OREANDA-NEWS. July 09, 2010. For the week of June 28 – July 2, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 539.48 billion rubles or 12.2 million contracts, including 84.8 billion rubles during the evening trading session. The total open interest as of the last day of the week, July 2, 2010 reached 143.09 billion rubles or 4.4 million contracts.

Last week the trading volume in the cash-settled gasoil futures contract that was launched by RTS Group and Saint Petersburg Exchange reached RUB55.5 million or 3.3 thousand contracts. The trading volume in the power futures contract that was also recently introduced by RTS Group and Saint Petersburg Exchange reached RUB9.57 million or 284 contracts.

 

Week’s rating
June 28 – July 2

Week’s rating
June 21 – June 25

Change, %

Futures contracts

Trading volume, rubles

517,128,917,760

522,141,374,908

-0.96%

Trading volume, contracts

11,826,208

11,110,597

6.44%

Number of trades

2,609,983

2,434,737

7.20%

Total open interest, rubles

106,991,040,569

100,791,225,501

6.15%

Total open interest, contracts

3,556,332

3,468,572

2.53%

Options Contracts

Trading volume, rubles

22,359,120,965

20,885,265,313

7.06%

Trading volume, contracts

379,868

370,440

2.55%

Number of trades

44,180

34,220

29.11%

Total open interest, rubles

36,106,555,395

30,238,633,814

19.41%

Total open interest, contracts

829,870

728,750

13.88%

Total

Trading volume, rubles

539,488,038,725

543,026,640,221

-0.65%

Trading volume, contracts

12,206,076

11,481,037

6.32%

Number of trades

2,654,163

2,468,957

7.50%

Total open interest, rubles

143,097,595,964

131,029,859,315

9.21%

Total open interest, contracts

4,386,202

4,197,322

4.50%

FORTS contracts by volume (28.06.10 –02.07.10)

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

397,181,714,984

4,771,288

2

Si

Cash-settled futures contract on USD/RUB exchange rate

42,219,334,825

1,346,319

3

SR

Deliverable futures contract on Sberbank ordinary shares

27,026,895,939

3,536,841

4

ED

Cash-settled futures contract on EUR/USD exchange rate

19,222,578,472

499,912

5

GZ

Deliverable futures contract on Gazprom ordinary shares

12,680,640,672

850,353

6

LK

Deliverable futures contract on LUKOIL ordinary shares

4,792,813,155

293,584

7

BR

Cash-settled Brent oil futures contract

3,787,564,118

162,149

8

GD

Cash-settled futures contract on gold

3,441,787,101

89,585

9

RN

Deliverable futures contract on Rosneft ordinary shares

1,587,490,930

81,785

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,527,152,524

33,189

11

RS

Cash-settled futures contract on RTS Standard Index

1,478,247,220

16,565

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

514,551,582

13,275

13

VB

Deliverable futures contract on VTB Bank ordinary shares

355,667,969

47,383

14

SV

Cash-settled futures contract on refined silver

347,423,258

5,991

15

SP

Deliverable futures contract on Sberbank preferred shares

281,161,108

51,350

16

SN

Deliverable futures contract on Surgutneftegas ordinary shares

138,655,957

4,914

17

CH

Deliverable futures contract on Severstal ordinary shares

105,621,501

3,393

18

PT

Cash-settled futures contract on platinum

100,198,048

2,071

19

MR

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

99,360,981

100

20

MP

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

93,796,525

6,011

21

TN

Deliverable futures contract on Transneft preferred shares

69,408,723

2,526

22

PZ

Deliverable futures contract on Polyus Gold ordinary shares

29,701,220

1,898

23

HY

Deliverable futures contract on RusHydro ordinary shares

28,906,893

1,900

24

TT

Deliverable futures contract on Tatneft ordinary shares

7,777,950

555

25

MT

Deliverable futures contract on MTS ordinary shares

6,684,385

279

26

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

3,011,719

2,985

27

SU

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

770,000

7

28

RI

Futures-style options on RTS Index futures contract

19,632,149,756

242,610

29

GM

Futures-style options on MMC NORILSK NICKEL futures contract

1,122,790,000

21,901

30

GZ

Futures-style options on Gazprom futures contract

1,053,512,000

68,555

31

SR

Futures-style options on Sberbank futures contract

257,124,250

35,142

32

Si

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

179,150,750

5,676

33

LK

Futures-style options on LUKOIL futures contract

85,602,000

5,228

34

GD

Futures-style options on gold futures contract

28,792,210

756

 

 

Total:

539,488,038,725

12,206,076