OREANDA-NEWS. October 21, 2010. For the week of October 11-15, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 650.28 billion rubles or 13.32 million contracts, including 74.71 billion rubles during the evening trading session. The total open interest as of the last day of the week, October 15, 2010 reached 176.41 billion rubles or 5.42 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 RUB52.3 million or 3.0 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB47.3 million or 3,200 contracts.

 

Week

October 11-15

Week

October 4-8

Change, %

Futures contracts

Trading volume, rubles

621,025,767,502

650,522,965,108

-4.53%

Trading volume, contracts

12,901,428

14,039,833

-8.11%

Number of trades

2,128,947

2,339,325

-8.99%

Total open interest, rubles

125,136,854,315

122,884,325,078

1.83%

Total open interest, contracts

4,513,702

4,335,780

4.10%

Options Contracts

Trading volume, rubles

29,252,467,697

45,054,061,928

-35.07%

Trading volume, contracts

413,854

577,223

-28.30%

Number of trades

47,642

68,273

-30.22%

Total open interest, rubles

51,274,742,281

83,274,786,235

-38.43%

Total open interest, contracts

901,482

1,266,846

-28.84%

Total

Trading volume, rubles

650,278,235,199

695,577,027,036

-6.51%

Trading volume, contracts

13,315,282

14,617,056

-8.91%

Number of trades

2,176,589

2,407,598

-9.59%

Total open interest, rubles

176,411,596,596

206,159,111,312

-14.43%

Total open interest, contracts

5,415,184

5,602,626

-3.35%

No

Code

Name

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

421,883,955,891

4,430,680

2

Si

Cash-settled futures contract on USD/RUB exchange rate

69,296,830,021

2,293,852

3

ED

Cash-settled futures contract on EUR/USD exchange rate

59,632,449,811

1,418,546

4

SR

Deliverable futures contract on Sberbank ordinary shares

26,649,874,180

2,901,221

5

GZ

Deliverable futures contract on Gazprom ordinary shares

12,366,641,646

754,339

6

GD

Cash-settled futures contract on gold

9,326,283,978

226,837

7

BR

Cash-settled Brent oil futures contract

5,514,329,676

217,998

8

LK

Deliverable futures contract on LUKOIL ordinary shares

5,019,692,762

280,863

9

RS

Cash-settled futures contract on RTS Standard Index

3,529,498,085

34,672

10

SV

Cash-settled futures contract on refined silver

1,843,696,130

25,423

11

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,549,326,890

28,722

12

RN

Deliverable futures contract on Rosneft ordinary shares

1,386,750,640

65,532

13

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,275,778,114

30,183

14

SP

Deliverable futures contract on Sberbank preferred shares

558,664,558

85,373

15

VB

Deliverable futures contract on VTB Bank ordinary shares

532,178,416

58,111

16

TN

Deliverable futures contract on Transneft preferred shares

156,258,419

4,339

17

PT

Cash-settled futures contract on platinum

119,845,854

2,341

18

SN

Deliverable futures contract on Surgutneftegas ordinary shares

117,641,566

3,887

19

MP

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

87,688,650

7,787

20

CH

Deliverable futures contract on Severstal ordinary shares

78,012,503

1,713

21

HY

Deliverable futures contract on RusHydro ordinary shares

43,026,594

2,658

22

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

30,382,294

25,128

23

MT

Deliverable futures contract on MTS ordinary shares

10,725,401

428

24

TT

Deliverable futures contract on Tatneft ordinary shares

5,375,306

355

25

PZ

Deliverable futures contract on Polyus Gold ordinary shares "

3,977,154

257

26

PD

Cash-settled futures contract on palladium

3,204,965

18

27

SU

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

1,676,000

13

28

Ro

Cash-settled futures contract on RTS Oil and Gas Index

1,226,222

110

29

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

499,347

30

30

NK

Deliverable futures contract on Novatek ordinary shares

276,430

12

31

RI

Futures-style options on RTS Index futures contract

27,374,206,087

294,269

32

LK

Futures-style options on LUKOIL futures contract

677,028,000

40,438

33

GZ

Futures-style options on Gazprom futures contract

534,582,000

31,699

34

SR

Futures-style options on Sberbank futures contract

353,964,750

39,924

35

SV

Futures-style options on refined silver futures contract

127,360,666

2,335

36

GD

Futures-style options on gold futures contract

97,370,692

2,442

37

Si

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

57,371,000

1,820

38

ED

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

24,451,752

585

39

GM

Futures-style options on MMC NORILSK NICKEL futures contract

3,427,500

63

40

VB

Futures-style options on futures contract on VTB BANK ordinary shares

2,594,250

276

41

TN

Futures-style options on futures contract on Transneft preferred shares

111,000

3

 

 

Total:

650,278,235,199

13,315,282