OREANDA-NEWS. August 12, 2010. For the week of August 2 – 6, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 521.22 billion rubles or 10.46 million contracts, including 67.17 billion rubles during the evening trading session. The total open interest as of the last day of the week, August 6, 2010 reached 188.76 billion rubles or 6.03 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 RUB45.4 million or 2.7 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB107.0 million or 2,100 contracts.

 

Week
August 2-6

Week
July 26 – 30

Change, %

Futures contracts

Trading volume, rubles

497,911,534,217

506,629,295,175

-1.72%

Trading volume, contracts

10,136,288

10,561,993

-4.03%

Number of trades

2,150,585

2,287,117

-5.97%

Total open interest, rubles

124,340,967,233

125,441,108,576

-0.88%

Total open interest, contracts

4,376,314

4,413,612

-0.85%

Options Contracts

Trading volume, rubles

23,308,901,962

24,428,731,181

-4.58%

Trading volume, contracts

322,661

413,869

-22.04%

Number of trades

35,951

36,385

-1.19%

Total open interest, rubles

64,415,822,558

54,923,204,357

17.28%

Total open interest, contracts

1,657,632

1,503,656

10.24%

Total

Trading volume, rubles

521,220,436,178

531,058,026,357

-1.85%

Trading volume, contracts

10,458,949

10,975,862

-4.71%

Number of trades

2,186,536

2,323,502

-5.89%

Total open interest, rubles

188,756,789,791

180,364,312,933

4.65%

Total open interest, contracts

6,033,946

5,917,268

1.97%

FORTS contracts by volume (2.08.10-6.08.10)

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

382,465,108,424

4,234,323

2

Si

Cash-settled futures contract on USD/RUB exchange rate

43,597,160,218

1,454,457

3

ED

Cash-settled futures contract on EUR/USD exchange rate

21,725,928,328

551,391

4

SR

Deliverable futures contract on Sberbank ordinary shares

19,549,801,053

2,283,940

5

GZ

Deliverable futures contract on Gazprom ordinary shares

15,027,810,005

898,588

 

PT

Cash-settled futures contract on platinum

 

 

6

BR

Cash-settled Brent oil futures contract

3,743,256,117

154,624

7

LK

Deliverable futures contract on LUKOIL ordinary shares

3,674,355,423

215,007

8

GD

Cash-settled futures contract on gold

2,057,787,589

57,606

9

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,295,854,719

25,538

10

RS

Cash-settled futures contract on RTS Standard Index

1,254,173,995

12,872

11

RN

Deliverable futures contract on Rosneft ordinary shares

750,543,691

36,196

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

721,949,055

18,269

13

SP

Deliverable futures contract on Sberbank preferred shares

671,362,907

110,277

14

SV

Cash-settled futures contract on refined silver

481,358,810

8,744

15

VB

Deliverable futures contract on VTB Bank ordinary shares

469,106,026

56,074

16

TN

Deliverable futures contract on Transneft preferred shares

188,443,527

5,552

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

93,757,014

3,061

18

CH

Deliverable futures contract on Severstal ordinary shares

57,445,380

1,531

19

HY

Deliverable futures contract on RusHydro ordinary shares

40,784,524

2,525

20

MP

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

25,341,375

2,360

21

PZ

Deliverable futures contract on Polyus Gold ordinary shares "

6,004,828

434

22

MT

Deliverable futures contract on MTS ordinary shares

4,146,392

170

23

PT

Cash-settled futures contract on platinum

3,485,472

73

24

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

2,507,103

2,512

25

TT

Deliverable futures contract on Tatneft ordinary shares

1,928,327

131

26

SU

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

1,455,700

13

27

UR

Cash-settled futures contract on URALS oil

349,683

16

28

PD

Cash-settled futures contract on palladium

300,065

2

29

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

28,467

2

30

RI

Futures-style options on RTS Index futures contract

22,439,448,104

253,800

31

GZ

Futures-style options on Gazprom futures contract

299,459,000

17,789

32

SR

Futures-style options on Sberbank futures contract

287,098,000

36,071

33

LK

Futures-style options on LUKOIL futures contract

214,235,000

12,757

34

Si

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

47,611,500

1,516

35

RN

Futures-style options on Rosneft futures contract

9,156,000

436

36

GM

Futures-style options on MMC NORILSK NICKEL futures contract

4,100,000

80

37

GD

Futures-style options on gold futures contract

2,678,277

75

38

ED

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

2,389,335

61

39

TN

Futures-style options on futures contract on Transneft preferred shares

2,100,000

63

40

PT

Futures-style options on platinum futures contract

461,702

10

41

SV

Futures-style options on refined silver futures contract

165,044

3

 

 

Total:

521,220,436,178

10,458,949