OREANDA-NEWS. April 19, 2010. For the week of April 12 – April 16, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 474.0 billion rubles or 9.0 million contracts, including 66.3 billion rubles during the evening trading session. The total open interest as of the last day of the week, April 16, 2010 reached 148.7 billion rubles or 5.64 million contracts.

 

Week: April 12 – April 16

Week: April 5 – April 9

Change, %

Futures contracts

Trading volume, rubles

456,032,038,660

401,298,204,700

13.64%

Trading volume, contracts

8,513,744

7,652, 921

11.25%

Number of trades

1, 801,178

1,686,266

6.81%

Total open interest, rubles

97,275,492,387

99,632,096,477

-2.37%

Total open interest, contracts

3,313,582

3,296,652

0.51%

Options Contracts

Trading volume, rubles

17,936,967,046

17,217, 660,315

4.18%

Trading volume, contracts

470,323

549,620

-14.43%

Number of trades

25, 644

26,798

-4.31%

Total open interest, rubles

51,438,130,996

52,787,604,914

-2.56%

Total open interest, contracts

2, 328,564

2,181,166

6.76%

Total

Trading volume, rubles

473,969,005,706

418,515,865,014

13.25%

Trading volume, contracts

8,984,067

8,202, 541

9.53%

Number of trades

1, 826,822

1, 713,064

6.64%

Total open interest, rubles

148, 713,623,383

152,419,701,391

-2.43%

Total open interest, contracts

5, 642,146

5,477,818

3.00%

FORTS contracts by volume (12.04.10 – 16.04.10)

№

Код

Contract

Turnover

RUB

contracts

1

RI

Cash-settled futures contract on RTS Index

366,768,782,679

3,875,139

2

Si

Cash-settled futures contract on USD/RUB exchange rate

16,710,987,756

572,303

3

GZ

Deliverable futures contract on Gazprom ordinary shares

16,529,908, 674

930,270

4

SR

Deliverable futures contract on Sberbank ordinary shares

16,395,372,339

1,855,638

5

ED

Cash-settled futures contract on EUR/USD exchange rate

11, 689,128,083

295,905

6

RS

Cash-settled futures contract on RTS Standard Index

10,009,140,930

97,692

7

BR

Cash-settled Brent oil futures contract

7,946,818,470

318,994

8

LK

Deliverable futures contract on LUKOIL ordinary shares

3,670,072,545

216,279

9

GD

Cash-settled futures contract on gold

1,745,433,347

51,779

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,310,052,335

23,462

11

SP

Deliverable futures contract on Sberbank preferred shares

939,010,802

135,182

12

RN

Deliverable futures contract on Rosneft ordinary shares

586, 571,433

23,545

13

VB

Deliverable futures contract on VTB Bank ordinary shares

502,751,638

59,462

14

Eu

Cash-settled futures contract on EUR/RUB exchange rate

447,491,380

11,284

15

TN

Deliverable futures contract on Transneft preferred shares

300,432,948

8,281

16

SV

Cash-settled futures contract on refined silver

167, 465,376

3,142

17

HY

Deliverable futures contract on RusHydro ordinary shares

132,776,406

7,480

18

SN

Deliverable futures contract on Surgutneftegas ordinary shares

76,411,046

2,666

19

PT

Cash-settled futures contract on platinum

27,129,827

542

20

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

24,684,118

22,376

21

MT

Deliverable futures contract on MTS ordinary shares

17, 702,368

682

22

PZ

Deliverable futures contract on Polyus Gold ordinary shares

10,334,929

705

23

CH

Deliverable futures contract on Severstal ordinary shares

7,791,365

186

24

SU

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

6,870,200

62

25

TT

Deliverable futures contract on Tatneft ordinary shares

4,858,666

346

26

MP

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

4,038,500

341

27

NK

Deliverable futures contract on NOVATEK ordinary shares

20,500

1

28

RI

Futures-style options on RTS Index futures contract

14,116,377,418

154,606

29

SR

Options on Sberbank futures contract

1,714,186,250

202,718

30

GZ

Options on Gazprom futures contract

1,570 706 000

85, 891

31

LK

Options on LUKOIL futures contract

391,722,000

22,584

32

Si

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

69,112,250

2,312

33

GD

Futures-style options on gold futures contract

64,761,378

2,022

34

GM

Futures-style options on MMC NORILSK NICKEL futures contract

10,085,000

188

35

VB

Futures-style options on VTB Bank futures contract

16,750

2

 

 

Total:

473, 969,005,706

8,984,067