OREANDA-NEWS. July 02, 2010. For the week of June 21 – June 25, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 543.03 billion rubles or 11.5 million contracts, including 88.1 billion rubles during the evening trading session. The total open interest as of the last day of the week, June 25, 2010 reached 131.03 billion rubles or 4.2 million contracts.

On April 16, 2010 RTS Group and Saint Petersburg Exchange launched a cash-settled gasoil futures contract. For the week of June 21-25 the trading volume in this instrument reached RUB50.2 million or 3.0 thousand contracts.

On June 21, 2010 RTS Group together with the OJSC Moscow Energy Exchange launched trading in a power futures contract. For the week of June 21-25 market participants traded 128 contracts or RUB4.98 million in terms of notional value.

 

Week
June 21 – June 25

Week
June 15 – June 18

Change, %

Futures contracts

Trading volume, rubles

522,141,374,908

454,227,850,895

14.95%

Trading volume, contracts

11,110,597

9,948,143

11.69%

Number of trades

2,434,737

2,154,649

13.00%

Total open interest, rubles

100,791,225,501

100,530,038,233

0.26%

Total open interest, contracts

3,468,572

3,307,164

4.88%

Options Contracts

Trading volume, rubles

20,885,265,313

13,386,560,108

56.02%

Trading volume, contracts

370,440

248,227

49.23%

Number of trades

34,220

27,958

22.40%

Total open interest, rubles

30,238,633,814

23,079,886,139

31.02%

Total open interest, contracts

728,750

564,510

29.09%

Total

Trading volume, rubles

543,026,640,221

467,614,411,003

16.13%

Trading volume, contracts

11,481,037

10,196,370

12.60%

Number of trades

2,468,957

2,182,607

13.12%

Total open interest, rubles

131,029,859,315

123,609,924,372

6.00%

Total open interest, contracts

4,197,322

3,871,674

8.41%

FORTS contracts by volume (21.06.10 –25.06.10)

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

411,448,358,650

4,667,935

2

Si

Cash-settled futures contract on USD/RUB exchange rate

38,823,809,825

1,245,678

3

SR

Deliverable futures contract on Sberbank ordinary shares

25,578,248,023

3,127,554

4

ED

Cash-settled futures contract on EUR/USD exchange rate

13,427,787,155

351,507

5

GZ

Deliverable futures contract on Gazprom ordinary shares

13,343,628,100

841,646

6

LK

Deliverable futures contract on LUKOIL ordinary shares

4,609,124,828

270,963

7

BR

Cash-settled Brent oil futures contract

3,084,391,656

128,155

8

Eu

Cash-settled futures contract on EUR/RUB exchange rate

2,508,274,129

64,930

9

GD

Cash-settled futures contract on gold

2,473,706,379

63,988

10

RN

Deliverable futures contract on Rosneft ordinary shares

1,656,812,871

80,498

11

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,565,424,495

31,531

12

RS

Cash-settled futures contract on RTS Standard Index

1,459,583,775

15,400

13

SP

Deliverable futures contract on Sberbank preferred shares

732,965,727

124,033

14

VB

Deliverable futures contract on VTB Bank ordinary shares

539,943,461

68,469

15

SV

Cash-settled futures contract on refined silver

347,105,785

5,948

16

CH

Deliverable futures contract on Severstal ordinary shares

243,218,816

7,282

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

105,073,873

3,599

18

TN

Deliverable futures contract on Transneft preferred shares

92,513,360

3,229

19

PT

Cash-settled futures contract on platinum

37,901,683

772

20

HY

Deliverable futures contract on RusHydro ordinary shares

17,330,666

992

21

MP

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

17,049,575

1,114

22

MT

Deliverable futures contract on MTS ordinary shares

10,130,865

420

23

PZ

Deliverable futures contract on Polyus Gold ordinary shares

6,470,659

407

24

TT

Deliverable futures contract on Tatneft ordinary shares

5,875,043

404

25

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

4,241,947

4,040

26

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

832,073

50

27

NK

Deliverable futures contract on NOVATEK ordinary shares

770,000

35

28

UR

Cash-settled futures contract on URALS oil

326,560

14

29

SU

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

320,000

3

30

PD

Cash-settled futures contract on palladium

154,929

1

31

RI

Futures-style options on RTS Index futures contract

14,659,062,656

175,899

32

GM

Futures-style options on MMC NORILSK NICKEL futures contract

4,907,945,000

99,052

33

GZ

Futures-style options on Gazprom futures contract

783,661,000

50,258

34

SR

Futures-style options on Sberbank futures contract

271,820,750

34,327

35

Si

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

140,216,750

4,542

36

LK

Futures-style options on LUKOIL futures contract

95,317,000

5,645

37

GD

Futures-style options on gold futures contract

26,853,658

699

38

RN

Futures-style options on Rosneft futures contract

357,000

17

39

TN

Futures-style options on futures contract on Transneft preferred shares

31,500

1

 

 

Total

543,026,640,221

11,481,037