RTS Released FORTS Weekly Trading Results
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 |
Week |
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 |
Комментарии