OREANDA-NEWS. January 20, 2010. For the week of January 11 – January 15, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 277.6 billion rubles or 5.7 million contracts, including 32.0 billion rubles during the evening trading session. The total open interest as of the last day of the week, January 15, 2009 reached 97.5 billion rubles or 3.4 million contracts.

 

Week
January 11 – January 15

Week
December 28 – December 31

Change, %

Futures contracts

Trading volume, rubles

267,860,397,610

50,817,524,283

427.10%

Trading volume, contracts

5,535,181

1,362,996

306.10%

Number of trades

1,288,338

244,657

426.59%

Total open interest, rubles

79,968,641,180

67,127,736,128

19.13%

Total open interest, contracts

2,528,830

2,221,058

13.86%

Options Contracts

Trading volume, rubles

9,705,775,212

4,225,036,646

129.72%

Trading volume, contracts

205,480

153,138

34.18%

Number of trades

20,539

7,215

184.67%

Total open interest, rubles

17,515,279,764

17,436,830,312

0.45%

Total open interest, contracts

849,036

869,424

-2.35%

Total

Trading volume, rubles

277,566,172,823

55,042,560,929

404.28%

Trading volume, contracts

5,740,661

1,516,134

278.64%

Number of trades

1,308,877

251,872

419.66%

Total open interest, rubles

97,483,920,943

84,564,566,441

15.28%

Total open interest, contracts

3,377,866

3,090,482

9.30%

FORTS contracts by volume (11.01.10 –15.01.10)

No.

Code

Contract

Trading volume

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

209,177,064,694

2,278,900

2

Si

Cash-settled futures contract on USD/RUB exchange rate

17,701,973,875

595,111

3

GZ

Deliverable futures contract on Gazprom ordinary shares

12,082,312,513

627,167

4

SR

Deliverable futures contract on Sberbank ordinary shares

10,740,290,453

1,233,030

5

ED

Cash-settled futures contract on EUR/USD exchange rate

4,860,721,474

113,565

6

BR

Cash-settled Brent oil futures

3,528,736,358

150,625

7

LK

Deliverable futures contract on LUKOIL ordinary shares

3,400,136,911

195,537

8

GD

Cash-settled futures on gold

1,944,899,844

57,557

9

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,669,057,808

34,964

10

RN

Deliverable futures contract on Rosneft ordinary shares

1,085,153,985

40,275

11

SP

Deliverable futures contract on Sberbank privileged shares

480,809,388

66,165

12

VB

Deliverable futures contract on VTB Bank ordinary shares

470,368,732

63,222

13

Eu

Cash-settled futures contract on EUR/RUB exchange rate

270,450,113

6,275

14

SN

Deliverable futures contract on Surgutneftegas ordinary shares

158,142,358

5,659

15

CH

Deliverable futures contract on Severstal ordinary shares

77,571,805

2,402

16

SV

Cash-settled futures contract on refined silver

50,604,971

914

17

TN

Deliverable futures contract on Transneft privileged shares

47,281,256

1,890

18

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

45,943,740

58,331

19

TT

Deliverable futures contract on Tatneft ordinary shares

25,191,933

1,748

20

PT

Cash-settled futures contract on refined platinum

23,032,612

488

21

HY

Deliverable futures contract on RusHydro ordinary shares

7,297,747

597

22

PZ

Deliverable futures contract on Polyus Gold ordinary shares

5,375,126

332

23

RT

Deliverable futures contract on Rostelecom ordinary shares

4,077,300

258

24

MT

Deliverable futures contract on MTS ordinary shares

3,640,886

159

25

SU

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

146,950

1

26

Rk

Cash-settled futures contract on RTS Telecom Index

51,514

5

27

NK

Deliverable futures contract on NOVATEK ordinary shares 

18,350

1

28

MP

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

17,500

1

29

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

14,809

1

30

Ro

Cash-settled futures contract on RTS Oil & Gas Index

12,605

1

31

RI

Futures-style options on RTS Index futures contract

7,880,925,159

89,558

32

GZ

Options on Gazprom futures contract

1,032,096,000

56,794

33

SR

Options on Sberbank futures contract

330,095,250

40,076

34

LK

Options on LUKOIL futures contract

196,598,000

11,295

35

Si

Options on USD/RUB exchange rate futures contract

113,538,250

3,676

36

GD

Futures-style options on gold futures contract

96,032,553

2,799

37

GM

Futures-style options on MMC NORILSK NICKEL futures contract

55,900,000

1,260

38

RN

Futures-style options on Rosneft futures contract

540,000

20

39

TN

Futures-style options on Transneft futures contract

50,000

2

 

 

Total:

277,566,172,823

5,740,661