OREANDA-NEWS. July 15, 2010. For the week of July 5 – July 9, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 445.48 billion rubles or 9.9 million contracts, including 76.42 billion rubles during the evening trading session. The total open interest as of the last day of the week, July 9, 2010 reached 155.01 billion rubles or 4.8 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 RUB53 million or 3.1 thousand contracts. The trading volume in the power futures contract that was also recently introduced by RTS Group and Saint Petersburg Exchange reached RUB11.91 million or 399 contracts.

 

Week’s rating
July 5 – July 9

Week’s rating
June 28 – July 2

Change, %

Futures contracts

Trading volume, rubles

426,502,863,166

517,128,917,760

-17.52%

Trading volume, contracts

9,571,787

11,826,208

-19.06%

Number of trades

2,099,344

2,609,983

-19.56%

Total open interest, rubles

111,673,656,379

106,991,040,569

4.38%

Total open interest, contracts

3,795,974

3,556,332

6.74%

Options Contracts

Trading volume, rubles

18,975,880,736

22,359,120,965

-15.13%

Trading volume, contracts

336,165

379,868

-11.50%

Number of trades

36,599

44,180

-17.16%

Total open interest, rubles

43,339,227,635

36,106,555,395

20.03%

Total open interest, contracts

992,044

829,870

19.54%

Total

Trading volume, rubles

445,478,743,903

539,488,038,725

-17.43%

Trading volume, contracts

9,907,952

12,206,076

-18.83%

Number of trades

2,135,943

2,654,163

-19.52%

Total open interest, rubles

155,012,884,013

143,097,595,964

8.33%

Total open interest, contracts

4,788,018

4,386,202

9.16%

FORTS contracts by volume (05.07.10 –09.07.10)

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

333,537,241,801

4,005,662

2

Si

Cash-settled futures contract on USD/RUB exchange rate

31,910,811,378

1,025,535

3

SR

Deliverable futures contract on Sberbank ordinary shares

22,201,021,267

2,905,081

4

ED

Cash-settled futures contract on EUR/USD exchange rate

14,373,404,594

367,321

5

GZ

Deliverable futures contract on Gazprom ordinary shares

9,832,414,098

650,355

6

BR

Cash-settled Brent oil futures contract

3,365,490,223

149,364

7

GD

Cash-settled futures contract on gold

2,835,806,330

75,968

8

LK

Deliverable futures contract on LUKOIL ordinary shares

2,796,670,376

174,552

9

RS

Cash-settled futures contract on RTS Standard Index

1,787,139,615

19,875

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,358,432,634

28,919

11

RN

Deliverable futures contract on Rosneft ordinary shares

952,404,993

50,239

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

478,419,094

12,186

13

VB

Deliverable futures contract on VTB Bank ordinary shares

403,135,937

52,813

14

SV

Cash-settled futures contract on refined silver

220,041,345

3,955

15

SP

Deliverable futures contract on Sberbank preferred shares

187,240,975

33,409

16

CH

Deliverable futures contract on Severstal ordinary shares

75,546,041

2,404

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

71,810,008

2,580

18

TN

Deliverable futures contract on Transneft preferred shares

49,778,107

1,792

19

HY

Deliverable futures contract on RusHydro ordinary shares

22,280,194

1,432

20

PZ

Deliverable futures contract on Polyus Gold ordinary shares

13,359,842

906

21

TT

Deliverable futures contract on Tatneft ordinary shares

7,407,716

514

22

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

6,381,026

6,201

23

PT

Cash-settled futures contract on platinum

6,160,678

129

24

MT

Deliverable futures contract on MTS ordinary shares

5,263,707

219

25

MP

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

3,737,600

311

26

NK

Deliverable futures contract on NOVATEK ordinary shares

782,313

36

27

Ro

Cash-settled futures contract on RTS Oil & Gas Index

211,061

20

28

SU

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

207,750

2

29

PD

Cash-settled futures contract on palladium

137,855

1

30

UR

Cash-settled futures contract on URALS oil

124,609

6

31

RI

Futures-style options on RTS Index futures contract

17,340,534,818

221,403

32

GZ

Futures-style options on Gazprom futures contract

894,139,000

57,509

33

LK

Futures-style options on LUKOIL futures contract

268,524,000

16,488

34

SR

Futures-style options on Sberbank futures contract

257,506,500

33,664

35

Si

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

175,059,750

5,573

36

RN

Futures-style options on Rosneft futures contract

22,352,000

1,067

37

GD

Futures-style options on gold futures contract

11,588,627

312

38

ED

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

4,840,746

124

39

SV

Futures-style options on silver futures contract

1,232,796

23

40

GM

Futures-style options on MMC NORILSK NICKEL futures contract

102,500

2

 

 

Total:

445,478,743,903

9,907,952