OREANDA-NEWS. October 12, 2010. For the week of October 4-8, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 695.58 billion rubles or 14.62 million contracts, including 84.46 billion rubles during the evening trading session. The total open interest as of the last day of the week, October 6, 2010 reached 206.16 billion rubles or 5.60 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 RUB53.9 million or 3.1 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB75.3 million or 4,800 contracts.

 

Week

October 4-8

Week

 September 27 – October 1

Change, %

 

Futures contracts

 

Trading volume, rubles

650,522,965,108

590,309,167,010

10.20%

 

Trading volume, contracts

14,039,833

13,397,381

4.80%

 

Number of trades

2,339,325

2,188,991

6.87%

 

Total open interest, rubles

122,884,325,078

119,170,988,038

3.12%

 

Total open interest, contracts

4,335,780

4,106,850

5.57%

 

Options Contracts

 

Trading volume, rubles

45,054,061,928

36,347,936,169

23.95%

 

Trading volume, contracts

577,223

524,652

10.02%

 

Number of trades

68,273

51,739

31.96%

 

Total open interest, rubles

83,274,786,235

59,848,083,595

39.14%

 

Total open interest, contracts

1,266,846

940,916

34.64%

 

Total

 

Trading volume, rubles

695,577,027,036

626,657,103,179

11.00%

 

Trading volume, contracts

14,617,056

13,922,033

4.99%

 

Number of trades

2,407,598

2,240,730

7.45%

 

Total open interest, rubles

206,159,111,312

179,019,071,633

15.16%

 

Total open interest, contracts

5,602,626

5,047,766

10.99%

 

 

No

Code

Contract

Turnover

 

RUB

Contracts

 

1

RI

Cash-settled futures contract on RTS Index

444,789,966,033

4,733,044

 

2

Si

Cash-settled futures contract on USD/RUB exchange rate

68,531,506,934

2,274,399

 

3

ED

Cash-settled futures contract on EUR/USD exchange rate

56,185,940,913

1,351,267

 

4

SR

Deliverable futures contract on Sberbank ordinary shares

32,454,360,732

3,568,200

 

5

GZ

Deliverable futures contract on Gazprom ordinary shares

14,285,190,397

876,563

 

6

BR

Cash-settled Brent oil futures contract

9,140,599,392

362,386

 

7

GD

Cash-settled futures contract on gold

8,804,126,603

218,946

 

8

LK

Deliverable futures contract on LUKOIL ordinary shares

4,205,549,661

239,818

 

9

RS

Cash-settled futures contract on RTS Standard Index

3,521,553,570

35,100

 

10

Eu

Cash-settled futures contract on EUR/RUB exchange rate

2,236,213,467

53,554

 

11

RN

Deliverable futures contract on Rosneft ordinary shares

1,552,254,960

73,336

 

12

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,479,222,676

27,943

 

13

SV

Cash-settled futures contract on refined silver

1,413,827,914

20,801

 

14

SP

Deliverable futures contract on Sberbank preferred shares

621,421,624

97,354

 

15

VB

Deliverable futures contract on VTB Bank ordinary shares

598,112,313

66,017

 

16

PT

Cash-settled futures contract on platinum

209,527,454

4,124

 

17

CH

Deliverable futures contract on Severstal ordinary shares

135,627,938

3,014

 

18

TN

Deliverable futures contract on Transneft preferred shares

124,135,999

3,591

 

19

SN

Deliverable futures contract on Surgutneftegas ordinary shares

97,524,335

3,270

 

20

HY

Deliverable futures contract on RusHydro ordinary shares

49,285,377

3,054

 

21

MP

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

26,840,875

2,460

 

22

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

23,915,277

19,963

 

23

MT

Deliverable futures contract on MTS ordinary shares

18,004,514

712

 

24

TT

Deliverable futures contract on Tatneft ordinary shares

8,310,722

550

 

25

PZ

Deliverable futures contract on Polyus Gold ordinary shares "

3,818,388

259

 

26

PD

Cash-settled futures contract on palladium

2,783,334

16

 

27

SU

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

1,979,250

17

 

28

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

673,276

36

 

29

NK

Deliverable futures contract on Novatek ordinary shares

524,250

23

 

30

Ro

Cash-settled futures contract on RTS Oil and Gas Index

166,928

16

 

31

RI

Futures-style options on RTS Index futures contract

43,563,119,478

474,687

 

32

GZ

Futures-style options on Gazprom futures contract

497,177,000

30,099

 

33

SR

Futures-style options on Sberbank futures contract

492,632,750

55,893

 

34

PT

Futures-style options on platinum futures contract

144,589,374

2,700

 

35

LK

Futures-style options on LUKOIL futures contract

134,530,000

7,500

 

36

Si

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

89,432,500

2,897

 

37

GD

Futures-style options on gold futures contract

71,225,923

1,820

 

38

ED

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

42,025,544

1,012

 

39

SV

Futures-style options on refined silver futures contract

15,590,109

237

 

40

VB

Futures-style option on futures on VTB BANK ordinary shares

3,549,250

374

 

41

GM

Futures-style options on MMC NORILSK NICKEL futures contract

190,000

4

 

 

 

Total:

695,577,027,036

14,617,056