OREANDA-NEWS. December 28, 2010. For the week of December 20-24, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled  361.8 billion rubles or 7.4 million contracts, including 60.1 billion rubles during the evening trading session. The total open interest as of the last day of the week, December 24, 2010 reached 137.4 billion rubles or 3.8 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 RUB66.2. 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 RUB3,538.5 million or 54,900 contracts.

 

Week

December 20-24

Week

December 13-17

Change, %

Futures contracts

Trading volume, rubles

347,228,819,976

701,677,173,205

-50.51%

Trading volume, contracts

7,179,912

13,853,850

-48.17%

Number of trades

1,120,415

2,203,383

-49.15%

Total open interest, rubles

106,472,332,767

112,314,067,729

-5.20%

Total open interest, contracts

3,164,924

3,114,368

1.62%

Options Contracts

Trading volume, rubles

14,606,525,635

46,064,244,709

-68.29%

Trading volume, contracts

243,276

588,921

-58.69%

Number of trades

20,730

46,271

-55.20%

Total open interest, rubles

30,944,532,116

23,906,858,200

29.44%

Total open interest, contracts

642,166

446,090

43.95%

Total

Trading volume, rubles

361,835,345,611

747,741,417,914

-51.61%

Trading volume, contracts

7,423,188

14,442,771

-48.60%

Number of trades

1,141,145

2,249,654

-49.27%

Total open interest, rubles

137,416,864,883

136,220,925,928

0.88%

Total open interest, contracts

3,807,090

3,560,458

6.93%

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

211,061,160,917

1,962,269

2

Si

Cash-settled futures contract on USD/RUB exchange rate

45,172,257,407

1,459,501

3

ED

Cash-settled futures contract on EUR/USD exchange rate

40,349,940,672

1,001,525

4

SR

Deliverable futures contract on Sberbank ordinary shares

15,314,101,602

1,427,248

5

GZ

Deliverable futures contract on Gazprom ordinary shares

9,380,346,958

475,257

6

GD

Cash-settled futures contract on gold

5,726,547,373

134,718

7

BR

Cash-settled Brent oil futures contract

5,572,474,445

195,204

8

LK

Deliverable futures contract on LUKOIL ordinary shares

2,698,204,329

153,007

9

RS

Cash-settled futures contract on RTS Standard Index

1,913,102,810

16,771

10

SV

Cash-settled futures contract on refined silver

1,804,578,370

20,117

11

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,749,182,484

42,979

12

GU

Cash-settled futures contract on GBP/USD Exchange Rate

1,549,902,626

32,780

13

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary

1,433,872,456

21,241

14

SP

Deliverable futures contract on Sberbank preferred shares

859,416,625

109,376

15

AU

Cash-settled futures contract on AUD/USD Exchange Rate

616,831,360

20,427

16

RN

Deliverable futures contract on Rosneft ordinary shares

585,307,976

26,448

17

VB

Deliverable futures contract on VTB Bank ordinary shares

512,581,830

49,552

18

SA

Cash-settled futures contracts on raw sugar

179,076,675

7,909

19

TN

Deliverable futures contract on Transneft preferred shares

155,044,559

3,739

20

NK

Deliverable futures contract on Novatek ordinary shares

104,471,939

3,225

21

SN

Deliverable futures contract on Surgutneftegas ordinary shares

101,454,282

3,297

22

CH

Deliverable futures contract on Severstal ordinary shares

98,069,537

1,908

23

CU

Cash-settled futures contract on copper

95,596,170

3,322

24

HY

Deliverable futures contract on RusHydro ordinary shares

66,732,303

3,995

25

MT

Deliverable futures contract on MTS ordinary shares

59,919,624

2,324

26

PT

Cash-settled futures contract on platinum

38,554,290

728

27

PD

Cash-settled futures contract on palladium

10,628,374

46

28

SU

Cash-settled futures contracts on sugar

6,820,000

42

29

MP

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

4,939,375

378

30

Ro

Cash-settled futures contract on RTS Oil & Gas Index

4,292,909

360

31

TT

Deliverable futures contract on Tatneft ordinary shares

3,096,259

207

32

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

313,440

12

33

RI

Futures-style options on RTS Index futures contract

12,183,734,326

117,157

34

SR

Futures-style options on Sberbank futures contract

713,398,750

60,459

35

GZ

Futures-style options on Gazprom futures contract

671,972,500

33,500

36

Si

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

529,987,500

17,205

37

GM

Futures-style options on MMC NORILSK NICKEL futures contract

225,067,500

2,984

38

LK

Futures-style options on LUKOIL futures contract

162,757,500

9,293

39

GD

Futures-style options on gold futures contract

102,098,456

2,366

40

SV

Futures-style options on refined silver futures contract

12,991,134

140

41

BR

Futures-style options on Brent oil futures contract

2,059,283

72

42

ED

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

1,938,686

48

43

VB

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

520,000

52

44

RI

Cash-settled futures contract on RTS Index

211,061,160,917

1,962,269

45

Si

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

45,172,257,407

1,459,501

 

 

Total:

361,835,345,611

7,423,188