OREANDA-NEWS. March 1, 2010. For the week of February 15 – February 19, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 461.9 billion rubles or 9.7 million contracts, including 55.6 billion rubles during the evening trading session. The total open interest as of the last day of the week, February 19, 2010 reached 141.1 billion rubles or 4.56 million contracts.

 

Week
February 15 – February 19

Week
February 8 – February 14

Change, %

Futures contracts

Trading volume, rubles

448,297,836,235

615,407,711,746

-27.15%

Trading volume, contracts

9,376,378

13,056,340

-28.19%

Number of trades

2,129,176

2,911,235

-26.86%

Total open interest, rubles

96,688,808,999

95,231,833,150

1.53%

Total open interest, contracts

2,991,656

3,068,522

-2.50%

Options Contracts

Trading volume, rubles

13,587,120,134

19,926,762,945

-31.81%

Trading volume, contracts

333,910

433,730

-23.01%

Number of trades

26,617

39,187

-32.08%

Total open interest, rubles

44,454,592,445

38,687,321,975

14.91%

Total open interest, contracts

1,563,540

1,398,466

11.80%

Total

Trading volume, rubles

461,884,956,369

635,334,474,691

-27.30%

Trading volume, contracts

9,710,288

13,490,070

-28.02%

Number of trades

2,155,793

2,950,422

-26.93%

Total open interest, rubles

141,143,401,444

133,919,155,125

5.39%

Total open interest, contracts

4,555,196

4,466,988

1.97%

FORTS contracts by volume (15.02.10 –19.02.10)

No.

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

338,777,269,532

4,004,238

2

Si

Cash-settled futures contract on USD/RUB exchange rate

27,703,424,095

917,689

3

RS

Cash-settled futures contract on RTS Standard Index

18,102,241,580

195,525

4

GZ

Deliverable futures contract on Gazprom ordinary shares

17,904,028,859

1,058,012

5

SR

Deliverable futures contract on Sberbank ordinary shares

17,034,977,733

2,111,506

6

ED

Cash-settled futures contract on EUR/USD exchange rate

13,907,920,997

339,364

7

BR

Cash-settled Brent oil futures contract

4,754,987,586

208,381

8

LK

Deliverable futures contract on LUKOIL ordinary shares

3,909,906,078

249,679

9

GD

Cash-settled futures contract on gold

1,787,385,418

53,380

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,233,764,620

26,925

11

RN

Deliverable futures contract on Rosneft ordinary shares

1,223,023,733

53,055

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

695,887,178

16,892

13

VB

Deliverable futures contract on VTB Bank ordinary shares

438,808,852

60,072

14

SP

Deliverable futures contract on Sberbank preferred shares

345,633,757

53,070

15

SN

Deliverable futures contract on Surgutneftegas ordinary shares

217,883,875

8,929

16

SV

Cash-settled futures contract on refined silver

118,673,235

2,452

17

CH

Deliverable futures contract on Severstal ordinary shares

34,579,794

1,038

18

TN

Deliverable futures contract on Transneft preferred shares

33,859,330

1,400

19

PT

Cash-settled futures contract on platinum

22,932,774

500

20

MT

Deliverable futures contract on MTS ordinary shares

14,893,359

637

21

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

10,169,275

11,761

22

HY

Deliverable futures contract on RusHydro ordinary shares

9,553,098

767

23

PZ

Deliverable futures contract on Polyus Gold ordinary shares

9,499,037

655

24

TT

Deliverable futures contract on Tatneft ordinary shares

5,378,733

381

25

RT

Deliverable futures contract on Rostelecom ordinary shares

802,941

54

26

UR

Cash-settled Urals oil futures contract

350,766

16

27

RI

Futures-style options on RTS Index futures contract

10,822,406,412

127,272

28

GZ

Options on Gazprom futures contract

1,370,966,000

78,239

29

SR

Options on Sberbank futures contract

721,233,750

90,109

30

LK

Options on LUKOIL futures contract

556,098,000

34,758

31

Si

Options on USD/RUB exchange rate futures contract

81,961,000

2,651

32

GM

Futures-style options on MMC NORILSK NICKEL futures contract

20,650,000

460

33

GD

Futures-style options on gold futures contract

13,769,972

416

34

VB

Futures-style options on VTB Bank futures contract

35,000

5

 

 

Total

461,884,956,369

9,710,288