OREANDA-NEWS. August 23, 2010. For the week of August 16-20, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 513.07 billion rubles or 10.51 million contracts, including 58.29 billion rubles during the evening trading session. The total open interest as of the last day of the week, August 20, 2010 reached 182.75 billion rubles or 6.12 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 RUB50.2 million or 3 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB38.2 million or 1,400 contracts.

 

Week

August 16-20

Week

July 9 – 13

Change, %

Futures contracts

Trading volume, rubles

484,073,391,453

516,373,470,208

-6.26%

Trading volume, contracts

10,129,400

10,656,494

-4.95%

Number of trades

2,095,337

2,236,433

-6.31%

Total open interest, rubles

118,735,287,598

119,967,718,306

-1.03%

Total open interest, contracts

4,348,442

4,354,636

-0.14%

Options Contracts

Trading volume, rubles

29,000,475,180

28,059,618,828

3.35%

Trading volume, contracts

383,459

489,032

-21.59%

Number of trades

38,150

42,871

-11.01%

Total open interest, rubles

64,017,849,631

68,193,962,841

-6.12%

Total open interest, contracts

1,768,148

1,803,056

-1.94%

Total

Trading volume, rubles

513,073,866,633

544,433,089,036

-5.76%

Trading volume, contracts

10,512,859

11,145,526

-5.68%

Number of trades

2,133,487

2,279,304

-6.40%

Total open interest, rubles

182,753,137,230

188,161,681,147

-2.87%

Total open interest, contracts

6,116,590

6,157,692

-0.67%

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

366,424,070,111

4,168,002

2

Si

Cash-settled futures contract on USD/RUB exchange rate

40,950,956,179

1,339,705

3

ED

Cash-settled futures contract on EUR/USD exchange rate

27,121,244,685

693,551

4

SR

Deliverable futures contract on Sberbank ordinary shares

19,342,619,861

2,408,649

5

GZ

Deliverable futures contract on Gazprom ordinary shares

11,105,385,397

684,618

6

BR

Cash-settled Brent oil futures contract

6,495,245,584

281,104

7

LK

Deliverable futures contract on LUKOIL ordinary shares

3,635,353,515

220,667

8

GD

Cash-settled futures contract on gold

2,599,403,478

69,451

9

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,866,831,918

36,144

10

RS

Cash-settled futures contract on RTS Standard Index

1,175,232,735

12,456

11

RN

Deliverable futures contract on Rosneft ordinary shares

811,309,505

40,291

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

769,936,074

19,673

13

SP

Deliverable futures contract on Sberbank preferred shares

495,039,365

87,257

14

SV

Cash-settled futures contract on refined silver

462,755,994

8,257

15

VB

Deliverable futures contract on VTB Bank ordinary shares

342,827,335

42,452

16

PT

Cash-settled futures contract on platinum

206,746,097

4,433

17

TN

Deliverable futures contract on Transneft preferred shares

113,329,392

3,639

18

SN

Deliverable futures contract on Surgutneftegas ordinary shares

86,981,122

3,098

19

HY

Deliverable futures contract on RusHydro ordinary shares

25,676,800

1,556

20

CH

Deliverable futures contract on Severstal ordinary shares

21,338,014

583

21

TT

Deliverable futures contract on Tatneft ordinary shares

5,527,988

383

22

PZ

Deliverable futures contract on Polyus Gold ordinary shares "

4,855,226

349

23

MT

Deliverable futures contract on MTS ordinary shares

3,736,469

153

24

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

2,817,384

2,819

25

SU

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

2,497,750

21

26

MP

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

886,525

58

27

NK

Deliverable futures contract on NOVATEK ordinary shares

604,450

28

28

PD

Cash-settled futures contract on palladium

147,461

1

29

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

35,038

2

30

RI

Futures-style options on RTS Index futures contract

28,303,227,198

335,734

31

GZ

Futures-style options on Gazprom futures contract

265,132,000

16,146

32

SR

Futures-style options on Sberbank futures contract

170,440,500

21,635

33

RN

Futures-style options on Rosneft futures contract

96,402,000

4,591

34

Si

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

67,233,000

2,167

35

GM

Futures-style options on MMC NORILSK NICKEL futures contract

39,375,000

750

36

LK

Futures-style options on LUKOIL futures contract

26,951,000

1,598

37

GD

Futures-style options on gold futures contract

20,457,631

549

38

ED

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

11,256,851

289

 

 

Total:

513,073,866,633

10,512,859