OREANDA-NEWS. August 31, 2010. For the week of August 23-27, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 583.79 billion rubles or 12.65 million contracts, including 74.70 billion rubles during the evening trading session. The total open interest as of the last day of the week, August 27, 2010 reached 185.24 billion rubles or 6.04 million contracts.

Last week the trading volume in the cash-settled gasoil futures contract that was launched by RTS Group and Saint Petersburg Exchange reached RUB38.04 million or 2.3 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB26.07 million or 1,300 contracts.

 

Week
August 23-27

Week
August 16-20

Change, %

Futures contracts

Trading volume, rubles

554,383,588,950

484,073,391,453

14.52%

Trading volume, contracts

12,240,810

10,129,400

20.84%

Number of trades

2,313,657

2,095,337

10.42%

Total open interest, rubles

110,458,880,108

118,735,287,598

-6.97%

Total open interest, contracts

4,129,510

4,348,442

-5.03%

Options Contracts

Trading volume, rubles

29,405,242,955

29,000,475,180

1.40%

Trading volume, contracts

412,744

383,459

7.64%

Number of trades

42,317

38,150

10.92%

Total open interest, rubles

74,784,756,729

64,017,849,631

16.82%

Total open interest, contracts

1,906,236

1,768,148

7.81%

Total

Trading volume, rubles

583,788,831,905

513,073,866,633

13.78%

Trading volume, contracts

12,653,554

10,512,859

20.36%

Number of trades

2,355,974

2,133,487

10.43%

Total open interest, rubles

185,243,636,837

182,753,137,230

1.36%

Total open interest, contracts

6,035,746

6,116,590

-1.32%

FORTS contracts by volume (23.08.10 – 27.08.10)

No

Code

Contract

Turnover

RUB

RUB

1

RI

Cash-settled futures contract on RTS Index

416,601,042,330

4,832,587

2

Si

Cash-settled futures contract on USD/RUB exchange rate

56,139,602,792

1,821,900

3

SR

Deliverable futures contract on Sberbank ordinary shares

25,499,379,381

3,339,888

4

ED

Cash-settled futures contract on EUR/USD exchange rate

23,373,997,239

597,800

5

GZ

Deliverable futures contract on Gazprom ordinary shares

13,258,090,886

840,188

6

BR

Cash-settled Brent oil futures contract

5,076,627,217

222,516

7

GD

Cash-settled futures contract on gold

4,548,076,298

119,641

8

LK

Deliverable futures contract on LUKOIL ordinary shares

3,361,265,700

204,191

9

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,784,271,145

34,903

10

RS

Cash-settled futures contract on RTS Standard Index

1,424,300,330

15,429

11

SV

Cash-settled futures contract on refined silver

835,876,288

14,616

12

RN

Deliverable futures contract on Rosneft ordinary shares

705,332,776

35,983

13

Eu

Cash-settled futures contract on EUR/RUB exchange

515,883,270

13,181

14

VB

Deliverable futures contract on VTB Bank ordinary shares

446,237,231

56,808

15

SP

Deliverable futures contract on Sberbank preferred shares

361,705,509

66,170

16

TN

Deliverable futures contract on Transneft preferred shares

239,428,622

7,258

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

97,715,993

3,523

18

CH

Deliverable futures contract on Severstal ordinary shares

50,756,394

1,395

19

HY

Deliverable futures contract on RusHydro ordinary shares

21,160,633

1,329

20

PT

Cash-settled futures contract on platinum

11,511,336

246

21

TT

Deliverable futures contract on Tatneft ordinary shares

10,796,361

778

22

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

10,227,955

10,006

23

MT

Deliverable futures contract on MTS ordinary shares

6,879,658

279

24

PZ

Deliverable futures contract on Polyus Gold ordinary shares

1,366,476

98

25

NK

Deliverable futures contract on NOVATEK ordinary shares

1,254,846

59

26

MP

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

340,475

31

27

SU

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

222,050

2

28

PD

Cash-settled futures contract on palladium

153,437

1

29

UR

Cash-settled futures on "URALS" oil

46,496

2

30

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

39,827

2

31

RI

Futures-style options on RTS Index futures contract

28,332,010,899

328,991

32

SR

Futures-style options on Sberbank futures contract

393,761,500

51,455

33

GZ

Futures-style options on Gazprom futures contract

361,148,000

21,764

34

Si

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

97,356,500

3,169

35

GD

Futures-style options on gold futures contract

60,841,232

1,608

36

ED

Futures-style options on EUR/USD futures contract

60,033,695

1,542

37

LK

Futures-style options on LUKOIL futures contract

38,333,000

2,378

38

SV

Futures-style options on refined silver futures contract

28,155,129

507

39

RN

Futures-style options on Rosneft futures contract

17,094,000

814

40

TN

Futures-style options on futures contract on Transneft preferred shares

15,237,500

420

41

VB

Futures-style options on futures contract on JSC VTB Bank ordinary shares

671,500

84

42

GM

Futures-style options on MMC NORILSK NICKEL futures contract

600,000

12

 

 

Total:

583,788,831,905

12,653,554