OREANDA-NEWS. November 2, 2010. For the week of October 25-29, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 737.32 billion rubles or 15.29 million contracts, including 97.59 billion rubles during the evening trading session. The total open interest as of the last day of the week, October 29, 2010 reached 222.06 billion rubles or 6.27 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 RUB80.7 million or 4.6 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB71.8 million or 4,400 contracts.

 

Week

October 25-29

Week

October 18-22

Week, %

Futures contracts

Trading volume, rubles

706,441,391,176

809,261,388,520

-12.71%

Trading volume, contracts

14,808,841

18,270,170

-18.95%

Number of trades

2,314,952

2,798,289

-17.27%

Total open interest, rubles

137,052,946,029

139,922,232,711

-2.05%

Total open interest, contracts

4,764,326

4,755,698

0.18%

Options Contracts

Trading volume, rubles

30,874,463,827

34,697,594,514

-11.02%

Trading volume, contracts

482,083

566,627

-14.92%

Number of trades

37,629

57,168

-34.18%

Total open interest, rubles

85,003,211,003

72,447,554,430

17.33%

Total open interest, contracts

1,509,184

1,349,422

11.84%

Total

Trading volume, rubles

737,315,855,002

843,958,983,035

-12.64%

Trading volume, contracts

15,290,924

18,836,797

-18.82%

Number of trades

2,352,581

2,855,457

-17.61%

Total open interest, rubles

222,056,157,032

212,369,787,141

4.56%

Total open interest, contracts

6,273,510

6,105,120

2.76%

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

466,737,061,837

4,770,413

2

ED

Cash-settled futures contract on EUR/USD exchange rate

85,522,163,979

2,012,183

3

Si

Cash-settled futures contract on USD/RUB exchange rate

70,353,993,360

2,292,959

4

SR

Deliverable futures contract on Sberbank ordinary shares

38,744,538,927

3,828,084

5

GZ

Deliverable futures contract on Gazprom ordinary shares

13,665,208,686

806,874

6

BR

Cash-settled Brent oil futures contract

7,188,408,956

282,062

7

RS

Cash-settled futures contract on RTS Standard Index

6,770,835,780

64,822

8

GD

Cash-settled futures contract on gold

4,944,054,667

120,694

9

LK

Deliverable futures contract on LUKOIL ordinary shares

3,327,287,311

190,918

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

2,185,736,464

39,316

11

VB

Deliverable futures contract on VTB Bank ordinary shares

1,570,032,930

152,732

12

SV

Cash-settled futures contract on refined silver

1,526,882,717

21,039

13

Eu

Cash-settled futures contract on EUR/RUB exchange

1,195,352,870

28,044

14

SP

Deliverable futures contract on Sberbank preferred shares

914,320,044

130,021

15

RN

Deliverable futures contract on Rosneft ordinary shares

829,552,131

38,355

16

MR

Cash-settled futures on average interest rate of the overnight credit MosPrime

238,938,785

240

17

TN

Deliverable futures contract on Transneft preferred shares

147,048,401

3,947

18

SN

Deliverable futures contract on Surgutneftegas ordinary shares

127,098,236

4,237

19

CH

Deliverable futures contract on Severstal ordinary shares

105,596,794

2,452

20

PT

Cash-settled futures contract on platinum

87,344,160

1,687

21

MT

Deliverable futures contract on MTS ordinary shares

81,220,914

3,263

22

MP

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

80,428,900

7,175

23

SA

Cash-settled futures on raw sugar

66,479,450

3,393

24

HY

Deliverable futures contract on RusHydro ordinary shares

17,307,306

1,078

25

SU

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

4,217,750

34

26

PD

Cash-settled futures contract on palladium

3,059,470

16

27

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

3,041,681

2,548

28

TT

Deliverable futures contract on Tatneft ordinary shares

2,352,652

159

29

PZ

Deliverable futures contract on Polyus Gold ordinary shares

741,855

48

30

Rc

Cash-settled futures on RTS Consumer and Retail Index

646,845

30

31

NK

Deliverable futures contract on NOVATEK ordinary shares

437,318

18

32

RI

Futures-style options on RTS Index futures contract

25,949,367,138

270,191

33

Si

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

3,510,308,750

103,533

34

SR

Futures-style options on Sberbank futures contract

668,553,750

68,898

35

GZ

Futures-style options on Gazprom futures contract

504,161,000

30,263

36

GD

Futures-style options on gold futures contract

103,835,556

2,516

37

LK

Futures-style options on LUKOIL futures contract

84,957,000

4,931

38

BR

Futures-style options on Brent oil futures contract

35,149,351

1,375

39

SV

Futures-style options on refined silver futures contract

8,480,331

113

40

ED

Futures-style options on EUR/USD futures contract

7,602,950

180

41

TN

Futures-style options on futures contract on Transneft preferred shares

1,027,000

35

42

RN

Futures-style options on Rosneft futures contract

1,021,000

48

 

 

Total:

737,315,855,002

15,290,924