RTS Released FORTS Weekly Trading Results
OREANDA-NEWS. February 02, 2010. For the week of January 25 – January 29, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 537.4 billion rubles or 10.9 million contracts, including 78.2 billion rubles during the evening trading session. The total open interest as of the last day of the week, January 29, 2010 reached 124.9 billion rubles or 4.1 million contracts.
|
Week |
Week |
Change, % |
Futures contracts | |||
Trading volume, rubles |
520,951,827,207 |
465,749,882,511 |
11.85% |
Trading volume, contracts |
10,521,194 |
9,261,620 |
13.60% |
Number of trades |
2,433,359 |
2,076,236 |
17.20% |
Total open interest, rubles |
92,818,603,186 |
87,605,915,107 |
5.95% |
Total open interest, contracts |
2,933,424 |
2,903,868 |
1.02% |
Options Contracts | |||
Trading volume, rubles |
16,405,631,406 |
13,380,200,220 |
22.61% |
Trading volume, contracts |
360,894 |
245,554 |
46.97% |
Number of trades |
25,269 |
24,176 |
4.52% |
Total open interest, rubles |
32,084,792,103 |
25,839,793,591 |
24.17% |
Total open interest, contracts |
1,172,428 |
1,010,134 |
16.07% |
Total | |||
Trading volume, rubles |
537,357,458,613 |
479,130,082,731 |
12.15% |
Trading volume, contracts |
10,882,088 |
9,507,174 |
14.46% |
Number of trades |
2,458,628 |
2,100,412 |
17.05% |
Total open interest, rubles |
124,903,395,289 |
113,445,708,699 |
10.10% |
Total open interest, contracts |
4,105,852 |
3,914,002 |
4.90% |
FORTS contracts by volume (25.01.10 –29.01.10)
No. |
Code |
Contract |
Turnover | |
RUB |
Contracts | |||
1 |
RI |
Cash-settled futures contract on RTS Index |
413,337,899,651 |
4,661,640 |
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
33,844,309,191 |
1,108,183 |
3 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
21,438,144,506 |
2,450,903 |
4 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
17,501,227,634 |
954,903 |
5 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
13,063,813,731 |
308,136 |
6 |
BR |
Cash-settled Brent oil futures contract |
5,841,462,564 |
266,098 |
7 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
5,715,858,131 |
344,444 |
8 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
2,227,306,915 |
47,517 |
9 |
GD |
Cash-settled futures contract on gold |
2,121,742,098 |
64,357 |
10 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
2,031,910,253 |
84,410 |
11 |
PT |
Cash-settled futures contract on platinum |
1,501,487,166 |
32,286 |
12 |
SP |
Deliverable futures contract on Sberbank privileged shares |
582,041,131 |
81,920 |
13 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
546,340,212 |
74,724 |
14 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
336,523,186 |
12,884 |
15 |
MR |
Cash-settled futures contract on average rate of the overnight MosPrime credit |
298,119,747 |
300 |
16 |
SV |
Cash-settled futures contract on refined silver |
225,932,874 |
4,477 |
17 |
Eu |
Cash-settled futures contract on EUR/RUB exchange rate |
182,763,465 |
4,253 |
18 |
CH |
Deliverable futures contract on Severstal ordinary shares |
53,076,720 |
1,572 |
19 |
MT |
Deliverable futures contract on MTS ordinary shares |
33,297,005 |
1,431 |
20 |
TN |
Deliverable futures contract on Transneft privileged shares " |
27,984,000 |
1,101 |
21 |
UI |
Deliverable futures contract on Uralsvyazinform ordinary shares |
11,538,310 |
13,578 |
22 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
10,758,392 |
849 |
23 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
8,783,735 |
623 |
24 |
PZ |
Deliverable futures contract on Polyus Gold ordinary shares |
6,880,329 |
452 |
25 |
RT |
Deliverable futures contract on Rostelecom ordinary shares |
2,179,562 |
143 |
26 |
SU |
Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
303,500 |
2 |
27 |
NK |
Deliverable futures contract on NOVATEK ordinary shares |
143,200 |
8 |
28 |
RI |
Futures-style options on RTS Index futures contract |
11,843,740,396 |
133,374 |
29 |
Si |
Options on USD/RUB exchange rate futures contract |
2,017,865,250 |
61,174 |
30 |
GZ |
Options on Gazprom futures contract |
1,700,357,000 |
94,629 |
31 |
SR |
Options on Sberbank futures contract |
406,017,750 |
49,163 |
32 |
LK |
Options on LUKOIL futures contract |
313,517,000 |
18,912 |
33 |
GD |
Futures-style options on gold futures contract |
108,748,510 |
3,279 |
34 |
GM |
Futures-style options on MMC NORILSK NICKEL futures contract |
15,300,000 |
360 |
35 |
TN |
Futures-style options on Transneft futures contract |
85,500 |
3 |
|
|
Total |
537,357,458,613 |
10,882,088 |
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