OREANDA-NEWS. November 16, 2010. For the week of November 8-13, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 895.02 billion rubles or 18.76 million contracts, including 154.14 billion rubles during the evening trading session. The total open interest as of the last day of the week, November 13, 2010 reached 255.97 billion rubles or 6.78 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 RUB69.1 million or 3.6 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB83.7 million or 2,900 contracts.

 

Week

November 8-13

Week

November 1-3

Change, %

Futures contracts

Trading volume, rubles

838,944,853,988

330,541,555,572

153.81%

Trading volume, contracts

18,018,623

6,994,135

157.62%

Number of trades

2,663,087

1,060,726

151.06%

Total open interest, rubles

148,829,825,827

141,459,277,277

5.21%

Total open interest, contracts

4,908,472

4,798,748

2.29%

Options Contracts

Trading volume, rubles

56,077,660,926

12,427,877,773

351.22%

Trading volume, contracts

746,361

219,180

240.52%

Number of trades

77,883

20,369

282.36%

Total open interest, rubles

107,136,499,035

89,745,114,702

19.38%

Total open interest, contracts

1,875,634

1,655,602

13.29%

Total

Trading volume, rubles

895,022,514,914

342,969,433,344

160.96%

Trading volume, contracts

18,764,984

7,213,315

160.14%

Number of trades

2,740,970

1,081,095

153.54%

Total open interest, rubles

255,966,324,862

231,204,391,980

10.71%

Total open interest, contracts

6,784,106

6,454,350

5.11%

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

510,216,151,035

5,080,971

2

ED

Cash-settled futures contract on EUR/USD exchange rate

115,361,259,903

2,725,292

3

Si

Cash-settled futures contract on USD/RUB exchange rate

97,536,208,589

3,167,081

4

SR

Deliverable futures contract on Sberbank ordinary shares

44,119,830,139

4,361,494

5

GZ

Deliverable futures contract on Gazprom ordinary shares

17,259,645,632

990,625

6

GD

Cash-settled futures contract on gold

14,885,968,135

347,332

7

BR

Cash-settled Brent oil futures contract

9,236,580,783

341,585

8

RS

Cash-settled futures contract on RTS Standard Index

8,233,606,320

76,699

9

SV

Cash-settled futures contract on refined silver

5,445,430,257

64,624

10

LK

Deliverable futures contract on LUKOIL ordinary shares

5,041,469,976

284,107

11

GM

Deliverable futures contract on LUKOIL ordinary shares

4,001,818,900

67,598

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,740,865,341

40,913

13

VB

Deliverable futures contract on VTB Bank ordinary shares

1,486,877,556

139,787

14

SP

Deliverable futures contract on Sberbank preferred shares

1,451,506,507

209,010

15

RN

Deliverable futures contract on Rosneft ordinary shares

1,052,533,945

47,849

16

PT

Cash-settled futures contract on platinum

429,548,186

7,984

17

TN

Deliverable futures contract on Transneft preferred shares

317,328,452

8,292

18

SA

Cash-settled futures contract on raw sugar

239,964,224

11,234

19

CH

Deliverable futures contract on Severstal ordinary shares

237,764,735

5,275

20

MT

Deliverable futures contract on MTS ordinary shares

180,632,219

6,988

21

SN

Deliverable futures contract on Surgutneftegas ordinary shares

163,987,467

5,393

22

PD

Cash-settled futures contract on palladium

111,897,068

515

23

HY

Deliverable futures contract on RusHydro ordinary shares

89,256,948

5,565

24

MP

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

68,261,250

5,806

25

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

19,342,879

15,682

26

TT

Deliverable futures contract on Tatneft ordinary shares

11,604,073

770

27

SU

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

2,676,650

18

28

NK

Deliverable futures contract on Novatek ordinary shares

1,423,244

53

29

PZ

Deliverable futures contract on Polyus Gold ordinary shares "

885,152

55

30

Rc

Cash-settled futures contract on RTS Consumer and Retail Index

447,612

20

31

Rk

Cash-settled futures contract on RTS Telecom Index

80,811

6

32

RI

Futures-style options on RTS Index futures contract

52,991,693,995

544,181

33

GZ

Futures-style options on Gazprom futures contract

1,072,149,000

61,646

34

SR

Futures-style options on Sberbank futures contract

1,060,013,250

110,731

35

GD

Futures-style options on gold futures contract

228,714,515

5,418

36

PT

Futures-style options on platinum futures contract

195,949,440

4,000

37

LK

Futures-style options on LUKOIL futures contract

182,633,000

9,968

38

BR

Futures-style options on Brent oil future

123,152,970

4,235

39

SV

Futures-style options on refined silver futures contract

102,035,280

1,202

40

ED

Futures-style options on gold futures contract

32,560,976

773

41

Si

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

29,519,250

966

42

RN

Futures-style options on Rosneft ordinary shares

25,242,000

1,122

43

VB

Futures-style options on futures contract on VTB BANK ordinary shares

18,550,250

1,691

44

TN

Futures-style options on Transneft preferred shares

14,951,000

411

45

SN

Futures-style options on Surgutneftegas ordinary shares

496,000

17

 

 

Total:

895,022,514,914

18,764,984