OREANDA-NEWS. April 14, 2010. For the week of April 5 – April 9, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 418.5 billion rubles or 8.2 million contracts, including 51.8 billion rubles during the evening trading session. The total open interest as of the last day of the week, April 9, 2010 reached 152.4 billion rubles or 5.48 million contracts.

 

Week
April 5 – April 9

Week
March 29 – April 2

Change, %

Futures contracts

Trading volume, rubles

401,298,204,700

394,787,037,682

1.65%

Trading volume, contracts

7,652,921

7,971,743

-4.00%

Number of trades

1,686,266

1,705,641

-1.14%

Total open interest, rubles

99,632,096,477

95,422,683,319

4.41%

Total open interest, contracts

3,296,652

3,021,392

9.11%

Options Contracts

Trading volume, rubles

17,217,660,315

19,218,013,354

-10.41%

Trading volume, contracts

549,620

575,694

-4.53%

Number of trades

26,798

22,762

17.73%

Total open interest, rubles

52,787,604,914

41,515,755,608

27.15%

Total open interest, contracts

2,181,166

1,604,538

35.94%

Total

Trading volume, rubles

418,515,865,014

414,005,051,036

1.09%

Trading volume, contracts

8,202,541

8,547,437

-4.04%

Number of trades

1,713,064

1,728,403

-0.89%

Total open interest, rubles

152,419,701,391

136,938,438,927

11.31%

Total open interest, contracts

5,477,818

4,625,930

18.42%

FORTS contracts by volume (05.04.10 – 09.04.10)

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

319,787,179,500

3,421,656

2

Si

Cash-settled futures contract on USD/RUB exchange rate

21,021,433,734

712,319

3

SR

Deliverable futures contract on Sberbank ordinary shares

15,108,719,418

1,730,469

4

GZ

Deliverable futures contract on Gazprom ordinary shares

12,692,215,828

732,380

5

ED

Cash-settled futures contract on EUR/USD exchange rate

11,183,657,908

285,339

6

RS

Cash-settled futures contract on RTS Standard Index

7,327,500,855

72,724

7

BR

Cash-settled Brent oil futures contract

4,203,874,001

167,891

8

LK

Deliverable futures contract on LUKOIL ordinary shares

3,648,728,454

214,664

9

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,713,010,705

31,482

10

GD

Cash-settled futures contract on gold

1,539,535,128

45,918

11

RN

Deliverable futures contract on Rosneft ordinary shares

1,017,815,091

41,726

12

VB

Deliverable futures contract on VTB Bank ordinary shares

510,253,510

62,185

13

TN

Deliverable futures contract on Transneft preferred shares

497,660,421

13,503

14

SP

Deliverable futures contract on Sberbank preferred shares

410,020,441

61,307

15

SV

Cash-settled futures contract on refined silver

157,770,514

2,972

16

Eu

Cash-settled futures contract on EUR/RUB exchange rate

140,321,963

3,555

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

77,994,176

2,721

18

HY

Deliverable futures contract on RusHydro ordinary shares

61,416,108

3,708

19

PT

Cash-settled futures contract on platinum

58,835,282

1,179

20

MT

Deliverable futures contract on MTS ordinary shares

58,494,385

2,326

21

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

45,670,143

41,341

22

PZ

Deliverable futures contract on Polyus Gold ordinary shares

12,584,642

861

23

CH

Deliverable futures contract on Severstal ordinary shares

9,019,076

214

24

SU

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

8,810,650

77

25

Rk

Cash-settled futures contract on RTS Telecom Index

2,235,599

170

26

TT

Deliverable futures contract on Tatneft ordinary shares

1,794,768

127

27

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

882,009

50

28

MP

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

654,400

51

29

NK

Deliverable futures contract on NOVATEK ordinary shares

115,991

6

30

RI

Futures-style options on RTS Index futures contract

12,808,775,018

140,775

31

SR

Options on Sberbank futures contract

2,514,882,000

308,338

32

GZ

Options on Gazprom futures contract

1,417,527,000

75,905

33

LK

Options on LUKOIL futures contract

363,188,000

20,814

34

Si

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

57,208,500

1,934

35

GD

Futures-style options on gold futures contract

34,415,297

1,062

36

RN

Futures-style options on futures contract on Rosneft ordinary shares

8,828,000

401

37

SN

Futures-style options on Surgutneftegas futures contract

7,000,000

200

38

TN

Futures-style options on futures contract on Transneft preferred shares

5,532,000

153

39

VB

Futures-style options on VTB Bank futures contract

304,500

38

 

 

Total

418,515,865,014

8,202,541