RTS Released FORTS Weekly Trading Results
OREANDA-NEWS. May 5, 2010. For the week of April 26 – April 30, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 598.5 billion rubles or 11.7 million contracts, including 108.3 billion rubles during the evening trading session. The total open interest as of the last day of the week, April 30, 2010 reached 175.3 billion rubles or 7.12 million contracts.
RTS Group and Saint Petersburg Exchange have launched a cash-settled gasoil futures contract. For the week of April 26-30 the trading volume in this instrument reached RUB39.5 million or 2,400 contracts.
|
|
Week |
Week |
Change, % |
|
Futures contracts | |||
|
Trading volume, rubles |
574,294,892,780 |
586,961,472,124 |
-2.16% |
|
Trading volume, contracts |
11,096,954 |
11,334,304 |
-2.09% |
|
Number of trades |
2,243,505 |
2,278,031 |
-1.52% |
|
Total open interest, rubles |
107,940,773,088 |
102,678,367,907 |
5.13% |
|
Total open interest, contracts |
4,039,806 |
3,704,612 |
9.05% |
|
Options Contracts | |||
|
Trading volume, rubles |
24,183,064,922 |
18,366,576,691 |
31.67% |
|
Trading volume, contracts |
586,671 |
552,524 |
6.18% |
|
Number of trades |
27,984 |
26,143 |
7.04% |
|
Total open interest, rubles |
67,318,118,053 |
59,023,674,855 |
14.05% |
|
Total open interest, contracts |
3,083,122 |
2,807,846 |
9.80% |
|
Total | |||
|
Trading volume, rubles |
598,477,957,701 |
605,328,048,815 |
-1.13% |
|
Trading volume, contracts |
11,683,625 |
11,886,828 |
-1.71% |
|
Number of trades |
2,271,489 |
2,304,174 |
-1.42% |
|
Total open interest, rubles |
175,258,891,141 |
161,702,042,762 |
8.38% |
|
Futures contracts |
7,122,928 |
6,512,458 |
9.37% |
FORTS contracts by volume (26.04.10 –30.04.10)
|
No |
Code |
Contract |
Turnover | |
|
RUB |
Contracts | |||
|
1 |
RI |
Cash-settled futures contract on RTS Index |
460,585,746,689 |
5,059,532 |
|
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
28,810,680,116 |
979,389 |
|
3 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
21,579,012,157 |
2,636,523 |
|
4 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
21,191,842,001 |
547,233 |
|
5 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
17,633,457,782 |
1,020,978 |
|
6 |
RS |
Cash-settled futures contract on RTS Standard Index |
8,838,529,445 |
90,217 |
|
7 |
BR |
Cash-settled Brent oil futures contract |
5,820,959,685 |
229,334 |
|
8 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
4,278,850,535 |
260,823 |
|
9 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
1,772,155,524 |
32,397 |
|
10 |
GD |
Cash-settled futures contract on gold |
1,124,747,305 |
32,976 |
|
11 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
590,318,061 |
24,701 |
|
12 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
500,501,854 |
63,873 |
|
13 |
SP |
Deliverable futures contract on Sberbank preferred shares |
426,966,079 |
71,861 |
|
14 |
Eu |
Cash-settled futures contract on EUR/RUB exchange rate |
316,872,879 |
8,127 |
|
15 |
SV |
Cash-settled futures contract on refined silver |
303,268,462 |
5,666 |
|
16 |
TN |
Deliverable futures contract on Transneft preferred shares |
264,198,566 |
8,229 |
|
17 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
69,314,171 |
2,477 |
|
18 |
PT |
Cash-settled futures contract on platinum |
44,899,917 |
889 |
|
19 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
40,710,410 |
2,438 |
|
20 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
34,703,000 |
2,860 |
|
21 |
SU |
Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
20,946,500 |
187 |
|
22 |
UI |
Deliverable futures contract on Uralsvyazinform ordinary shares |
15,695,166 |
14,719 |
|
23 |
PZ |
Deliverable futures contract on Polyus Gold ordinary shares |
13,278,025 |
944 |
|
24 |
CH |
Deliverable futures contract on Severstal ordinary shares |
9,909,985 |
253 |
|
25 |
MT |
Deliverable futures contract on MTS ordinary shares |
5,737,011 |
225 |
|
26 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
984,933 |
70 |
|
27 |
NK |
Deliverable futures contract on NOVATEK ordinary shares |
545,137 |
29 |
|
28 |
Rc |
Cash-settled futures contract on RTS Consumer & Retail Index |
37,800 |
2 |
|
29 |
Ro |
Cash-settled futures contract on RTS Oil & Gas Index |
23,583 |
2 |
|
30 |
RI |
Futures-style options on RTS Index futures contract |
16,874,132,652 |
188,939 |
|
31 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
4,064,729,500 |
124,618 |
|
32 |
SR |
Options on Sberbank futures contract |
1,339,116,250 |
166,870 |
|
33 |
GZ |
Options on Gazprom futures contract |
1,046,704,000 |
58,383 |
|
34 |
LK |
Options on LUKOIL futures contract |
810,128,000 |
46,549 |
|
35 |
GD |
Futures-style options on gold futures contract |
36,170,145 |
1,060 |
|
36 |
GM |
Futures-style options on MMC NORILSK NICKEL futures contract |
9,550,000 |
170 |
|
37 |
SV |
Futures-style options on refined silver futures contract |
1,795,124 |
46 |
|
38 |
TN |
Futures-style options on futures contract on Transneft preferred shares |
584,000 |
16 |
|
39 |
VB |
Futures-style options on VTB Bank futures contract |
155,250 |
20 |
|
|
|
Total |
598,477,957,701 |
11,683,625 |
Комментарии