RTS Released FORTS Weekly Trading Results
OREANDA-NEWS. July 15, 2010. For the week of July 5 – July 9, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 445.48 billion rubles or 9.9 million contracts, including 76.42 billion rubles during the evening trading session. The total open interest as of the last day of the week, July 9, 2010 reached 155.01 billion rubles or 4.8 million contracts.
Last week the trading volume in the cash-settled gasoil futures contract that was launched by RTS Group and Saint Petersburg Exchange reached RUB53 million or 3.1 thousand contracts. The trading volume in the power futures contract that was also recently introduced by RTS Group and Saint Petersburg Exchange reached RUB11.91 million or 399 contracts.
|
|
Week’s rating |
Week’s rating |
Change, % |
|
Futures contracts | |||
|
Trading volume, rubles |
426,502,863,166 |
517,128,917,760 |
-17.52% |
|
Trading volume, contracts |
9,571,787 |
11,826,208 |
-19.06% |
|
Number of trades |
2,099,344 |
2,609,983 |
-19.56% |
|
Total open interest, rubles |
111,673,656,379 |
106,991,040,569 |
4.38% |
|
Total open interest, contracts |
3,795,974 |
3,556,332 |
6.74% |
|
Options Contracts | |||
|
Trading volume, rubles |
18,975,880,736 |
22,359,120,965 |
-15.13% |
|
Trading volume, contracts |
336,165 |
379,868 |
-11.50% |
|
Number of trades |
36,599 |
44,180 |
-17.16% |
|
Total open interest, rubles |
43,339,227,635 |
36,106,555,395 |
20.03% |
|
Total open interest, contracts |
992,044 |
829,870 |
19.54% |
|
Total | |||
|
Trading volume, rubles |
445,478,743,903 |
539,488,038,725 |
-17.43% |
|
Trading volume, contracts |
9,907,952 |
12,206,076 |
-18.83% |
|
Number of trades |
2,135,943 |
2,654,163 |
-19.52% |
|
Total open interest, rubles |
155,012,884,013 |
143,097,595,964 |
8.33% |
|
Total open interest, contracts |
4,788,018 |
4,386,202 |
9.16% |
FORTS contracts by volume (05.07.10 –09.07.10)
|
No |
Code |
Contract |
Turnover | |
|
RUB |
Contracts | |||
|
1 |
RI |
Cash-settled futures contract on RTS Index |
333,537,241,801 |
4,005,662 |
|
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
31,910,811,378 |
1,025,535 |
|
3 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
22,201,021,267 |
2,905,081 |
|
4 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
14,373,404,594 |
367,321 |
|
5 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
9,832,414,098 |
650,355 |
|
6 |
BR |
Cash-settled Brent oil futures contract |
3,365,490,223 |
149,364 |
|
7 |
GD |
Cash-settled futures contract on gold |
2,835,806,330 |
75,968 |
|
8 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
2,796,670,376 |
174,552 |
|
9 |
RS |
Cash-settled futures contract on RTS Standard Index |
1,787,139,615 |
19,875 |
|
10 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
1,358,432,634 |
28,919 |
|
11 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
952,404,993 |
50,239 |
|
12 |
Eu |
Cash-settled futures contract on EUR/RUB exchange rate |
478,419,094 |
12,186 |
|
13 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
403,135,937 |
52,813 |
|
14 |
SV |
Cash-settled futures contract on refined silver |
220,041,345 |
3,955 |
|
15 |
SP |
Deliverable futures contract on Sberbank preferred shares |
187,240,975 |
33,409 |
|
16 |
CH |
Deliverable futures contract on Severstal ordinary shares |
75,546,041 |
2,404 |
|
17 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
71,810,008 |
2,580 |
|
18 |
TN |
Deliverable futures contract on Transneft preferred shares |
49,778,107 |
1,792 |
|
19 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
22,280,194 |
1,432 |
|
20 |
PZ |
Deliverable futures contract on Polyus Gold ordinary shares |
13,359,842 |
906 |
|
21 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
7,407,716 |
514 |
|
22 |
UI |
Deliverable futures contract on Uralsvyazinform ordinary shares |
6,381,026 |
6,201 |
|
23 |
PT |
Cash-settled futures contract on platinum |
6,160,678 |
129 |
|
24 |
MT |
Deliverable futures contract on MTS ordinary shares |
5,263,707 |
219 |
|
25 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
3,737,600 |
311 |
|
26 |
NK |
Deliverable futures contract on NOVATEK ordinary shares |
782,313 |
36 |
|
27 |
Ro |
Cash-settled futures contract on RTS Oil & Gas Index |
211,061 |
20 |
|
28 |
SU |
Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
207,750 |
2 |
|
29 |
PD |
Cash-settled futures contract on palladium |
137,855 |
1 |
|
30 |
|
Cash-settled futures contract on URALS oil |
124,609 |
6 |
|
31 |
RI |
Futures-style options on RTS Index futures contract |
17,340,534,818 |
221,403 |
|
32 |
GZ |
Futures-style options on Gazprom futures contract |
894,139,000 |
57,509 |
|
33 |
LK |
Futures-style options on LUKOIL futures contract |
268,524,000 |
16,488 |
|
34 |
SR |
Futures-style options on Sberbank futures contract |
257,506,500 |
33,664 |
|
35 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
175,059,750 |
5,573 |
|
36 |
RN |
Futures-style options on Rosneft futures contract |
22,352,000 |
1,067 |
|
37 |
GD |
Futures-style options on gold futures contract |
11,588,627 |
312 |
|
38 |
ED |
Futures-style options on EUR/USD exchange rate futures contract |
4,840,746 |
124 |
|
39 |
SV |
Futures-style options on silver futures contract |
1,232,796 |
23 |
|
40 |
GM |
Futures-style options on MMC NORILSK NICKEL futures contract |
102,500 |
2 |
|
|
|
Total: |
445,478,743,903 |
9,907,952 |
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