RTS Released FORTS Weekly Trading Results
OREANDA-NEWS. November 23, 2010. For the week of November 15-19, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 890.1 billion rubles or 17.6 million contracts, including 114.2 billion rubles during the evening trading session. The total open interest as of the last day of the week, November 19, 2010 reached 258.8 billion rubles or 6.9 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 RUB61.8 million or 3.3 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB63.5 million or 3,100 contracts.
|
Week November 15-19 |
Week November 8-13 |
Change, % |
Futures contracts | |||
Trading volume, rubles |
829,066,524,391 |
838,944,853,988 |
-1.18% |
Trading volume, contracts |
16,801,609 |
18,018,623 |
-6.75% |
Number of trades |
2,606,203 |
2,663,087 |
-2.14% |
Total open interest, rubles |
159,755,972,874 |
148,829,825,827 |
7.34% |
Total open interest, contracts |
4,980,648 |
4,908,472 |
1.47% |
Options Contracts | |||
Trading volume, rubles |
61,015,755,659 |
56,077,660,926 |
8.81% |
Trading volume, contracts |
801,262 |
746,361 |
7.36% |
Number of trades |
67,300 |
77,883 |
-13.59% |
Total open interest, rubles |
99,069,858,664 |
107,136,499,035 |
-7.53% |
Total open interest, contracts |
1,902,658 |
1,875,634 |
1.44% |
Total | |||
Trading volume, rubles |
890,082,280,050 |
895,022,514,914 |
-0.55% |
Trading volume, contracts |
17,602,871 |
18,764,984 |
-6.19% |
Number of trades |
2,673,503 |
2,740,970 |
-2.46% |
Total open interest, rubles |
258,825,831,538 |
255,966,324,862 |
1.12% |
Total open interest, contracts |
6,883,306 |
6,784,106 |
1.46% |
No |
Code |
Contract |
Turnover | |
RUB |
Contracts | |||
1 |
RI |
Cash-settled futures contract on RTS Index |
565,842,535,280 |
5,740,064 |
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
85,462,229,115 |
2,740,917 |
3 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
77,146,273,873 |
1,823,851 |
4 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
41,090,049,661 |
4,198,787 |
5 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
12,623,293,260 |
739,653 |
6 |
RS |
Cash-settled futures contract on RTS Standard Index |
12,421,376,555 |
118,376 |
7 |
GD |
Cash-settled futures contract on gold |
10,017,212,723 |
237,402 |
8 |
BR |
Cash-settled Brent oil futures contract |
6,856,195,634 |
258,534 |
9 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
4,067,507,947 |
234,601 |
10 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
3,539,751,543 |
61,057 |
11 |
SV |
Cash-settled futures contract on refined silver |
2,337,824,557 |
28,747 |
12 |
SP |
Deliverable futures contract on Sberbank preferred shares |
2,007,360,386 |
285,181 |
13 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
1,648,650,105 |
158,789 |
14 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
1,314,978,579 |
61,361 |
15 |
Eu |
Cash-settled futures contract on EUR/RUB exchange |
1,004,653,221 |
23,657 |
16 |
PT |
Cash-settled futures contract on platinum |
350,110,164 |
6,740 |
17 |
SA |
Cash-settled futures contract on raw sugar |
337,793,787 |
17,809 |
18 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
323,526,100 |
28,840 |
19 |
TN |
Deliverable futures contract on Transneft preferred shares |
166,390,425 |
4,181 |
20 |
CH |
Deliverable futures contract on Severstal ordinary shares |
155,784,778 |
3,543 |
21 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
115,753,513 |
3,902 |
22 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
76,364,180 |
4,837 |
23 |
MT |
Deliverable futures contract on MTS ordinary shares |
74,003,819 |
2,897 |
24 |
PD |
Cash-settled futures contract on palladium |
24,946,138 |
119 |
25 |
Ro |
Cash-settled futures contract on RTS Oil & Gas Index |
23,910,898 |
2,380 |
26 |
UI |
Deliverable futures contract on Uralsvyazinform ordinary shares |
17,585,167 |
14,000 |
27 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
10,455,078 |
701 |
28 |
Rk |
Cash-settled futures contract on RTS Telecom Index |
5,976,118 |
500 |
29 |
PZ |
Deliverable futures contract on Polyus Gold ordinary shares |
1,955,156 |
115 |
30 |
Rc |
Cash-settled futures contract on RTS Consumer and Retail Index |
1,128,680 |
46 |
31 |
NK |
Deliverable futures contract on NOVATEK ordinary shares |
505,451 |
19 |
32 |
SU |
Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
442,500 |
3 |
33 |
RI |
Futures-style options on RTS Index futures contract |
58,423,566,137 |
604,144 |
34 |
SR |
Futures-style options on Sberbank futures contract |
1,329,226,000 |
143,428 |
35 |
GZ |
Futures-style options on Gazprom futures contract |
522,543,000 |
30,220 |
36 |
LK |
Futures-style options on LUKOIL futures contract |
186,604,000 |
10,673 |
37 |
PT |
Futures-style options on futures contract on platinum |
152,461,602 |
2,700 |
38 |
GD |
Futures-style options on gold futures contract |
144,126,933 |
3,378 |
39 |
GM |
Futures-style options on MMC NORILSK NICKEL futures contract |
95,037,500 |
2,001 |
40 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
73,311,750 |
2,383 |
41 |
BR |
Futures-style options on Brent oil future |
43,460,277 |
1,605 |
42 |
SV |
Futures-style options on refined silver futures contract |
29,915,748 |
356 |
43 |
ED |
Futures-style options on EUR/USD futures contract |
14,947,211 |
350 |
44 |
TN |
Futures-style options on futures contract on Transneft preferred shares |
348,000 |
12 |
45 |
RN |
Futures-style options on Rosneft futures contract |
126,000 |
6 |
46 |
VB |
Futures-style options on futures contract on JSC VTB Bank ordinary shares |
52,500 |
5 |
47 |
SN |
Futures-style options on futures on Surgutneftegas ordinary shares |
29,000 |
1 |
|
|
Total: |
890,082,280,050 |
17,602,871 |
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