RTS Announced FORTS Weekly Trading Results
OREANDA-NEWS. June 22, 2010. For the week of June 15 – June 18, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 467.6 billion rubles or 10.2 million contracts, including 65.5 billion rubles during the evening trading session. The total open interest as of the last day of the week, June 18, 2010 reached 123.6 billion rubles or 3.87 million contracts.
On April 16, 2010 RTS Group and Saint Petersburg Exchange launched a cash-settled gasoil futures contract. For the week of June 15-18 the trading volume in this instrument reached RUB32.4 million or 2.0 thousand contracts.
|
|
Week |
Week |
Change, % |
|
Futures contracts | |||
|
Trading volume, rubles |
454,227,850,895 |
660,675,580,477 |
-31.25% |
|
Trading volume, contracts |
9,948,143 |
15,053,126 |
-33.91% |
|
Number of trades |
2,154,649 |
3,117,168 |
-30.88% |
|
Total open interest, rubles |
100,530,038,233 |
100,104,241,058 |
0.43% |
|
Total open interest, contracts |
3,307,164 |
3,126,696 |
5.77% |
|
Options Contracts | |||
|
Trading volume, rubles |
13,386,560,108 |
28,825,357,814 |
-53.56% |
|
Trading volume, contracts |
248,227 |
588,517 |
-57.82% |
|
Number of trades |
27,958 |
48,202 |
-42.00% |
|
Total open interest, rubles |
23,079,886,139 |
11,405,433,722 |
102.36% |
|
Total open interest, contracts |
564,510 |
301,748 |
87.08% |
|
Total | |||
|
Trading volume, rubles |
467,614,411,003 |
689,500,938,292 |
-32.18% |
|
Trading volume, contracts |
10,196,370 |
15,641,643 |
-34.81% |
|
Number of trades |
2,182,607 |
3,165,370 |
-31.05% |
|
Total open interest, rubles |
123,609,924,372 |
111,509,674,780 |
10.85% |
|
Total open interest, contracts |
3,871,674 |
3,428,444 |
12.93% |
FORTS contracts by volume (15.06.10 –18.06.10)
|
No |
Code |
Contract |
Turnover | |
|
RUB |
Contracts | |||
|
1 |
RI |
Cash-settled futures contract on RTS Index |
353,517,383,434 |
4,077,990 |
|
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
40,266,084,728 |
1,286,520 |
|
3 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
22,028,071,940 |
2,838,585 |
|
4 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
11,846,280,299 |
742,485 |
|
5 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
9,962,628,969 |
259,747 |
|
6 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
5,364,164,516 |
316,249 |
|
7 |
BR |
Cash-settled Brent oil futures contract |
2,568,607,978 |
106,830 |
|
8 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
2,150,262,917 |
102,333 |
|
9 |
GD |
Cash-settled futures contract on gold |
1,503,564,293 |
38,803 |
|
10 |
RS |
Cash-settled futures contract on RTS Standard Index |
1,405,752,560 |
14,987 |
|
11 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
1,266,411,039 |
25,064 |
|
12 |
Eu |
Cash-settled futures contract on EUR/RUB exchange rate |
793,306,288 |
20,544 |
|
13 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
416,751,227 |
54,037 |
|
14 |
PT |
Cash-settled futures contract on platinum |
339,072,342 |
6,926 |
|
15 |
SV |
Cash-settled futures contract on refined silver |
256,458,981 |
4,409 |
|
16 |
SP |
Deliverable futures contract on Sberbank preferred shares |
210,184,352 |
36,561 |
|
17 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
140,341,603 |
4,846 |
|
18 |
CH |
Deliverable futures contract on Severstal ordinary shares |
89,839,096 |
2,837 |
|
19 |
TN |
Deliverable futures contract on Transneft preferred shares |
49,981,870 |
1,878 |
|
20 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
18,202,961 |
1,043 |
|
21 |
NK |
Deliverable futures contract on NOVATEK ordinary shares |
17,358,348 |
746 |
|
22 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
6,548,122 |
458 |
|
23 |
UI |
Deliverable futures contract on Uralsvyazinform ordinary shares |
4,049,880 |
3,934 |
|
24 |
PZ |
Deliverable futures contract on Polyus Gold ordinary shares |
2,431,287 |
163 |
|
25 |
SU |
Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
1,954,750 |
18 |
|
26 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
1,615,400 |
127 |
|
27 |
MT |
Deliverable futures contract on MTS ordinary shares |
541,715 |
23 |
|
28 |
RI |
Futures-style options on RTS Index futures contract |
12,067,934,223 |
147,968 |
|
29 |
GZ |
Options on Gazprom futures contract |
483,518,000 |
30,688 |
|
30 |
LK |
Options on LUKOIL futures contract |
264,778,000 |
16,132 |
|
31 |
VB |
Options on VTB Bank futures contract |
210,000,000 |
30,000 |
|
32 |
Si |
Options on USD/RUB exchange rate futures contract |
201,290,500 |
6,438 |
|
33 |
SR |
Options on Sberbank futures contract |
115,512,000 |
15,408 |
|
34 |
GD |
Options on gold futures contract |
22,170,385 |
576 |
|
35 |
RN |
Options on Rosneft futures contract |
21,357,000 |
1,017 |
|
|
|
Total |
467,614,411,003 |
10,196,370 |
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