RTS Released FORTS Weekly Trading Results
OREANDA-NEWS. April 09, 2010. For the week of March 29 – April 2, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 414.0 billion rubles or 8.5 million contracts, including 63.5 billion rubles during the evening trading session. The total open interest as of the last day of the week, April 2, 2010 reached 136.9 billion rubles or 4.63 million contracts.
|
|
Week |
Week |
Change, % |
|
Futures contracts | |||
|
Trading volume, rubles |
394,787,037,682 |
500,700,596,345 |
-21.15% |
|
Trading volume, contracts |
7,971,743 |
10,016,202 |
-20.41% |
|
Number of trades |
1,705,641 |
2,178,250 |
-21.70% |
|
Total open interest, rubles |
95,422,683,319 |
86,678,749,732 |
10.09% |
|
Total open interest, contracts |
3,021,392 |
2,889,832 |
4.55% |
|
Options Contracts | |||
|
Trading volume, rubles |
19,218,013,354 |
10,857,384,224 |
77.00% |
|
Trading volume, contracts |
575,694 |
324,458 |
77.43% |
|
Number of trades |
22,762 |
19,850 |
14.67% |
|
Total open interest, rubles |
41,515,755,608 |
33,312,170,674 |
24.63% |
|
Total open interest, contracts |
1,604,538 |
1,250,816 |
28.28% |
|
Total | |||
|
Trading volume, rubles |
414,005,051,036 |
511,557,980,569 |
-19.07% |
|
Trading volume, contracts |
8,547,437 |
10,340,660 |
-17.34% |
|
Number of trades |
1,728,403 |
2,198,100 |
-21.37% |
|
Total open interest, rubles |
136,938,438,927 |
119,990,920,406 |
14.12% |
|
Total open interest, contracts |
4,625,930 |
4,140,648 |
11.72% |
FORTS contracts by volume (29.03.10 – 02.04.10)
|
No |
Code |
Contract |
Turnover | |
|
RUB |
Contracts | |||
|
1 |
RI |
Cash-settled futures contract on RTS Index |
315,242,894,021 |
3,417,844 |
|
2 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
17,473,843,550 |
2,013,325 |
|
3 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
17,005,011,586 |
1,012,112 |
|
4 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
16,189,843,718 |
546,402 |
|
5 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
8,106,823,340 |
203,889 |
|
6 |
RS |
Cash-settled futures contract on RTS Standard Index |
6,730,164,635 |
68,058 |
|
7 |
BR |
Cash-settled Brent oil futures contract |
6,096,664,214 |
251,818 |
|
8 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
2,951,113,992 |
180,535 |
|
9 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
1,676,996,707 |
30,895 |
|
10 |
GD |
Cash-settled futures contract on gold |
971,256,658 |
29,551 |
|
11 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
528,577,552 |
65,607 |
|
12 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
460,125,092 |
19,638 |
|
13 |
Eu |
Cash-settled futures contract on EUR/RUB exchange rate |
370,083,046 |
9,254 |
|
14 |
SP |
Deliverable futures contract on Sberbank preferred shares |
279,064,254 |
41,198 |
|
15 |
SV |
Cash-settled futures contract on refined silver |
211,544,209 |
4,085 |
|
16 |
TN |
Deliverable futures contract on Transneft preferred shares |
161,763,262 |
4,962 |
|
17 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
81,591,811 |
2,848 |
|
18 |
UI |
Deliverable futures contract on Uralsvyazinform ordinary shares |
69,350,188 |
61,860 |
|
19 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
55,579,367 |
3,485 |
|
20 |
CH |
Deliverable futures contract on Severstal ordinary shares |
43,624,987 |
1,075 |
|
21 |
PT |
Cash-settled futures contract on platinum |
30,125,165 |
623 |
|
22 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
20,584,875 |
1,601 |
|
23 |
SU |
Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
13,023,100 |
113 |
|
24 |
MT |
Deliverable futures contract on MTS ordinary shares |
7,679,449 |
315 |
|
25 |
PZ |
Deliverable futures contract on Polyus Gold ordinary shares |
4,484,398 |
311 |
|
26 |
Rk |
Cash-settled futures contract on RTS Telecom Index |
2,269,778 |
150 |
|
27 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
1,779,002 |
125 |
|
28 |
Rc |
Cash-settled futures contract on RTS Consumer & Retail Index |
1,015,071 |
50 |
|
29 |
Ro |
Cash-settled futures contract on RTS Oil & Gas Index |
141,190 |
13 |
|
30 |
NK |
Deliverable futures contract on NOVATEK ordinary shares |
19,466 |
1 |
|
31 |
RI |
Futures-style options on RTS Index futures contract |
10,160,414,279 |
113,272 |
|
32 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
5,544,792,000 |
174,344 |
|
33 |
GZ |
Options on Gazprom futures contract |
1,407,429,000 |
84,852 |
|
34 |
SR |
Options on Sberbank futures contract |
1,365,185,500 |
174,937 |
|
35 |
LK |
Options on LUKOIL futures contract |
391,690,000 |
21,203 |
|
36 |
GM |
Futures-style options on futures contract on MMC NORILSK NICKEL ordinary shares |
315,000,000 |
6,000 |
|
37 |
GD |
Futures-style options on gold futures contract |
32,875,575 |
1,029 |
|
38 |
VB |
Futures-style options on VTB Bank futures contract |
257,000 |
37 |
|
39 |
RN |
Futures-style options on futures contract on Rosneft ordinary shares |
168,000 |
6 |
|
40 |
PZ |
Futures-style options on futures contract on Polyus Gold ordinary shares |
152,000 |
12 |
|
41 |
TN |
Futures-style options on futures contract on Transneft preferred shares |
50,000 |
2 |
|
|
|
Total |
414,005,051,036 |
8,547,437 |
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