OREANDA-NEWS. October 05, 2010. For the week of September 27 – October 1, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 626.66 billion rubles or 13.92 million contracts, including 73.48 billion rubles during the evening trading session. The total open interest as of the last day of the week, October 1, 2010 reached 179.02 billion rubles or 5.05 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 RUB50.0 million or 3,000 contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB108.2 million or 6,100 contracts.

 

Week

September 27 –

October 1

Week

September 20-24

Change, %

Futures contracts

Trading volume, rubles

590,309,167,010

588,321,229,905

0.34%

Trading volume, contracts

13,397,381

12,573,858

6.55%

Number of trades

2,188,991

2,194,802

-0.26%

Total open interest, rubles

119,170,988,038

107,333,890,700

11.03%

Total open interest, contracts

4,106,850

3,600,776

14.05%

Options Contracts

Trading volume, rubles

36,347,936,169

22,491,378,160

61.61%

Trading volume, contracts

524,652

402,231

30.44%

Number of trades

51,739

32,726

58.10%

Total open interest, rubles

59,848,083,595

45,127,557,165

32.62%

Total open interest, contracts

940,916

721,008

30.50%

Total

Trading volume, rubles

626,657,103,179

610,812,608,065

2.59%

Trading volume, contracts

13,922,033

12,976,089

7.29%

Number of trades

2,240,730

2,227,528

0.59%

Total open interest, rubles

179,019,071,633

152,461,447,866

17.42%

Total open interest, contracts

5,047,766

4,321,784

16.80%

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

384,090,850,211

4,210,850

2

ED

Cash-settled futures contract on EUR/USD exchange rate

68,613,188,400

1,655,653

3

Si

Cash-settled futures contract on USD/RUB exchange rate

67,152,120,229

2,185,244

4

SR

Deliverable futures contract on Sberbank ordinary shares

28,049,241,980

3,265,972

5

GZ

Deliverable futures contract on Gazprom ordinary shares

14,204,435,809

891,072

6

BR

Cash-settled Brent oil futures contract

6,332,251,553

258,207

7

GD

Cash-settled futures contract on gold

6,101,032,420

153,015

8

LK

Deliverable futures contract on LUKOIL ordinary shares

5,936,183,369

340,650

9

RS

Cash-settled futures contract on RTS Standard Index

2,420,652,040

24,885

10

VB

Deliverable futures on VTB BANK ordinary shares

1,402,264,596

163,019

11

SV

Cash-settled futures contract on refined silver

1,339,611,462

20,304

12

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,176,983,838

23,195

13

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,134,782,447

27,164

14

RN

Deliverable futures contract on Rosneft ordinary shares

1,019,830,806

50,204

15

SP

Deliverable futures contract on Sberbank preferred shares

422,585,917

68,795

16

CH

Deliverable futures contract on Severstal ordinary shares

265,364,576

5,838

17

TN

Deliverable futures contract on Transneft preferred shares

152,858,037

4,518

18

PT

Cash-settled futures contract on platinum

150,864,451

2,989

19

MR

Deliverable futures on average interest rate of the Overnight Credit MosPrime

99,382,215

100

20

SN

Deliverable futures contract on Surgutneftegas ordinary shares

99,329,473

3,426

21

HY

Deliverable futures contract on RusHydro ordinary shares

79,316,363

5,012

22

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

42,958,246

35,913

23

TT

Deliverable futures contract on Tatneft ordinary shares

6,735,092

457

24

MP

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

5,732,875

479

25

MT

Deliverable futures contract on MTS ordinary shares

4,194,708

166

26

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

3,785,878

186

27

SU

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

1,530,750

13

28

PZ

Deliverable futures contract on Polyus Gold ordinary shares "

709,432

51

29

PD

Cash-settled futures contract on palladium

347,828

2

30

NK

Deliverable Futures on Novatek ordinary shares

42,008

2

31

RI

Futures-style options on RTS Index futures contract

32,133,973,843

358,526

32

GM

Futures-style options on MMC NORILSK NICKEL futures contract

1,566,175,000

31,767

33

Si

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

1,439,716,500

44,263

34

GZ

Futures-style options on Gazprom futures contract

536,443,000

35,240

35

SR

Futures-style options on Sberbank futures contract

298,604,000

34,840

36

LK

Futures-style options on LUKOIL futures contract

296,886,000

17,822

37

ED

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

48,436,035

1,208

38

GD

Futures-style options on gold futures contract

22,406,385

569

39

VB

 Futures-style options on VTB BANK ordinary shares

3,414,500

380

40

SV

Futures-style options on refined silver futures contract

1,109,905

16

41

TN

Futures-style options on futures contract on Transneft preferred shares

771,000

21

 

 

Total:

626,657,103,179

13,922,033