OREANDA-NEWS. September 21, 2010. For the week of September 13-17, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 605.47 billion rubles or 13.14 million contracts, including 61.49 billion rubles during the evening trading session. The total open interest as of the last day of the week, September 17, 2010 reached 124.044 billion rubles or 3.52 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 RUB45.54 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 RUB54.21 million or 2,700 contracts.

 

Week
September 13-17

Week
September 6-10

Change, %

Futures contracts

Trading volume, rubles

572,566,880,369

454,445,189,503

25.99%

Trading volume, contracts

12,668,243

9,636,916

31.46%

Number of trades

2,182,820

1,857,331

17.52%

Total open interest, rubles

90,708,296,027

119,386,716,496

-24.02%

Total open interest, contracts

3,012,842

4,175,446

-27.84%

Options Contracts

Trading volume, rubles

32,907,687,288

29,537,848,317

11.41%

Trading volume, contracts

469,760

389,170

20.71%

Number of trades

45,138

42,809

5.44%

Total open interest, rubles

33,331,372,051

82,781,421,180

-59.74%

Total open interest, contracts

503,338

1,998,062

-74.81%

Total

Trading volume, rubles

605,474,567,657

483,983,037,821

25.10%

Trading volume, contracts

13,138,003

10,026,086

31.04%

Number of trades

2,227,958

1,900,140

17.25%

Total open interest, rubles

124,039,668,079

202,168,137,675

-38.65%

Total open interest, contracts

3,516,180

6,173,508

-43.04%

FORTS contracts by volume

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

396,872,472,327

4,311,215

2

Si

Cash-settled futures contract on USD/RUB exchange rate

65,373,199,427

2,104,359

3

ED

Cash-settled futures contract on EUR/USD exchange rate

37,902,237,066

946,961

4

SR

Deliverable futures contract on Sberbank ordinary shares

26,458,474,960

3,129,612

5

GZ

Deliverable futures contract on Gazprom ordinary shares

15,343,463,395

932,064

6

BR

Cash-settled Brent oil futures contract

7,605,356,343

312,124

7

GD

Cash-settled futures contract on gold

6,107,261,271

155,884

8

LK

Deliverable futures contract on LUKOIL ordinary shares

4,166,623,445

242,396

9

Eu

Cash-settled futures contract on EUR/RUB exchange

2,283,765,385

57,306

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

2,273,536,607

44,614

11

RS

Cash-settled futures contract on RTS Standard Index

2,023,770,320

20,609

12

PT

Cash-settled futures contract on platinum

1,430,213,073

29,631

13

VB

Deliverable futures contract on VTB Bank ordinary shares

1,292,282,065

143,441

14

RN

Deliverable futures contract on Rosneft ordinary shares

1,099,007,265

53,492

15

SV

Cash-settled futures contract on refined silver

1,000,126,134

15,799

16

SP

Deliverable futures contract on Sberbank preferred shares

761,397,594

124,682

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

213,703,760

7,017

18

TN

Deliverable futures contract on Transneft preferred shares

155,357,730

4,494

19

CH

Deliverable futures contract on Severstal ordinary shares

100,656,885

2,400

20

HY

Deliverable futures contract on RusHydro ordinary shares

44,538,137

2,695

21

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

29,420,113

25,649

22

TT

Deliverable futures contract on Tatneft ordinary shares

16,758,897

1,149

23

PZ

Deliverable futures contract on Polyus Gold ordinary shares

6,284,609

449

24

MT

Deliverable futures contract on MTS ordinary shares

3,291,258

125

25

SU

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

1,840,550

16

26

PD

Cash-settled futures contract on palladium

857,322

5

27

NK

Deliverable futures contract on NOVATEK ordinary shares

776,481

34

28

MP

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

207,950

21

29

RI

Futures-style options on RTS Index futures contract

30,921,521,135

343,109

30

GZ

Futures-style options on Gazprom futures contract

1,249,642,000

73,162

31

SR

Futures-style options on Sberbank futures contract

352,486,750

41,552

32

Si

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

200,498,250

6,301

33

GM

Futures-style options on MMC NORILSK NICKEL futures contract

67,925,000

1,411

34

GD

Futures-style options on gold futures contract

55,205,132

1,475

35

LK

Futures-style options on LUKOIL futures contract

32,321,000

1,892

36

ED

Futures-style options on EUR/USD futures contract

20,833,671

521

37

RN

Futures-style options on Rosneft futures contract

3,423,000

163

38

SV

Futures-style options on refined silver futures contract

1,529,600

23

39

TN

Futures-style options on futures contract on Transneft preferred shares

1,300,000

41

40

VB

Futures-style options on futures contract on JSC VTB Bank ordinary shares

1,001,750

110

 

 

Total:

605,474,567,657

13,138,003