OREANDA-NEWS. May 26, 2010. For the week of May 11 – May 14, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 593.7 billion rubles or 13.6 million contracts, including 97.5 billion rubles during the evening trading session. The total open interest as of the last day of the week, May 14, 2010 reached 189.6 billion rubles or 7.93 million contracts.

On April 16, 2010 RTS Group and Saint Petersburg Exchange launched a cash-settled gasoil futures contract. For the week of May 11-14 the trading volume in this instrument reached RUB74.7 million or 4.4 thousand contracts

 

Week
May 11 – May 14

Week
May 4 – May 7

Change, %

Futures contracts

Trading volume, rubles

563,218,066,296

642,378,298,109

-12.32%

Trading volume, contracts

12,792,637

13,166,612

-2.84%

Number of trades

2,513,125

2,643,698

-4.94%

Total open interest, rubles

117,774,790,622

118,871,677,853

-0.92%

Total open interest, contracts

4,391,550

4,486,554

-2.12%

Options Contracts

Trading volume, rubles

30,441,438,847

34,475,578,928

-11.70%

Trading volume, contracts

784,909

636,785

23.26%

Number of trades

48,572

45,663

6.37%

Total open interest, rubles

71,842,909,781

76,915,811,696

-6.60%

Total open interest, contracts

3,539,650

3,288,230

7.65%

Total

Trading volume, rubles

593,659,505,143

676,853,877,037

-12.29%

Trading volume, contracts

13,577,546

13,803,397

-1.64%

Number of trades

2,561,697

2,689,361

-4.75%

Total open interest, rubles

189,617,700,403

195,787,489,549

-3.15%

Total open interest, contracts

7,931,200

7,774,784

2.01%

FORTS contracts by volume (11.05.10 –14.05.10)

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

431,952,494,221

4,979,796

2

Si

Cash-settled futures contract on USD/RUB exchange rate

46,669,234,750

1,544,212

3

SR

Deliverable futures contract on Sberbank ordinary shares

32,761,480,809

4,150,371

4

GZ

Deliverable futures contract on Gazprom ordinary shares

15,223,165,784

939,555

5

ED

Cash-settled futures contract on EUR/USD exchange rate

12,822,681,464

334,503

6

RS

Cash-settled futures contract on RTS Standard Index

7,713,991,910

82,579

7

LK

Deliverable futures contract on LUKOIL ordinary shares

4,540,316,950

282,371

8

GD

Cash-settled futures contract on gold

3,607,998,027

96,620

9

BR

Cash-settled Brent oil futures contract

2,769,302,132

113,788

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,967,171,082

40,884

11

RN

Deliverable futures contract on Rosneft ordinary shares

784,678,031

35,387

12

VB

Deliverable futures contract on VTB Bank ordinary shares

650,629,215

87,978

13

Eu

Cash-settled futures contract on EUR/RUB exchange rate

467,843,555

12,229

14

SV

Cash-settled futures contract on refined silver

385,412,337

6,622

15

SP

Deliverable futures contract on Sberbank preferred shares

295,918,917

49,788

16

TN

Deliverable futures contract on Transneft preferred shares

208,079,497

7,553

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

204,067,702

7,246

18

PT

Cash-settled futures contract on platinum

45,696,832

879

19

HY

Deliverable futures contract on RusHydro ordinary shares

37,909,612

2,384

20

CH

Deliverable futures contract on Severstal ordinary shares

33,798,162

928

21

MP

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

16,419,875

1,262

22

TT

Deliverable futures contract on Tatneft ordinary shares

15,021,020

1,150

23

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

12,302,746

13,287

24

MR

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

9,876,501

10

25

PZ

Deliverable futures contract on Polyus Gold ordinary shares

9,570,944

681

26

MT

Deliverable futures contract on MTS ordinary shares

8,816,183

353

27

NK

Deliverable futures contract on NOVATEK ordinary shares

3,091,955

181

28

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

665,532

36

29

SU

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

430,550

4

30

RI

Futures-style options on RTS Index futures contract

26,010,132,653

302,520

31

SR

Options on Sberbank futures contract

3,201,341,750

413,932

32

GZ

Options on Gazprom futures contract

797,859,000

48,496

33

LK

Options on LUKOIL futures contract

224,473,000

13,630

34

Si

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

114,219,500

3,781

35

GD

Futures-style options on gold futures contract

92,643,195

2,491

36

VB

Futures-style options on VTB Bank futures contract

346,250

47

37

GM

Futures-style options on MMC NORILSK NICKEL futures contract

170,000

3

38

TN

Futures-style options on futures contract on Transneft preferred shares

169,500

6

39

RN

Futures-style options on Rosneft futures contract

84,000

3

 

 

Total

593,659,505,143

13,577,546