RTS Released FORTS Weekly Trading Results
OREANDA-NEWS. August 12, 2010. For the week of August 2 – 6, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 521.22 billion rubles or 10.46 million contracts, including 67.17 billion rubles during the evening trading session. The total open interest as of the last day of the week, August 6, 2010 reached 188.76 billion rubles or 6.03 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 RUB45.4 million or 2.7 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB107.0 million or 2,100 contracts.
|
Week |
Week |
Change, % |
Futures contracts | |||
Trading volume, rubles |
497,911,534,217 |
506,629,295,175 |
-1.72% |
Trading volume, contracts |
10,136,288 |
10,561,993 |
-4.03% |
Number of trades |
2,150,585 |
2,287,117 |
-5.97% |
Total open interest, rubles |
124,340,967,233 |
125,441,108,576 |
-0.88% |
Total open interest, contracts |
4,376,314 |
4,413,612 |
-0.85% |
Options Contracts | |||
Trading volume, rubles |
23,308,901,962 |
24,428,731,181 |
-4.58% |
Trading volume, contracts |
322,661 |
413,869 |
-22.04% |
Number of trades |
35,951 |
36,385 |
-1.19% |
Total open interest, rubles |
64,415,822,558 |
54,923,204,357 |
17.28% |
Total open interest, contracts |
1,657,632 |
1,503,656 |
10.24% |
Total | |||
Trading volume, rubles |
521,220,436,178 |
531,058,026,357 |
-1.85% |
Trading volume, contracts |
10,458,949 |
10,975,862 |
-4.71% |
Number of trades |
2,186,536 |
2,323,502 |
-5.89% |
Total open interest, rubles |
188,756,789,791 |
180,364,312,933 |
4.65% |
Total open interest, contracts |
6,033,946 |
5,917,268 |
1.97% |
FORTS contracts by volume (2.08.10-6.08.10)
No |
Code |
Contract |
Turnover | |
RUB |
Contracts | |||
1 |
RI |
Cash-settled futures contract on RTS Index |
382,465,108,424 |
4,234,323 |
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
43,597,160,218 |
1,454,457 |
3 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
21,725,928,328 |
551,391 |
4 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
19,549,801,053 |
2,283,940 |
5 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
15,027,810,005 |
898,588 |
|
PT |
Cash-settled futures contract on platinum |
|
|
6 |
BR |
Cash-settled Brent oil futures contract |
3,743,256,117 |
154,624 |
7 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
3,674,355,423 |
215,007 |
8 |
GD |
Cash-settled futures contract on gold |
2,057,787,589 |
57,606 |
9 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
1,295,854,719 |
25,538 |
10 |
RS |
Cash-settled futures contract on RTS Standard Index |
1,254,173,995 |
12,872 |
11 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
750,543,691 |
36,196 |
12 |
Eu |
Cash-settled futures contract on EUR/RUB exchange rate |
721,949,055 |
18,269 |
13 |
SP |
Deliverable futures contract on Sberbank preferred shares |
671,362,907 |
110,277 |
14 |
SV |
Cash-settled futures contract on refined silver |
481,358,810 |
8,744 |
15 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
469,106,026 |
56,074 |
16 |
TN |
Deliverable futures contract on Transneft preferred shares |
188,443,527 |
5,552 |
17 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
93,757,014 |
3,061 |
18 |
CH |
Deliverable futures contract on Severstal ordinary shares |
57,445,380 |
1,531 |
19 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
40,784,524 |
2,525 |
20 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
25,341,375 |
2,360 |
21 |
PZ |
Deliverable futures contract on Polyus Gold ordinary shares " |
6,004,828 |
434 |
22 |
MT |
Deliverable futures contract on MTS ordinary shares |
4,146,392 |
170 |
23 |
PT |
Cash-settled futures contract on platinum |
3,485,472 |
73 |
24 |
UI |
Deliverable futures contract on Uralsvyazinform ordinary shares |
2,507,103 |
2,512 |
25 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
1,928,327 |
131 |
26 |
SU |
Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
1,455,700 |
13 |
27 |
|
Cash-settled futures contract on URALS oil |
349,683 |
16 |
28 |
PD |
Cash-settled futures contract on palladium |
300,065 |
2 |
29 |
Rc |
Cash-settled futures contract on RTS Consumer & Retail Index |
28,467 |
2 |
30 |
RI |
Futures-style options on RTS Index futures contract |
22,439,448,104 |
253,800 |
31 |
GZ |
Futures-style options on Gazprom futures contract |
299,459,000 |
17,789 |
32 |
SR |
Futures-style options on Sberbank futures contract |
287,098,000 |
36,071 |
33 |
LK |
Futures-style options on LUKOIL futures contract |
214,235,000 |
12,757 |
34 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
47,611,500 |
1,516 |
35 |
RN |
Futures-style options on Rosneft futures contract |
9,156,000 |
436 |
36 |
GM |
Futures-style options on MMC NORILSK NICKEL futures contract |
4,100,000 |
80 |
37 |
GD |
Futures-style options on gold futures contract |
2,678,277 |
75 |
38 |
ED |
Futures-style options on EUR/USD exchange rate futures contract |
2,389,335 |
61 |
39 |
TN |
Futures-style options on futures contract on Transneft preferred shares |
2,100,000 |
63 |
40 |
PT |
Futures-style options on platinum futures contract |
461,702 |
10 |
41 |
SV |
Futures-style options on refined silver futures contract |
165,044 |
3 |
|
|
Total: |
521,220,436,178 |
10,458,949 |
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