RTS Released FORTS Weekly Trading Results
OREANDA-NEWS. June 02, 2010. For the week of May 24 – May 28, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 671.2 billion rubles or 16.7 million contracts, including 93.4 billion rubles during the evening trading session. The total open interest as of the last day of the week, May 28, 2010 reached 200.1 billion rubles or 8.16 million contracts.
|
|
Week |
Week |
Change, % |
|
Futures contracts | |||
|
Trading volume, rubles |
642,202,148,164 |
790,110,947,238 |
-18.72% |
|
Trading volume, contracts |
16,076,313 |
18,244,444 |
-11.88% |
|
Number of trades |
3,455,670 |
4,019,314 |
-14.02% |
|
Total open interest, rubles |
116,687,991,916 |
120,859,896,639 |
-3.45% |
|
Total open interest, contracts |
4,456,184 |
4,731,290 |
-5.81% |
|
Options Contracts | |||
|
Trading volume, rubles |
28,948,341,303 |
30,601,879,287 |
-5.40% |
|
Trading volume, contracts |
616,033 |
613,691 |
0.38% |
|
Number of trades |
50,560 |
48,550 |
4.14% |
|
Total open interest, rubles |
83,387,502,887 |
78,511,554,886 |
6.21% |
|
Total open interest, contracts |
3,704,858 |
3,543,890 |
4.54% |
|
Total | |||
|
Trading volume, rubles |
671,150,489,467 |
820,712,826,526 |
-18.22% |
|
Trading volume, contracts |
16,692,346 |
18,858,135 |
-11.48% |
|
Number of trades |
3,506,230 |
4,067,864 |
-13.81% |
|
Total open interest, rubles |
200,075,494,803 |
199,371,451,524 |
0.35% |
|
Total open interest, contracts |
8,161,042 |
8,275,180 |
-1.38% |
|
No |
Code |
Contract |
Turnover | |
|
RUB |
Contracts | |||
|
1 |
RI |
Cash-settled futures contract on RTS Index |
464,704,407,378 |
5,770,105 |
|
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
69,894,823,476 |
2,243,034 |
|
3 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
32,597,599,603 |
4,723,996 |
|
4 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
27,742,561,533 |
727,726 |
|
5 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
24,653,034,230 |
1,617,589 |
|
6 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
6,161,173,933 |
420,965 |
|
7 |
RS |
Cash-settled futures contract on RTS Standard Index |
3,399,980,150 |
39,480 |
|
8 |
GD |
Cash-settled futures contract on gold |
2,835,466,243 |
75,978 |
|
9 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
2,617,553,477 |
54,576 |
|
10 |
BR |
Cash-settled Brent oil futures contract |
2,384,976,996 |
107,089 |
|
11 |
Eu |
Cash-settled futures contract on EUR/RUB exchange rate |
1,142,696,611 |
29,738 |
|
12 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
1,076,342,031 |
51,045 |
|
13 |
SV |
Cash-settled futures contract on refined silver |
958,666,460 |
16,926 |
|
14 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
691,340,907 |
99,287 |
|
15 |
SP |
Deliverable futures contract on Sberbank preferred shares |
326,582,631 |
61,329 |
|
16 |
PT |
Cash-settled futures contract on platinum |
310,854,935 |
6,564 |
|
17 |
MR |
Cash-settled futures contract on average rate of the overnight MosPrime credit |
298,577,736 |
300 |
|
18 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
101,369,775 |
8,233 |
|
19 |
TN |
Deliverable futures contract on Transneft preferred shares |
98,013,967 |
3,783 |
|
20 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
74,190,891 |
2,805 |
|
21 |
PZ |
Deliverable futures contract on Polyus Gold ordinary shares |
42,497,362 |
3,096 |
|
22 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
33,155,828 |
2,066 |
|
23 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
17,119,551 |
1,344 |
|
24 |
CH |
Deliverable futures contract on Severstal ordinary shares |
16,648,489 |
522 |
|
25 |
MT |
Deliverable futures contract on MTS ordinary shares |
9,491,087 |
417 |
|
26 |
UI |
Deliverable futures contract on Uralsvyazinform ordinary shares |
7,752,789 |
8,269 |
|
27 |
SU |
Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
5,234,650 |
49 |
|
28 |
Rk |
Cash-settled futures contract on RTS Telecom Index |
35,445 |
2 |
|
29 |
RI |
Futures-style options on RTS Index futures contract |
24,030,829,580 |
293,150 |
|
30 |
GZ |
Options on Gazprom futures contract |
2,173,050,000 |
137,999 |
|
31 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
1,343,331,250 |
43,717 |
|
32 |
SR |
Options on Sberbank futures contract |
796,007,000 |
114,140 |
|
33 |
LK |
Options on LUKOIL futures contract |
315,162,000 |
20,403 |
|
34 |
SV |
Future-style options on refined silver futures contract |
223,204,205 |
4,100 |
|
35 |
RN |
Futures-style options on Rosneft futures contract |
33,747,000 |
1,607 |
|
36 |
GD |
Futures-style options on gold futures contract |
31,445,518 |
851 |
|
37 |
GM |
Futures-style options on MMC NORILSK NICKEL futures contract |
1,232,500 |
24 |
|
38 |
VB |
Futures-style options on VTB Bank futures contract |
317,750 |
41 |
|
39 |
PZ |
Futures-style options on Polyus Gold futures contract |
14,500 |
1 |
|
|
|
Total |
671,150,489,467 |
16,692,346 |
On April 16, 2010 RTS Group and Saint Petersburg Exchange launched a cash-settled gasoil futures contract. For the week of May 24-28 the trading volume in this instrument reached RUB40.4 million or 2.5 thousand contracts.
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