OREANDA-NEWS. February 02, 2010. For the week of January 25 – January 29, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 537.4 billion rubles or 10.9 million contracts, including 78.2 billion rubles during the evening trading session. The total open interest as of the last day of the week, January 29, 2010 reached 124.9 billion rubles or 4.1 million contracts.

 

Week
January 25 – January 29

Week
January 18 – January 22

Change, %

Futures contracts

Trading volume, rubles

520,951,827,207

465,749,882,511

11.85%

Trading volume, contracts

10,521,194

9,261,620

13.60%

Number of trades

2,433,359

2,076,236

17.20%

Total open interest, rubles

92,818,603,186

87,605,915,107

5.95%

Total open interest, contracts

2,933,424

2,903,868

1.02%

Options Contracts

Trading volume, rubles

16,405,631,406

13,380,200,220

22.61%

Trading volume, contracts

360,894

245,554

46.97%

Number of trades

25,269

24,176

4.52%

Total open interest, rubles

32,084,792,103

25,839,793,591

24.17%

Total open interest, contracts

1,172,428

1,010,134

16.07%

Total

Trading volume, rubles

537,357,458,613

479,130,082,731

12.15%

Trading volume, contracts

10,882,088

9,507,174

14.46%

Number of trades

2,458,628

2,100,412

17.05%

Total open interest, rubles

124,903,395,289

113,445,708,699

10.10%

Total open interest, contracts

4,105,852

3,914,002

4.90%

FORTS contracts by volume (25.01.10 –29.01.10)

No.

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

413,337,899,651

4,661,640

2

Si

Cash-settled futures contract on USD/RUB exchange rate

33,844,309,191

1,108,183

3

SR

Deliverable futures contract on Sberbank ordinary shares

21,438,144,506

2,450,903

4

GZ

Deliverable futures contract on Gazprom ordinary shares

17,501,227,634

954,903

5

ED

Cash-settled futures contract on EUR/USD exchange rate

13,063,813,731

308,136

6

BR

Cash-settled Brent oil futures contract

5,841,462,564

266,098

7

LK

Deliverable futures contract on LUKOIL ordinary shares

5,715,858,131

344,444

8

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

2,227,306,915

47,517

9

GD

Cash-settled futures contract on gold

2,121,742,098

64,357

10

RN

Deliverable futures contract on Rosneft ordinary shares

2,031,910,253

84,410

11

PT

Cash-settled futures contract on platinum

1,501,487,166

32,286

12

SP

Deliverable futures contract on Sberbank privileged shares

582,041,131

81,920

13

VB

Deliverable futures contract on VTB Bank ordinary shares

546,340,212

74,724

14

SN

Deliverable futures contract on Surgutneftegas ordinary shares

336,523,186

12,884

15

MR

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

298,119,747

300

16

SV

Cash-settled futures contract on refined silver

225,932,874

4,477

17

Eu

Cash-settled futures contract on EUR/RUB exchange rate

182,763,465

4,253

18

CH

Deliverable futures contract on Severstal ordinary shares

53,076,720

1,572

19

MT

Deliverable futures contract on MTS ordinary shares

33,297,005

1,431

20

TN

Deliverable futures contract on Transneft privileged shares "

27,984,000

1,101

21

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

11,538,310

13,578

22

HY

Deliverable futures contract on RusHydro ordinary shares

10,758,392

849

23

TT

Deliverable futures contract on Tatneft ordinary shares

8,783,735

623

24

PZ

Deliverable futures contract on Polyus Gold ordinary shares

6,880,329

452

25

RT

Deliverable futures contract on Rostelecom ordinary shares

2,179,562

143

26

SU

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

303,500

2

27

NK

Deliverable futures contract on NOVATEK ordinary shares

143,200

8

28

RI

Futures-style options on RTS Index futures contract

11,843,740,396

133,374

29

Si

Options on USD/RUB exchange rate futures contract

2,017,865,250

61,174

30

GZ

Options on Gazprom futures contract

1,700,357,000

94,629

31

SR

Options on Sberbank futures contract

406,017,750

49,163

32

LK

Options on LUKOIL futures contract

313,517,000

18,912

33

GD

Futures-style options on gold futures contract

108,748,510

3,279

34

GM

Futures-style options on MMC NORILSK NICKEL futures contract

15,300,000

360

35

TN

Futures-style options on Transneft futures contract

85,500

3

 

 

Total

537,357,458,613

10,882,088