OREANDA-NEWS. June 22, 2010. For the week of June 15 – June 18, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 467.6 billion rubles or 10.2 million contracts, including 65.5 billion rubles during the evening trading session. The total open interest as of the last day of the week, June 18, 2010 reached 123.6 billion rubles or 3.87 million contracts.

On April 16, 2010 RTS Group and Saint Petersburg Exchange launched a cash-settled gasoil futures contract. For the week of June 15-18 the trading volume in this instrument reached RUB32.4 million or 2.0 thousand contracts.

 

Week
June 15 – June 18

Week
June 7 – June 11

Change, %

Futures contracts

Trading volume, rubles

454,227,850,895

660,675,580,477

-31.25%

Trading volume, contracts

9,948,143

15,053,126

-33.91%

Number of trades

2,154,649

3,117,168

-30.88%

Total open interest, rubles

100,530,038,233

100,104,241,058

0.43%

Total open interest, contracts

3,307,164

3,126,696

5.77%

Options Contracts

Trading volume, rubles

13,386,560,108

28,825,357,814

-53.56%

Trading volume, contracts

248,227

588,517

-57.82%

Number of trades

27,958

48,202

-42.00%

Total open interest, rubles

23,079,886,139

11,405,433,722

102.36%

Total open interest, contracts

564,510

301,748

87.08%

Total

Trading volume, rubles

467,614,411,003

689,500,938,292

-32.18%

Trading volume, contracts

10,196,370

15,641,643

-34.81%

Number of trades

2,182,607

3,165,370

-31.05%

Total open interest, rubles

123,609,924,372

111,509,674,780

10.85%

Total open interest, contracts

3,871,674

3,428,444

12.93%

FORTS contracts by volume (15.06.10 –18.06.10)

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

353,517,383,434

4,077,990

2

Si

Cash-settled futures contract on USD/RUB exchange rate

40,266,084,728

1,286,520

3

SR

Deliverable futures contract on Sberbank ordinary shares

22,028,071,940

2,838,585

4

GZ

Deliverable futures contract on Gazprom ordinary shares

11,846,280,299

742,485

5

ED

Cash-settled futures contract on EUR/USD exchange rate

9,962,628,969

259,747

6

LK

Deliverable futures contract on LUKOIL ordinary shares

5,364,164,516

316,249

7

BR

Cash-settled Brent oil futures contract

2,568,607,978

106,830

8

RN

Deliverable futures contract on Rosneft ordinary shares

2,150,262,917

102,333

9

GD

Cash-settled futures contract on gold

1,503,564,293

38,803

10

RS

Cash-settled futures contract on RTS Standard Index

1,405,752,560

14,987

11

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,266,411,039

25,064

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

793,306,288

20,544

13

VB

Deliverable futures contract on VTB Bank ordinary shares

416,751,227

54,037

14

PT

Cash-settled futures contract on platinum

339,072,342

6,926

15

SV

Cash-settled futures contract on refined silver

256,458,981

4,409

16

SP

Deliverable futures contract on Sberbank preferred shares

210,184,352

36,561

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

140,341,603

4,846

18

CH

Deliverable futures contract on Severstal ordinary shares

89,839,096

2,837

19

TN

Deliverable futures contract on Transneft preferred shares

49,981,870

1,878

20

HY

Deliverable futures contract on RusHydro ordinary shares

18,202,961

1,043

21

NK

Deliverable futures contract on NOVATEK ordinary shares

17,358,348

746

22

TT

Deliverable futures contract on Tatneft ordinary shares

6,548,122

458

23

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

4,049,880

3,934

24

PZ

Deliverable futures contract on Polyus Gold ordinary shares

2,431,287

163

25

SU

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

1,954,750

18

26

MP

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

1,615,400

127

27

MT

Deliverable futures contract on MTS ordinary shares

541,715

23

28

RI

Futures-style options on RTS Index futures contract

12,067,934,223

147,968

29

GZ

Options on Gazprom futures contract

483,518,000

30,688

30

LK

Options on LUKOIL futures contract

264,778,000

16,132

31

VB

Options on VTB Bank futures contract

210,000,000

30,000

32

Si

Options on USD/RUB exchange rate futures contract

201,290,500

6,438

33

SR

Options on Sberbank futures contract

115,512,000

15,408

34

GD

Options on gold futures contract

22,170,385

576

35

RN

Options on Rosneft futures contract

21,357,000

1,017

 

 

Total

467,614,411,003

10,196,370