OREANDA-NEWS. July 27, 2010. For the week of July 19 – July 23, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 529.7 billion rubles or 11.6 million contracts, including 76.93 billion rubles during the evening trading session. The total open interest as of the last day of the week, July 23, 2010 reached 162.37 billion rubles or 5.4 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 RUB49.8 million or 3 thousand contracts. The trading volume in the power futures contract that was also recently introduced by RTS Group and Saint Petersburg Exchange reached RUB10.6 million or 437 contracts.

 

Week’s rating
July19 – July 23

Week’s rating
July 12 – July 16

Change, %

Futures contracts

 

 

 

Trading volume, rubles

514,472,192,415

529,570,178,708

-2.85%

Trading volume, contracts

11,300,398

11,665,291

-3.13%

Number of trades

2,412,750

2,472,328

-2.41%

Total open interest, rubles

117,211,539,209

113,905,576,397

2.90%

Total open interest, contracts

4,069,438

4,023,340

1.15%

Options Contracts

 

 

 

Trading volume, rubles

15,247,703,372

24,134,529,732

-36.82%

Trading volume, contracts

315,229

482,220

-34.63%

Number of trades

28,376

44,922

-36.83%

Total open interest, rubles

45,160,541,721

37,527,829,835

20.34%

Total open interest, contracts

1,316,480

1,106,842

18.94%

Total

 

 

 

Trading volume, rubles

529,719,895,786

553,704,708,440

-4.33%

Trading volume, contracts

11,615,627

12,147,511

-4.38%

Number of trades

2,441,126

2,517,250

-3.02%

Total open interest, rubles

162,372,080,930

151,433,406,232

7.22%

Total open interest, contracts

5,385,918

5,130,182

4.98%

FORTS contracts by volume (19.07.10 –23.07.10)

No

Code

Contract

Turnover

 

 

 

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

389,610,475,312

4,529,952

2

Si

Cash-settled futures contract on USD/RUB exchange rate

42,381,068,789

1,385,882

3

ED

Cash-settled futures contract on EUR/USD exchange rate

28,145,381,978

717,523

4

SR

Deliverable futures contract on Sberbank ordinary shares

26,289,700,872

3,219,345

5

GZ

Deliverable futures contract on Gazprom ordinary shares

11,817,731,874

745,162

6

BR

Cash-settled Brent oil futures contract

3,910,209,772

168,681

7

LK

Deliverable futures contract on LUKOIL ordinary shares

3,497,326,262

214,616

8

GD

Cash-settled futures contract on gold

2,550,393,612

70,287

9

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,652,245,119

33,478

10

RN

Deliverable futures contract on Rosneft ordinary shares

1,495,177,243

78,796

11

RS

Cash-settled futures contract on RTS Standard Index

1,421,314,845

15,345

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

556,136,195

14,132

13

VB

Deliverable futures contract on VTB Bank ordinary shares

327,528,813

41,497

14

SV

Cash-settled futures contract on refined silver

239,679,233

4,392

15

SP

Deliverable futures contract on Sberbank preferred shares

207,060,271

36,075

16

CH

Deliverable futures contract on Severstal ordinary shares

147,674,890

4,362

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

111,914,978

3,876

18

HY

Deliverable futures contract on RusHydro ordinary shares

46,481,079

2,918

19

TN

Deliverable futures contract on Transneft preferred shares

25,001,204

905

20

MP

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

14,410,325

1,225

21

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

11,525,850

11,247

22

MT

Deliverable futures contract on MTS ordinary shares

4,686,529

194

23

PZ

Deliverable futures contract on Polyus Gold ordinary shares

4,572,201

316

24

TT

Deliverable futures contract on Tatneft ordinary shares

2,154,505

147

25

PT

Cash-settled futures contract on platinum

1,403,954

30

26

SU

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

762,200

7

27

UR

Cash-settled futures contract on URALS oil

90,460

4

28

NK

Deliverable futures contract on NOVATEK ordinary shares

84,051

4

29

RI

Futures-style options on RTS Index futures contract

13,522,838,593

162,118

30

GZ

Futures-style options on Gazprom futures contract

781,843,000

47,257

31

SR

Futures-style options on Sberbank futures contract

735,960,750

96,648

32

LK

Futures-style options on LUKOIL futures contract

79,636,000

4,927

33

Si

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

74,609,750

2,338

34

RN

Futures-style options on Rosneft futures contract

25,480,000

1,214

35

GD

Futures-style options on gold futures contract

21,240,369

595

36

SV

Futures-style options on silver futures contract

3,262,556

60

37

ED

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

2,832,354

72

 

 

Total

529,719,895,786

11,615,627