RTS Rleased FORTS Trading Results
OREANDA-NEWS. September 7, 2010. For the period from August 1 – August 31, 2010 the trading volume on FORTS (Futures & Options on RTS) totaled 2,246.3 billion rubles or 48.7 million contracts, including 300.9 billion rubles during the evening trading session. At the end of August 2010 the total open interest stood at 189.1 billion rubles or 6.1 million contracts.
In August 2010 the trading volume of the cash-settled futures contract on gasoil (summer grade) reached RUB196.1 million or 11.8 thousand contracts. The trading volume of the power futures contract launched by RTS Group and OJSC Moscow Energy Exchange reached RUB514.6 million or 12.9 thousand contracts.
FORTS Trading results: August 2010
August |
July |
Change | |
Futures contracts |
|
|
|
Trading volume, mln USD |
73,425 |
71,481 |
2.71% |
Trading volume, contracts |
46,943,997 |
48, 207,274 |
-2.62% |
Number of trades |
9,586,380 |
10,391,220 |
-7.75% |
Total open interest, mln USD |
3,719 |
4,151 |
-10.40% |
Total open interest, contracts |
4,160,908 |
4,413,612 |
-5.73% |
Options Contracts |
|
|
|
Trading volume, mln USD |
3,894 |
2,977 |
30.80% |
Trading volume, contracts |
1,733,449 |
1,686,676 |
2.77% |
Number of trades |
173,203 |
166,054 |
4.31% |
Total open interest, mln USD |
2,448 |
1,817 |
34.72% |
Total open interest, contracts |
1,908,302 |
1,503,656 |
26.91% |
Total |
|
|
|
Trading volume, mln USD |
77,319 |
74,458 |
3.84% |
Trading volume, contracts |
48,677,446 |
49,893,950 |
-2.44% |
Number of trades |
9,759,583 |
10,557,274 |
-7.56% |
Total open interest, mln USD |
6,167 |
5,968 |
3.33% |
Total open interest, contracts |
6,069,210 |
5,917,268 |
2.57% |
FORTS contracts by volume in August 2010
№ |
Code |
Contract |
Turnover | |
RUB |
contracts | |||
1 |
RI |
Cash-settled futures contract on RTS Index |
1,688,617,545,390 |
19,158,198 |
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
205,082,727,981 |
6,731,457 |
3 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
106,612,770,951 |
2,717,115 |
4 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
92,028, 640,950 |
11,466,005 |
5 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
55,711,014,487 |
3,422,643 |
6 |
BR |
Cash-settled Brent oil futures contract |
21,493,562,256 |
919,377 |
7 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
15,555,996,782 |
932,750 |
8 |
GD |
Cash-settled futures contract on gold |
13,393,416,926 |
359,214 |
9 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
7,454,313,486 |
145,464 |
10 |
RS |
Cash-settled futures contract on RTS Standard Index |
6,771,044,510 |
71,462 |
11 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
3,470,589,192 |
172,752 |
12 |
Eu |
Cash-settled futures contract on EUR/RUB exchange rate |
3,165,738,167 |
80,464 |
13 |
SV |
Cash-settled futures contract on refined silver |
2,546,500,800 |
44,994 |
14 |
SP |
Deliverable futures contract on Sberbank preferred shares |
2,273,692,825 |
389,722 |
15 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
1,876,221,595 |
231,549 |
16 |
TN |
Deliverable futures contract on Transneft preferred shares |
746,872,363 |
22,900 |
17 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
437,605,550 |
15,145 |
18 |
PT |
Cash-settled futures contract on platinum |
236,334,569 |
5,064 |
19 |
CH |
Deliverable futures contract on Severstal ordinary shares |
227,256,797 |
6,160 |
20 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
141,931,576 |
8,729 |
21 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
66,152,950 |
5,928 |
22 |
UI |
Deliverable futures contract on Uralsvyazinform ordinary shares |
33,487,878 |
32,323 |
23 |
MT |
Deliverable futures contract on MTS ordinary shares |
28,137,446 |
1,148 |
24 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
25,997,230 |
1,833 |
25 |
PZ |
Deliverable futures contract on Polyus Gold ordinary shares |
19 260 511 |
1,391 |
26 |
SU |
Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
5,273,350 |
46 |
27 |
NK |
Deliverable futures contract on NOVATEK ordinary shares |
2,697,776 |
127 |
28 |
PD |
Cash-settled futures contract on palladium |
745,782 |
5 |
29 |
|
Cash-settled Urals oil futures contract |
579,369 |
26 |
30 |
Rc |
Cash-settled futures contract on RTS Index – Consumer and Retail |
103,332 |
6 |
31 |
RI |
Futures-style options on RTS Index futures contract |
112,636,408,029 |
1,300,633 |
32 |
SR |
Futures-style options on Sberbank futures contract |
2,133,519,000 |
271,207 |
33 |
GZ |
Futures-style options on Gazprom futures contract |
1,260,684,000 |
76,376 |
34 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
1,024,812,750 |
33,178 |
35 |
LK |
Futures-style options on LUKOIL futures contract |
578,977,000 |
33,922 |
36 |
SV |
Futures-style options on refined silver futures contract |
256,493,937 |
4,776 |
37 |
RN |
Futures-style options on Rosneft futures contract |
132,911,000 |
6,330 |
38 |
GD |
Futures-style options on gold futures contract |
117,713,953 |
3,153 |
39 |
ED |
Futures-style options on EUR/USD exchange rate futures |
92,807,664 |
2,383 |
40 |
GM |
Futures-style options on MMC NORILSK NICKEL futures contract |
46,775,000 |
892 |
41 |
TN |
Futures-style options on futures contract on Transneft preferred shares |
17,689,500 |
494 |
42 |
VB |
Futures-style options on futures contract on VTB Bank ordinary shares |
757,500 |
95 |
43 |
PT |
Futures-style options on platinum futures contract |
461,702 |
10 |
|
|
Total: |
2,346,326,223,812 |
48,677,446 |
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