RTS Released FORTS Weekly Trading Results
OREANDA-NEWS. June 08, 2010. For the week of May 31 – June 4, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 620.6 billion rubles or 13.8 million contracts, including 85.2 billion rubles during the evening trading session. The total open interest as of the last day of the week, June 4 2010 reached 214.7 billion rubles or 8.35 million contracts.
For the week of May 31 – June 4, 2010 the trading volume in the gasoil futures contract that was launched by RTS Group and Saint Petersburg Exchange reached RUB37.2 million or 2.3 thousand contracts.
|
|
Week |
Week |
Change, % |
|
Futures contracts | |||
|
Trading volume, rubles |
597,612,913,940 |
642,202,148,164 |
-6.94% |
|
Trading volume, contracts |
13,297,787 |
16,076,313 |
-17.28% |
|
Number of trades |
2,900,546 |
3,455,670 |
-16.06% |
|
Total open interest, rubles |
125,371,219,466 |
116,687,991,916 |
7.44% |
|
Total open interest, contracts |
4,622,902 |
4,456,184 |
3.74% |
|
Options Contracts | |||
|
Trading volume, rubles |
22,945,001,974 |
28,948,341,303 |
-20.74% |
|
Trading volume, contracts |
453,727 |
616,033 |
-26.35% |
|
Number of trades |
39,044 |
50,560 |
-22.78% |
|
Total open interest, rubles |
89,350,067,701 |
83,387,502,887 |
7.15% |
|
Total open interest, contracts |
3,725,128 |
3,704,858 |
0.55% |
|
Total | |||
|
Trading volume, rubles |
620,557,915,913 |
671,150,489,467 |
-7.54% |
|
Trading volume, contracts |
13,751,514 |
16,692,346 |
-17.62% |
|
Number of trades |
2,939,590 |
3,506,230 |
-16.16% |
|
Total open interest, rubles |
214,721,287,167 |
200,075,494,803 |
7.32% |
|
Futures contracts |
8,348,030 |
8,161,042 |
2.29% |
FORTS contracts by volume (31.05.10 – 04.06.10)
|
No |
Code |
Contract |
Turnover | |
|
RUB |
Contracts | |||
|
1 |
RI |
Cash-settled futures contract on RTS Index |
447,070,335,161 |
5,235,233 |
|
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
60,380,263,189 |
1,939,399 |
|
3 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
24,978,658,277 |
656,793 |
|
4 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
22,829,608,371 |
3,222,062 |
|
5 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
20,327,495,559 |
1,256,846 |
|
6 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
6,625,421,193 |
426,569 |
|
7 |
BR |
Cash-settled Brent oil futures contract |
3,111,455,251 |
134,736 |
|
8 |
RS |
Cash-settled futures contract on RTS Standard Index |
3,040,969,740 |
33,259 |
|
9 |
GD |
Cash-settled futures contract on gold |
2,500,915,669 |
65,942 |
|
10 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
1,840,510,808 |
36,296 |
|
11 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
1,038,208,635 |
46,052 |
|
12 |
SV |
Cash-settled futures contract on refined silver |
974,520,687 |
16,983 |
|
13 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
869,097,431 |
115,686 |
|
14 |
PT |
Cash-settled futures contract on platinum |
714,904,754 |
14,763 |
|
15 |
Eu |
Cash-settled futures contract on EUR/RUB exchange rate |
472,895,166 |
12,452 |
|
16 |
SP |
Deliverable futures contract on Sberbank preferred shares |
291,188,789 |
52,142 |
|
17 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
157,863,966 |
5,553 |
|
18 |
MR |
Cash-settled futures contract on average rate of the overnight MosPrime credit |
149,826,685 |
150 |
|
19 |
TN |
Deliverable futures contract on Transneft preferred shares |
85,308,711 |
3,157 |
|
20 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
40,544,441 |
2,437 |
|
21 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
31,984,350 |
2,653 |
|
22 |
CH |
Deliverable futures contract on Severstal ordinary shares |
25,363,494 |
753 |
|
23 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
15,644,429 |
1,144 |
|
24 |
UI |
Deliverable futures contract on Uralsvyazinform ordinary shares |
15,094,682 |
15,026 |
|
25 |
PZ |
Deliverable futures contract on Polyus Gold ordinary shares |
12,202,821 |
810 |
|
26 |
Ro |
Cash-settled futures contract on RTS Oil & Gas Index |
6,449,782 |
700 |
|
27 |
MT |
Deliverable futures contract on MTS ordinary shares |
2,946,949 |
125 |
|
28 |
SU |
Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
2,308,950 |
21 |
|
29 |
NK |
Deliverable futures contract on NOVATEK ordinary shares |
926,000 |
45 |
|
30 |
RI |
Futures-style options on RTS Index futures contract |
20,142,251,435 |
240,392 |
|
31 |
GZ |
Options on Gazprom futures contract |
1,086,788,000 |
65,927 |
|
32 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
615,328,750 |
19,868 |
|
33 |
SR |
Options on Sberbank futures contract |
538,507,750 |
78,826 |
|
34 |
LK |
Options on LUKOIL futures contract |
276,223,000 |
17,202 |
|
35 |
VB |
Futures-style options on VTB Bank futures contract |
232,666,750 |
30,022 |
|
36 |
GD |
Futures-style options on gold futures contract |
40,043,289 |
1,057 |
|
37 |
TN |
Futures-style options on futures contract on Transneft preferred shares |
11,534,000 |
354 |
|
38 |
RN |
Futures-style options on Rosneft futures contract |
1,659,000 |
79 |
|
|
|
Total |
620,557,915,913 |
13,751,514 |
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