OREANDA-NEWS. December 21, 2010. For the week of December 13-17, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 747.7 billion rubles or 14.4 million contracts, including 96.8 billion rubles during the evening trading session. The total open interest as of the last day of the week, December 17, 2010 reached 136.2 billion rubles or 3.6 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 RUB53.1 million or 2.6 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB4,526.4 million or 82,600 contracts.

 

Week

December 13-17

Week

December 6-10

Change, %

Futures contracts

Trading volume, rubles

701,677,173,205

852,968,876,626

-17.74%

Trading volume, contracts

13,853,850

17,468,038

-20.69%

Number of trades

2,203,383

2,909,087

-24.26%

Total open interest, rubles

112,314,067,729

162,492,476,395

-30.88%

Total open interest, contracts

3,114,368

4,548,498

-31.53%

Options Contracts

Trading volume, rubles

46,064,244,709

66,365,353,244

-30.59%

Trading volume, contracts

588,921

783,070

-24.79%

Number of trades

46,271

80,854

-42.77%

Total open interest, rubles

23,906,858,200

111,534,606,638

-78.57%

Total open interest, contracts

446,090

2,197,478

-79.70%

Total

Trading volume, rubles

747,741,417,914

919,334,229,869

-18.66%

Trading volume, contracts

14,442,771

18,251,108

-20.87%

Number of trades

2,249,654

2,989,941

-24.76%

Total open interest, rubles

136,220,925,928

274,027,083,032

-50.29%

Total open interest, contracts

3,560,458

6,745,976

-47.22%

Code

Contract

Turnover

RUB

Contract

RI

Cash-settled futures contract on RTS Index

457,374,082,647

4,272,461

Si

Cash-settled futures contract on USD/RUB exchange rate

80,416,519,429

2,600,026

ED

Cash-settled futures contract on EUR/USD exchange rate

55,291,265,093

1,352,652

SR

Deliverable futures contract on Sberbank ordinary shares

29,903,593,883

2,783,473

GZ

Deliverable futures contract on Gazprom ordinary shares

23,203,666,634

1,179,082

GD

Cash-settled futures contract on gold

13,855,847,156

323,814

BR

Cash-settled Brent oil futures contract

8,526,356,420

303,004

LK

Deliverable futures contract on LUKOIL ordinary shares

5,786,629,597

328,189

RS

Cash-settled futures contract on RTS Standard Index

5,564,444,530

48,997

SV

Cash-settled futures contract on refined silver

4,690,754,235

52,205

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary

4,106,358,904

61,266

Eu

Cash-settled futures contract on EUR/RUB exchange rate

3,048,600,924

73,967

PT

Cash-settled futures contract on platinum

2,279,450,280

43,330

GU

Cash-settled futures contract on GBP/USD Exchange Rate

1,959,979,532

40,580

VB

Deliverable futures contract on VTB Bank ordinary shares

1,369,459,966

133,854

RN

Deliverable futures contract on Rosneft ordinary shares

1,368,651,307

61,785

SP

Deliverable futures contract on Sberbank preferred shares

965,426,056

125,647

AU

Cash-settled futures contract on AUD/USD Exchange Rate

601,679,447

19,799

CH

Deliverable futures contract on Severstal ordinary shares

321,704,289

6,300

TN

Deliverable futures contract on Transneft preferred shares

249,357,063

6,005

SN

Deliverable futures contract on Surgutneftegas ordinary shares

216,495,849

7,134

HY

Deliverable futures contract on RusHydro ordinary shares

204,395,269

12,387

CU

Cash-settled futures contract on copper

98,755,570

3,492

SA

Cash-settled futures contracts on raw sugar

88,850,633

4,227

MT

Deliverable futures contract on MTS ordinary shares

66,083,844

2,624

NK

Deliverable futures contract on Novatek ordinary shares

46,744,653

1,572

PD

Cash-settled futures contract on palladium

37,264,031

161

TT

Deliverable futures contract on Tatneft ordinary shares

18,026,391

1,218

UI

Deliverable futures contract on Tatneft ordinary shares

5,987,752

4,285

PZ

Deliverable futures contract on Polyus Gold ordinary shares

5,698,414

305

MR

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

4,999,458

5

MP

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

43,950

4

RI

Futures-style options on RTS Index futures contract

42,538,471,720

410,353

GZ

Futures-style options on Gazprom futures contract

1,865,721,500

95,376

SR

Futures-style options on Sberbank futures contract

433,948,000

41,829

LK

Futures-style options on LUKOIL futures contract

384,473,500

21,643

GM

Futures-style options on MMC NORILSK NICKEL futures contract

379,760,000

5,805

Si

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

336,161,250

10,636

GD

Futures-style options on gold futures contract

82,448,803

1,940

SV

Futures-style options on refined silver futures contract

19,084,077

208

BR

Futures-style options on Brent oil futures contract

14,033,639

498

VB

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

5,026,250

500

ED

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

4,196,970

104

TN

Futures-style options on futures contract on Transneft preferred shares

730,000

20

RN

Futures-style options on futures contract on Rosneft ordinary shares

189,000

9

 

Total:

747,741,417,914

14,442,771