OREANDA-NEWS. May 28, 2010. For the week of May 17 – May 21, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 820.7 billion rubles or 18.9 million contracts, including 127.7 billion rubles during the evening trading session. The total open interest as of the last day of the week, May 21 2010 reached 199.4 billion rubles or 8.28 million contracts.

 

Week
May 17 – May 21

Week
May 11 – May 14

Change, %

Futures contracts

Trading volume, rubles

790,110,947,238

563,218,066,296

40.29%

Trading volume, contracts

18,244,444

12,792,637

42.62%

Number of trades

4,019,314

2,513,125

59.93%

Total open interest, rubles

120,859,896,639

117,774,790,622

2.62%

Total open interest, contracts

4,731,290

4,391,550

7.74%

Options Contracts

Trading volume, rubles

30,601,879,287

30,441,438,847

0.53%

Trading volume, contracts

613,691

784,909

-21.81%

Number of trades

48,550

48,572

-0.05%

Total open interest, rubles

78,511,554,886

71,842,909,781

9.28%

Total open interest, contracts

3,543,890

3,539,650

0.12%

Total

Trading volume, rubles

820,712,826,526

593,659,505,143

38.25%

Trading volume, contracts

18,858,135

13,577,546

38.89%

Number of trades

4,067,864

2,561,697

58.80%

Total open interest, rubles

199,371,451,524

189,617,700,403

5.14%

Futures contracts

8,275,180

7,931,200

4.34%

FORTS contracts by volume (17.05.10 – 21.05.10)

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

599,401,946,684

7,113,603

2

Si

Cash-settled futures contract on USD/RUB exchange rate

68,553,219,971

2,217,894

3

SR

Deliverable futures contract on Sberbank ordinary shares

40,438,336,050

5,493,686

4

ED

Cash-settled futures contract on EUR/USD exchange rate

25,738,611,179

674,380

5

GZ

Deliverable futures contract on Gazprom ordinary shares

22,382,245,723

1,429,223

6

RS

Cash-settled futures contract on RTS Standard Index

7,444,823,590

82,962

7

LK

Deliverable futures contract on LUKOIL ordinary shares

6,985,533,915

458,843

8

GD

Cash-settled futures contract on gold

6,665,805,407

179,109

9

BR

Cash-settled Brent oil futures contract

4,572,264,475

198,936

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

2,887,858,068

59,478

11

RN

Deliverable futures contract on Rosneft ordinary shares

1,217,909,773

56,625

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

938,716,908

24,495

13

SV

Cash-settled futures contract on refined silver

824,117,274

14,478

14

VB

Deliverable futures contract on VTB Bank ordinary shares

741,690,489

103,495

15

SP

Deliverable futures contract on Sberbank preferred shares

576,169,768

102,802

16

SN

Deliverable futures contract on Surgutneftegas ordinary shares

194,901,716

7,053

17

TN

Deliverable futures contract on Transneft preferred shares

173,532,821

6,192

18

PT

Cash-settled futures contract on platinum

157,605,172

3,219

19

MR

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

98,821,038

100

20

HY

Deliverable futures contract on RusHydro ordinary shares

29,269,383

1,821

21

CH

Deliverable futures contract on Severstal ordinary shares

19,585,038

583

22

TT

Deliverable futures contract on Tatneft ordinary shares

16,487,507

1,302

23

MP

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

15,273,275

1,170

24

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

11,053,628

11,939

25

SU

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

8,838,850

83

26

MT

Deliverable futures contract on MTS ordinary shares

7,781,436

331

27

PZ

Deliverable futures contract on Polyus Gold ordinary shares

7,427,638

541

28

Ro

Cash-settled futures contract on RTS Oil & Gas Index

916,561

90

29

NK

Deliverable futures contract on NOVATEK ordinary shares

203,900

11

30

RI

Futures-style options on RTS Index futures contract

26,549,948,401

308,070

31

GZ

Options on Gazprom futures contract

1,320,476,000

80,936

32

Si

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

819,276,500

26,716

33

SR

Options on Sberbank futures contract

759,946,250

99,803

34

LK

Options on LUKOIL futures contract

580,748,000

34,906

35

VB

Futures-style options on VTB Bank futures contract

465,022,750

60,003

36

GD

Futures-style options on gold futures contract

70,947,022

1,970

37

GM

Futures-style options on MMC NORILSK NICKEL futures contract

16,190,000

384

38

RN

Futures-style options on Rosneft futures contract

10,041,000

500

39

SN

Futures-style options on Surgutneftegas futures contract

8,492,000

386

40

SV

Futures-style options on silver futures contract

587,364

10

41

TN

Futures-style options on futures contract on Transneft preferred shares

204,000

7

 

 

Total

820,712,826,526

18,858,135

On April 16, 2010 RTS Group and Saint Petersburg Exchange launched a cash-settled gasoil futures contract. For the week of May 17-21 the trading volume in this instrument reached RUB28.1 million or 1.7 thousand contracts.