OREANDA-NEWS. December 8, 2010. For the week of November 29- December 3, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,054.5 billion rubles or 20.3 million contracts, including 129.7 billion rubles during the evening trading session. The total open interest as of the last day of the week, December 3, 2010 reached 290.7 billion rubles or 7.2 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 RUB57.43 million or 2.9 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB90.04 million or 3,700 contracts.

 

Week

November 29- December 3

Week

November 22-26

Change, %

Futures contracts

Trading volume, rubles

988,286,457,376

815,582,684,162

21.18%

Trading volume, contracts

19,429,617

16,420,971

18.32%

Number of trades

3,381,661

2,667,868

26.76%

Total open interest, rubles

177,953,518,531

170,617,773,053

4.30%

Total open interest, contracts

4,997,454

5,156,606

-3.09%

Options Contracts

Trading volume, rubles

66,246,626,748

64,045,861,401

3.44%

Trading volume, contracts

892,182

898,778

-0.73%

Number of trades

82,969

92,982

-10.77%

Total open interest, rubles

112,787,827,857

111,051,556,524

1.56%

Total open interest, contracts

2,183,656

2,103,876

3.79%

Total

Trading volume, rubles

1,054,533,084,125

879,628,545,563

19.88%

Trading volume, contracts

20,321,799

17,319,749

17.33%

Number of trades

3,464,630

2,760,850

25.49%

Total open interest, rubles

290,741,346,388

281,669,329,577

3.22%

Total open interest, contracts

7,181,110

7,260,482

-1.09%

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

674,160,641,447

6,592,320

2

Si

Cash-settled futures contract on USD/RUB exchange rate

113,447,813,440

3,608,856

3

ED

Cash-settled futures contract on EUR/USD exchange rate

75,726,836,977

1,835,335

4

SR

Deliverable futures contract on Sberbank ordinary shares

39,627,892,719

3,870,537

5

GZ

Deliverable futures contract on Gazprom ordinary shares

37,348,803,432

2,033,786

6

RS

Cash-settled futures contract on RTS Standard Index

11,805,449,035

108,464

7

LK

Deliverable futures contract on LUKOIL ordinary shares

7,279,465,340

412,960

8

GD

Cash-settled futures contract on gold

7,193,872,694

165,575

9

BR

Cash-settled Brent oil futures contract

5,805,508,799

208,874

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

4,175,016,596

65,979

11

SV

Cash-settled futures contract on refined silver

2,537,827,469

28,950

12

RN

Deliverable futures contract on Rosneft ordinary shares

1,790,757,701

83,839

13

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,564,566,729

37,812

14

VB

Deliverable futures contract on VTB Bank ordinary shares

1,514,414,939

148,953

15

SP

Deliverable futures contract on Sberbank preferred shares

984,269,923

131,831

16

GU

Cash-settled futures contract on GBP/USD Exchange Rate

854,867,533

17,445

17

MR

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

398,644,345

401

18

AU

Cash-settled futures contract on AUD/USD Exchange Rate

383,154,292

12,567

19

PT

Cash-settled futures contract on platinum

346,804,504

6,542

20

CH

Deliverable futures contract on Severstal ordinary shares

263,656,853

5,592

21

TN

Deliverable futures contract on Transneft preferred shares

202,822,601

4,968

22

SA

Cash-settled futures contracts on raw sugar

198,165,608

9,963

23

SN

Deliverable futures contract on Surgutneftegas ordinary shares

184,991,953

6,142

24

CU

Cash-settled futures contract on copper

180,057,365

6,807

25

PD

Cash-settled futures contract on palladium

151,869,270

666

26

MP

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

53,752,275

4,059

27

HY

Deliverable futures contract on RusHydro ordinary shares

45,499,834

2,777

28

TT

Deliverable futures contract on Tatneft ordinary shares

21,588,408

1,452

29

UI

Deliverable futures contract on Tatneft ordinary shares

21,205,072

15,466

30

MT

Deliverable futures contract on MTS ordinary shares

9,791,749

382

31

PZ

Deliverable futures contract on Polyus Gold ordinary shares

3,888,734

220

32

NK

Deliverable futures contract on Novatek ordinary shares

1,952,543

73

33

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

567,383

20

34

Ro

Cash-settled futures contract on RTS Oil and Gas Index

39,815

4

35

RI

Futures-style options on RTS Index futures contract

61,892,940,870

624,934

36

GZ

Futures-style options on Gazprom futures contract

1,479,881,500

81,712

37

SR

Futures-style options on Sberbank futures contract

1,282,519,000

137,066

38

Si

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

895,293,750

28,532

39

GD

Futures-style options on gold futures contract

324,596,259

7,562

40

LK

Futures-style options on LUKOIL futures contract

158,717,000

8,719

41

SV

Futures-style options on refined silver futures contract

140,772,805

1,589

42

ED

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

41,185,038

995

43

BR

Futures-style options on Brent oil futures contract

29,505,525

1,043

44

GM

Futures-style options on MMC NORILSK NICKEL futures contract

965,000

15

45

VB

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

100,000

10

46

SN

Futures-style option on futures contract on Surgutneftegas ordinary shares

90,000

3

47

TN

Futures-style options on futures contract on Transneft preferred shares

60,000

2

 

 

Total:

1,054,533,084,125

20,321,799