OREANDA-NEWS. September 28, 2010. For the week of September 20-24, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 610.81 billion rubles or 12.98 million contracts, including 82.99 billion rubles during the evening trading session. The total open interest as of the last day of the week, September 17, 2010 reached 152.46 billion rubles or 4.32 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 RUB49.9 million or 3.0 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB51.1 million or 2,700 contracts.

 

Week

September 20-24

Week

September 13-17

Change, %

Futures contracts

Trading volume, rubles

588,321,229,905

572,566,880,369

2.75%

Trading volume, contracts

12,573,858

12,668,243

-0.75%

Number of trades

2,194,802

2,182,820

0.55%

Total open interest, rubles

107,333,890,700

90,708,296,027

18.33%

Total open interest, contracts

3,600,776

3,012,842

19.51%

Options Contracts

Trading volume, rubles

22,491,378,160

32,907,687,288

-31.65%

Trading volume, contracts

402,231

469,760

-14.38%

Number of trades

32,726

45,138

-27.50%

Total open interest, rubles

45,127,557,165

33,331,372,051

35.39%

Total open interest, contracts

721,008

503,338

43.25%

Total

Trading volume, rubles

610,812,608,065

605,474,567,657

0.88%

Trading volume, contracts

12,976,089

13,138,003

-1.23%

Number of trades

2,227,528

2,227,958

-0.02%

Total open interest, rubles

152,461,447,866

124,039,668,079

22.91%

Total open interest, contracts

4,321,784

3,516,180

22.91%

No

Code

Company name

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

403,053,055,728

4,412,406

2

Si

Cash-settled futures contract on USD/RUB exchange rate

68,147,772,895

2,180,991

3

ED

Cash-settled futures contract on EUR/USD exchange rate

56,152,531,310

1,365,541

4

SR

Deliverable futures contract on Sberbank ordinary shares

23,285,829,868

2,778,404

5

GZ

Deliverable futures contract on Gazprom ordinary shares

12,593,102,846

778,859

6

BR

Cash-settled Brent oil futures contract

6,744,636,506

277,317

7

LK

Deliverable futures contract on LUKOIL ordinary shares

6,237,816,554

350,744

8

GD

Cash-settled futures contract on gold

4,721,056,729

118,026

9

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,671,548,342

40,263

10

RS

Cash-settled futures contract on RTS Standard Index

1,583,146,165

16,276

11

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,100,709,153

22,310

12

SV

Cash-settled futures contract on refined silver

726,736,158

11,154

13

RN

Deliverable futures contract on Rosneft ordinary shares

660,484,049

32,643

14

VB

Deliverable futures contract on VTB Bank ordinary shares

627,088,654

70,953

15

SP

Deliverable futures contract on Sberbank preferred shares

461,624,356

76,684

16

CH

Deliverable futures contract on Severstal ordinary shares

194,161,439

4,430

17

TN

Deliverable futures contract on Transneft preferred shares

109,369,756

3,178

18

SN

Deliverable futures contract on Surgutneftegas ordinary shares

108,863,239

3,748

19

HY

Deliverable futures contract on RusHydro ordinary shares

33,007,565

2,061

20

PT

Cash-settled futures contract on platinum

32,959,644

649

21

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

29,403,552

24,482

22

MP

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

19,224,050

1,596

23

TT

Deliverable futures contract on Tatneft ordinary shares

9,409,676

644

24

MT

Deliverable futures contract on MTS ordinary shares

7,849,646

311

25

PD

Cash-settled futures contract on palladium

4,951,410

29

26

SU

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

2,766,250

23

27

PZ

Deliverable futures contract on Polyus Gold ordinary shares

1,437,195

104

28

NK

Deliverable futures contract on Novatek ordinary shares

473,320

22

29

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

213,850

10

30

RI

Futures-style options on RTS Index futures contract

15,913,926,831

181,420

31

Si

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

3,599,937,500

105,586

32

GM

Futures-style options on MMC NORILSK NICKEL futures contract

1,859,050,000

37,570

33

GZ

Futures-style options on Gazprom futures contract

388,927,000

23,920

34

SR

Futures-style options on Sberbank futures contract

355,148,250

41,726

35

PT

Futures-style options on platinum futures contract

198,951,040

4,000

36

LK

Futures-style options on LUKOIL futures contract

112,218,000

6,225

37

GD

Futures-style options on gold futures contract

31,927,933

806

38

ED

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

16,678,925

412

39

SV

Futures-style options on refined silver futures contract

10,896,431

183

40

VB

Futures-style options on VTB Bank ordinary shares futures contract

3,346,250

373

41

TN

Futures-style options on futures contract on Transneft preferred shares

370,000

10

 

 

Total:

610,812,608,065

12,976,089