OREANDA-NEWS. April 30, 2010. For the week of April 19 – April 23, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 605.3 billion rubles or 11.9 million contracts, including 95.9 billion rubles during the evening trading session. The total open interest as of the last day of the week, April 23, 2010 reached 161.7 billion rubles or 6.51 million contracts

 

Week
April 19 – April 23

Week
April 12 – April 16

Change, %

Futures contracts

Trading volume, rubles

586,961,472,124

456,032,038,660

28.71%

Trading volume, contracts

11,334,304

8,513,744

33.13%

Number of trades

2,278,031

1,801,178

26.47%

Total open interest, rubles

102,678,367,907

97,275,492,387

5.55%

Total open interest, contracts

3,704,612

3,313,582

11.80%

Options Contracts

Trading volume, rubles

18,366,576,691

17,936,967,046

2.40%

Trading volume, contracts

552,524

470,323

17.48%

Number of trades

26,143

25,644

1.95%

Total open interest, rubles

59,023,674,855

51,438,130,996

14.75%

Total open interest, contracts

2,807,846

2,328,564

20.58%

Total

Trading volume, rubles

605,328,048,815

473,969,005,706

27.71%

Trading volume, contracts

11,886,828

8,984,067

32.31%

Number of trades

2,304,174

1,826,822

26.13%

Total open interest, rubles

161,702,042,762

148,713,623,383

8.73%

Total open interest, contracts

6,512,458

5,642,146

15.43%

FORTS contracts by volume (19.04.10 –23.04.10)

No.

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

476,575,413,992

5,189,613

2

Si

Cash-settled futures contract on USD/RUB exchange rate

27,133,212,540

924,801

3

SR

Deliverable futures contract on Sberbank ordinary shares

23,606,023,360

2,754,397

4

GZ

Deliverable futures contract on Gazprom ordinary shares

18,037,422,005

1,042,590

5

ED

Cash-settled futures contract on EUR/USD exchange rate

14,667,978,155

376,852

6

RS

Cash-settled futures contract on RTS Standard Index

8,526,827,310

86,086

7

BR

Cash-settled Brent oil futures contract

6,820,911,481

275,152

8

LK

Deliverable futures contract on LUKOIL ordinary shares

4,607,530,455

279,940

9

GD

Cash-settled futures contract on gold

2,174,008,523

65,491

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,454,551,013

26,883

11

VB

Deliverable futures contract on VTB Bank ordinary shares

1,054,194,139

132,421

12

RN

Deliverable futures contract on Rosneft ordinary shares

707,393,072

29,607

13

SP

Deliverable futures contract on Sberbank preferred shares

687,170,542

109,127

14

SV

Cash-settled futures contract on refined silver

246,751,321

4,727

15

Eu

Cash-settled futures contract on EUR/RUB exchange rate

195,052,230

4,964

16

TN

Deliverable futures contract on Transneft preferred shares

169,846,205

5,160

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

102,858,062

3,654

18

HY

Deliverable futures contract on RusHydro ordinary shares

75,727,661

4,541

19

PT

Cash-settled futures contract on platinum

52,190,342

1,043

20

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

15,453,062

14,734

21

CH

Deliverable futures contract on Severstal ordinary shares

12,950,898

328

22

PZ

Deliverable futures contract on Polyus Gold ordinary shares

11,595,058

820

23

MP

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

8,729,250

666

24

MT

Deliverable futures contract on MTS ordinary shares

6,729,732

271

25

SU

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

5,524,050

50

26

TT

Deliverable futures contract on Tatneft ordinary shares

5,170,636

373

27

NK

Deliverable futures contract on NOVATEK ordinary shares

257,029

13

28

RI

Futures-style options on RTS Index futures contract

14,067,581,083

156,349

29

SR

Options on Sberbank futures contract

1,365,191,250

165,557

30

GZ

Options on Gazprom futures contract

1,324,894,000

74,056

31

VB

Futures-style options on VTB Bank futures contract

930,742,500

120,095

32

LK

Options on LUKOIL futures contract

587,941,000

33,502

33

Si

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

68,333,500

2,325

34

GD

Futures-style options on gold futures contract

20,918,358

626

35

GM

Futures-style options on MMC NORILSK NICKEL futures contract

975,000

14

 

 

Total

605,328,048,815

11,886,828