OREANDA-NEWS. January 27, 2010. For the week of January 18 – January 22, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 479.1 billion rubles or 9.5 million contracts, including 50.3 billion rubles during the evening trading session. The total open interest as of the last day of the week, January 22, 2009 reached 113.4 billion rubles or 3.9 million contracts.

 

Week
January 18 – January 22

Week
January 11 – January 15

Change, %

Futures contracts

Trading volume, rubles

465,749,882,511

267,860,397,610

73.88%

Trading volume, contracts

9,261,620

5,535,181

67.32%

Number of trades

2,076,236

1,288,338

61.16%

Total open interest, rubles

87,605,915,107

79,968,641,180

9.55%

Total open interest, contracts

2,903,868

2,528,830

14.83%

Options Contracts

Trading volume, rubles

13,380,200,220

9,705,775,212

37.86%

Trading volume, contracts

245,554

205,480

19.50%

Number of trades

24,176

20,539

17.71%

Total open interest, rubles

25,839,793,591

17,515,279,764

47.53%

Total open interest, contracts

1,010,134

849,036

18.97%

Total

Trading volume, rubles

479,130,082,731

277,566,172,823

72.62%

Trading volume, contracts

9,507,174

5,740,661

65.61%

Number of trades

2,100,412

1,308,877

60.47%

Total open interest, rubles

113,445,708,699

97,483,920,943

16.37%

Total open interest, contracts

3,914,002

3,377,866

15.87%

FORTS contracts by volume (18.01.10 –22.01.10)

No.

Code

Contract

Trading volume

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

370,474,281,417

4,019,431

2

Si

Cash-settled futures contract on USD/RUB exchange rate

34,693,880,037

1,158,282

3

SR

Deliverable futures contract on Sberbank ordinary shares

21,414,323,813

2,373,924

4

GZ

Deliverable futures contract on Gazprom ordinary shares

13,497,856,272

722,414

5

ED

Cash-settled futures contract on EUR/USD exchange rate

8,645,676,634

205,815

6

LK

Deliverable futures contract on LUKOIL ordinary shares

4,517,605,504

261,316

7

BR

Cash-settled Brent oil futures contract

4,443,132,974

197,607

8

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

2,118,692,828

42,745

9

GD

Cash-settled futures contract on gold

2,038,335,762

61,648

10

RN

Deliverable futures contract on Rosneft ordinary shares

1,352,249,279

51,464

11

PT

Cash-settled futures contract on platinum

973,765,791

20,888

12

VB

Deliverable futures contract on VTB Bank ordinary shares

538,255,824

71,543

13

SP

Deliverable futures contract on Sberbank privileged shares

328,056,783

45,896

14

Eu

Cash-settled futures contract on EUR/RUB exchange rate

209,035,246

4,928

15

SN

Deliverable futures contract on Surgutneftegas ordinary shares

179,956,769

6,558

16

CH

Deliverable futures contract on Severstal ordinary shares

112,211,985

3,095

17

SV

Cash-settled futures contract on refined silver

84,305,054

1,564

18

TN

Deliverable futures contract on Transneft privileged shares

56,449,832

2,056

19

MT

Deliverable futures contract on MTS ordinary shares

33,779,091

1,419

20

RT

Deliverable futures contract on Rostelecom ordinary shares

9,390,972

609

21

MP

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

9,000,000

600

22

HY

Deliverable futures contract on RusHydro ordinary shares

6,468,371

498

23

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

5,843,902

6,953

24

PZ

Deliverable futures contract on Polyus Gold ordinary shares

3,469,656

223

25

SU

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

2,030,700

14

26

TT

Deliverable futures contract on Tatneft ordinary shares

1,728,998

123

27

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

87,622

6

28

Ro

Cash-settled futures contract on RTS Oil & Gas Index

11,396

1

29

RI

Futures-style options on RTS Index futures contract

11,848,608,360

132,529

30

SR

Options on Sberbank futures contract

605,263,000

68,894

31

GZ

Options on Gazprom futures contract

578,302,000

31,392

32

LK

Options on LUKOIL futures contract

102,727,000

5,942

33

GD

Futures-style options on gold futures contract

94,243,110

2,867

34

GM

Futures-style options on MMC NORILSK NICKEL futures contract

91,350,000

2,030

35

Si

Options on USD/RUB exchange rate futures contract

59,549,250

1,893

36

TN

Futures-style options on Transneft futures contract

150,000

6

37

VB

Futures-style options on VTB Bank futures contract

7,500

1

 

 

Total

479,130,082,731

9,507,174