OREANDA-NEWS. May 17, 2010. For the week of May 4 – May 7, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 676.9 billion rubles or 13.8 million contracts, including 107.0 billion rubles during the evening trading session. The total open interest as of the last day of the week, May 7 2010 reached 195.8 billion rubles or 7.77 million contracts.

 

Week
May 4 – May 7

Week
April 26 – April 30

Change, %

Futures contracts

Trading volume, rubles

642,378,298,109

574,294,892,780

11.86%

Trading volume, contracts

13,166,612

11,096,954

18.65%

Number of trades

2,643,698

2,243,505

17.84%

Total open interest, rubles

118,871,677,853

107,940,773,088

10.13%

Total open interest, contracts

4,486,554

4,039,806

11.06%

Options Contracts

Trading volume, rubles

34,475,578,928

24,183,064,922

42.56%

Trading volume, contracts

636,785

586,671

8.54%

Number of trades

45,663

27,984

63.18%

Total open interest, rubles

76,915,811,696

67,318,118,053

14.26%

Total open interest, contracts

3,288,230

3,083,122

6.65%

Total

Trading volume, rubles

676,853,877,037

598,477,957,701

13.10%

Trading volume, contracts

13,803,397

11,683,625

18.14%

Number of trades

2,689,361

2,271,489

18.40%

Total open interest, rubles

195,787,489,549

175,258,891,141

11.71%

Futures contracts

7,774,784

7,122,928

9.15%

FORTS contracts by volume (04.05.10 – 07.05.10)

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

509,337,088,850

5,963,230

2

Si

Cash-settled futures contract on USD/RUB exchange rate

45,767,549,104

1,509,867

3

SR

Deliverable futures contract on Sberbank ordinary shares

23,996,507,600

3,213,018

4

ED

Cash-settled futures contract on EUR/USD exchange rate

18,417,920,373

482,554

5

GZ

Deliverable futures contract on Gazprom ordinary shares

16,229,977,297

1,002,121

6

RS

Cash-settled futures contract on RTS Standard Index

10,070,576,475

107,562

7

BR

Cash-settled Brent oil futures contract

5,788,720,910

234,842

8

LK

Deliverable futures contract on LUKOIL ordinary shares

4,286,718,669

268,543

9

GD

Cash-settled futures contract on gold

2,636,989,285

74,497

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

2,251,574,244

45,940

11

RN

Deliverable futures contract on Rosneft ordinary shares

884,953,220

39,510

12

VB

Deliverable futures contract on VTB Bank ordinary shares

631,679,644

85,929

13

Eu

Cash-settled futures contract on EUR/RUB exchange rate

463,270,019

11,907

14

SP

Deliverable futures contract on Sberbank preferred shares

406,083,628

71,347

15

SV

Cash-settled futures contract on refined silver

388,720,192

7,395

16

TN

Deliverable futures contract on Transneft preferred shares

251,808,945

8,478

17

MR

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

199,237,656

200

18

SN

Deliverable futures contract on Surgutneftegas ordinary shares

168,459,563

6,000

19

PT

Cash-settled futures contract on platinum

55,813,083

1,131

20

HY

Deliverable futures contract on RusHydro ordinary shares

39,047,888

2,476

21

CH

Deliverable futures contract on Severstal ordinary shares

33,625,113

937

22

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

24,627,390

26,168

23

MP

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

23,141,500

1,549

24

PZ

Deliverable futures contract on Polyus Gold ordinary shares

11,404,636

837

25

MT

Deliverable futures contract on MTS ordinary shares

7,230,383

289

26

TT

Deliverable futures contract on Tatneft ordinary shares

2,363,064

178

27

NK

Deliverable futures contract on NOVATEK ordinary shares

1,690,628

93

28

SU

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

1,518,750

14

29

RI

Futures-style options on RTS Index futures contract

30,784,696,368

357,617

30

GZ

Options on Gazprom futures contract

1,603,137,000

95,381

31

SR

Options on Sberbank futures contract

1,154,351,500

151,199

32

GM

Futures-style options on MMC NORILSK NICKEL futures contract

316,390,000

6,030

33

Si

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

316,017,750

10,683

34

LK

Options on LUKOIL futures contract

218,836,000

13,452

35

GD

Futures-style options on gold futures contract

79,704,560

2,273

36

TN

Futures-style options on futures contract on Transneft preferred shares

1,739,000

52

37

VB

Futures-style options on VTB Bank futures contract

706,750

98

 

 

Total

676,853,877,037

13,803,397

On April 16, 2010 RTS Group and Saint Petersburg Exchange launched a cash-settled gasoil futures contract. For the week of May 4-7 the trading volume in this instrument reached RUB26.1 million or 1,500 contracts.