OREANDA-NEWS. December 14, 2010. For the week of December 6-10, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 919.3 billion rubles or 18.3 million contracts, including 104.7 billion rubles during the evening trading session. The total open interest as of the last day of the week, December 10, 2010 reached 274.0 billion rubles or 6.7 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 RUB62.91 million or 3.2 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB4,823.01 million or 82,900 contracts.

 

Week

December 6-10

Week

November 29- December 3

Change, %

Futures contracts

Trading volume, rubles

852,968,876,626

988,286,457,376

-13.69%

Trading volume, contracts

17,468,038

19,429,617

-10.10%

Number of trades

2,909,087

3,381,661

-13.97%

Total open interest, rubles

162,492,476,395

177,953,518,531

-8.69%

Total open interest, contracts

4,548,498

4,997,454

-8.98%

Options Contracts

Trading volume, rubles

66,365,353,244

66,246,626,748

0.18%

Trading volume, contracts

783,070

892,182

-12.23%

Number of trades

80,854

82,969

-2.55%

Total open interest, rubles

111,534,606,638

112,787,827,857

-1.11%

Total open interest, contracts

2,197,478

2,183,656

0.63%

Total

Trading volume, rubles

919,334,229,869

1,054,533,084,125

-12.82%

Trading volume, contracts

18,251,108

20,321,799

-10.19%

Number of trades

2,989,941

3,464,630

-13.70%

Total open interest, rubles

274,027,083,032

290,741,346,388

-5.75%

Total open interest, contracts

6,745,976

7,181,110

-6.06%

Code

Contract

Turnover

RUB

Contracts

RI

Cash-settled futures contract on RTS Index

572,722,825,140

5,359,671

Si

Cash-settled futures contract on USD/RUB exchange rate

94,888,919,054

3,047,578

ED

Cash-settled futures contract on EUR/USD exchange rate

53,544,137,708

1,298,491

SR

Deliverable futures contract on Sberbank ordinary shares

46,772,223,365

4,414,670

GZ

Deliverable futures contract on Gazprom ordinary shares

28,167,360,815

1,458,613

GD

Cash-settled futures contract on gold

12,067,353,815

277,754

RS

Cash-settled futures contract on RTS Standard Index

8,686,927,765

76,780

BR

Cash-settled Brent oil futures contract

7,799,135,407

274,752

LK

Deliverable futures contract on LUKOIL ordinary shares

7,131,196,648

395,066

SV

Cash-settled futures contract on refined silver

4,427,402,961

48,865

Eu

Cash-settled futures contract on EUR/RUB exchange rate

4,402,503,129

105,869

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

3,828,183,871

57,971

SP

Deliverable futures contract on Sberbank preferred shares

2,374,407,982

313,995

RN

Deliverable futures contract on Rosneft ordinary shares

1,760,614,555

80,377

VB

Deliverable futures contract on VTB Bank ordinary shares

1,728,680,994

168,382

GU

Cash-settled futures contract on GBP/USD Exchange Rate

789,931,255

16,130

AU

Cash-settled futures contract on AUD/USD Exchange Rate

353,943,752

11,583

SN

Deliverable futures contract on Surgutneftegas ordinary shares

314,830,149

10,293

PT

Cash-settled futures contract on platinum

293,949,823

5,494

SA

Cash-settled futures contracts on raw sugar

236,069,835

11,738

CH

Deliverable futures contract on Severstal ordinary shares

224,507,632

4,489

TN

Deliverable futures contract on Transneft preferred shares

136,886,474

3,290

HY

Deliverable futures contract on RusHydro ordinary shares

115,926,347

6,989

PD

Cash-settled futures contract on palladium

48,859,811

210

MR

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

34,775,408

35

CU

Cash-settled futures contract on copper

34,492,820

1,241

MT

Deliverable futures contract on MTS ordinary shares

24,494,970

953

UI

Deliverable futures contract on Tatneft ordinary shares

20,888,143

15,128

PZ

Deliverable futures contract on Polyus Gold ordinary shares

12,754,353

664

SU

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

11,038,700

73

TT

Deliverable futures contract on Tatneft ordinary shares

9,190,980

609

MP

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

2,793,275

231

NK

Deliverable futures contract on Novatek ordinary shares

1,669,690

54

RI

Futures-style options on RTS Index futures contract

63,667,267,343

617,767

GZ

Futures-style options on Gazprom futures contract

982,490,000

51,354

SR

Futures-style options on Sberbank futures contract

931,499,250

88,547

LK

Futures-style options on LUKOIL futures contract

238,761,000

13,211

GD

Futures-style options on gold futures contract

190,854,055

4,431

GM

Futures-style options on MMC NORILSK NICKEL futures contract

100,245,000

1,442

Si

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

87,486,500

2,767

SV

Futures-style options on refined silver futures contract

77,854,637

868

BR

Futures-style options on Brent oil futures contract

40,126,881

1,416

TN

Futures-style options on futures contract on Transneft preferred shares

37,535,000

903

ED

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

6,933,578

164

RN

Futures-style options on futures contract on Rosneft ordinary shares

4,300,000

200

 

Total:

919,334,229,869

18,251,108