, 2010. For the week of March 15 – March 19, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 427.7 billion rubles or 8.6 million contracts, including 52.9 billion rubles during the evening trading session. The total open interest as of the last day of the week, March 19, 2010 reached 110.4 billion rubles or 3.71 million contracts.

 

Week
March 15 – March 19

Week
March 9 – March 12

Change, %

Futures contracts

Trading volume, rubles

413,496,584,176

400,153,888,533

3.33%

Trading volume, contracts

8,244,848

9,240,556

-10.78%

Number of trades

1,913,607

1,554,469

23.10%

Total open interest, rubles

84,261,252,083

86,625,066,724

-2.73%

Total open interest, contracts

2,761,886

2,869,784

-3.76%

Options Contracts

Trading volume, rubles

14,196,022,284

15,378,658,675

-7.69%

Trading volume, contracts

344,568

338,848

1.69%

Number of trades

21,830

23,457

-6.94%

Total open interest, rubles

26,141,166,686

11,154,386,988

134.36%

Total open interest, contracts

946,520

594,640

59.18%

Total

Trading volume, rubles

427,692,606,459

415,532,547,208

2.93%

Trading volume, contracts

8,589,416

9,579,404

-10.33%

Number of trades

1,935,437

1,577,926

22.66%

Total open interest, rubles

110,402,418,769

97,779,453,712

12.91%

Total open interest, contracts

3,708,406

3,464,424

7.04%

FORTS contracts by volume (15.03.10 – 19.03.10)

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

327,369,084,582

3,634,717

2

Si

Cash-settled futures contract on USD/RUB exchange rate

22,584,290,400

764,451

3

SR

Deliverable futures contract on Sberbank ordinary shares

18,037,948,177

2,008,986

4

GZ

Deliverable futures contract on Gazprom ordinary shares

11,874,352,543

693,864

5

ED

Cash-settled futures contract on EUR/USD exchange rate

10,260,835,250

256,203

6

RS

Cash-settled futures contract on RTS Standard Index

6,028,234,510

61,552

7

BR

Cash-settled Brent oil futures contract

5,750,644,853

245,008

8

LK

Deliverable futures contract on LUKOIL ordinary shares

5,235,746,299

320,870

9

GD

Cash-settled futures contract on gold

1,814,834,720

55,370

10

RN

Deliverable futures contract on Rosneft ordinary shares

1,117,065,198

47,931

11

Eu

Cash-settled futures contract on EUR/RUB exchange rate

993,187,202

24,681

12

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

940,365,851

18,844

13

VB

Deliverable futures contract on VTB Bank ordinary shares

480,348,311

59,669

14

PT

Cash-settled futures contract on platinum

361,164,196

7,602

15

SV

Cash-settled futures contract on refined silver

229,548,203

4,503

16

SN

Deliverable futures contract on Surgutneftegas ordinary shares

152,549,064

5,830

17

SP

Deliverable futures contract on Sberbank preferred shares

147,053,007

20,769

18

HY

Deliverable futures contract on RusHydro ordinary shares

30,177,685

2,057

19

CH

Deliverable futures contract on Severstal ordinary shares

16,512,113

440

20

MT

Deliverable futures contract on MTS ordinary shares

16,010,806

691

21

TN

Deliverable futures contract on Transneft preferred shares

14,766,051

578

22

PZ

Deliverable futures contract on Polyus Gold ordinary shares

10,425,084

689

23

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

7,638,794

8,273

24

SU

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

6,648,550

59

25

MP

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

5,213,875

417

26

TT

Deliverable futures contract on Tatneft ordinary shares

4,961,060

350

27

Ro

Cash-settled futures contract on RTS Oil & Gas Index

3,639,560

327

28

PD

Cash-settled futures contract on palladium

1,833,917

16

29

Rk

Cash-settled futures contract on RTS Telecom Index

745,410

60

30

NK

Deliverable futures contract on NOVATEK ordinary shares

699,929

37

31

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

58,976

4

32

RI

Futures-style options on RTS Index futures contract

10,400,405,247

119,642

33

LK

Options on LUKOIL futures contract

1,508,053,000

94,833

34

GZ

Options on Gazprom futures contract

1,276,842,000

71,695

35

Si

Futures-style options on USD/RUB exchange rate futures contract

683,896,500

22,911

36

SR

Options on Sberbank futures contract

292,548,000

34,308

37

GD

Futures-style options on gold futures contract

33,258,537

1,038

38

VB

Futures-style options on VTB Bank futures contract

940,000

138

39

TN

Futures-style options on futures contract on Transneft preferred shares

79,000

3

 

 

Total

427,692,606,459

8,589,416