RTS Released FORTS Trading Results
OREANDA-NEWS. June 07, 2010. For the period from May 1 – May 31, 2010 the trading volume on FORTS (Futures & Options on RTS) totaled 2,831.4 billion rubles or 64.4 million contracts, including 443.5 billion rubles during the evening trading session. At the end of May 2010 the total open interest stood at 207.2 billion rubles or 8.3 million contracts.
RTS Group and Saint Petersburg Exchange launched trading in cash-settled futures contract on gasoil (summer grade): in May the trading volume of the gasoil futures contract reached RUB175.7 million or 10.6 contracts.
|
|
May |
April |
Change |
|
Futures contracts |
|
|
|
|
Trading volume, rubles |
2,703,865,327,333 |
2,157,383,714,602 |
25.33% |
|
Trading volume, contracts |
61,729,852 |
41,386, 687 |
49.15% |
|
Number of trades |
12,996,118 |
8,582,164 |
51.43% |
|
Total open interest, rubles |
121,530,497,061 |
107,940,773,088 |
12.59% |
|
Total open interest, contracts |
4,516,296 |
4,039,806 |
11.79% |
|
Options Contracts |
|
|
|
|
Trading volume, rubles |
127,581,899,455 |
83,622,229,102 |
52,57% |
|
Trading volume, contracts |
2,710,382 |
2,367,702 |
14,47% |
|
Number of trades |
198,214 |
116,940 |
69.50% |
|
Total open interest, rubles |
85,673,599,728 |
67,318,118,053 |
27.27% |
|
Total open interest, contracts |
3,743,374 |
3,083,122 |
21.42% |
|
Total |
|
|
|
|
Trading volume, rubles |
2,831,447,226,788 |
2,241,005,943,704 |
26.35% |
|
Trading volume, contracts |
64,440,234 |
43,754,389 |
47.28% |
|
Number of trades |
13,194,332 |
8,699,104 |
51.67% |
|
Total open interest, rubles |
207,204,096,789 |
175,258,891,141 |
18.23% |
|
Total open interest, contracts |
8,259,670 |
7,122,928 |
15.96% |
|
№ |
Code |
Contract |
Turnover | |
|
RUB |
Contr. | |||
|
1 |
RI |
Cash-settled futures contract on RTS Index |
2,056,602,913,893 |
24,439,161 |
|
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
236,920,622,981 |
7,710,645 |
|
3 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
132,203,622,763 |
17,923,456 |
|
4 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
86,685,395,336 |
2,270,802 |
|
5 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
80,614,155 689 |
5,123,219 |
|
6 |
RS |
Cash-settled futures contract on RTS Standard Index |
28,897,426,950 |
315,561 |
|
7 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
22,631,702,959 |
1,474,870 |
|
8 |
GD |
Cash-settled futures contract on gold |
15,856,292,801 |
429,141 |
|
9 |
BR |
Cash-settled Brent oil futures contract |
15,757,579,384 |
665,221 |
|
10 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
10,013,099,904 |
206,644 |
|
11 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
4,074,944,471 |
187,487 |
|
12 |
Eu |
Cash-settled futures contract on EUR/RUB exchange rate |
3,072,773,815 |
79,955 |
|
13 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
2,819,943 593 |
390,970 |
|
14 |
SV |
Cash-settled futures contract on refined silver |
2,657,585,643 |
47,181 |
|
15 |
SP |
Deliverable futures contract on Sberbank preferred shares |
1,719,124,878 |
305,855 |
|
16 |
TN |
Deliverable futures contract on Transneft preferred shares |
747,111,986 |
26,598 |
|
17 |
MR |
Cash-settled futures contract on average rate of the overnight MosPrime credit |
706,385,620 |
710 |
|
18 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
651,313,910 |
23,455 |
|
19 |
PT |
Cash-settled futures contract on platinum |
575,654,502 |
11,911 |
|
20 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
158,420,400 |
12,405 |
|
21 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
152,120,649 |
9,511 |
|
22 |
CH |
Deliverable futures contract on Severstal ordinary shares |
106,001,179 |
3,040 |
|
23 |
PZ |
Deliverable futures contract on Polyus Gold ordinary shares |
72,864,030 |
5,288 |
|
24 |
UI |
Deliverable futures contract on Uralsvyazinform ordinary shares |
56,705,927 |
60,641 |
|
25 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
53,347,906 |
4,149 |
|
26 |
MT |
Deliverable futures contract on MTS ordinary shares |
33,388,842 |
1,393 |
|
27 |
SU |
Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
18,223,300 |
170 |
|
28 |
NK |
Deliverable futures contract on NOVATEK ordinary shares |
4,986,483 |
285 |
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