OREANDA-NEWS. October 28, 2010. For the week of October 18-22, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 843.96 billion rubles or 18.84 million contracts, including 120.81 billion rubles during the evening trading session. The total open interest as of the last day of the week, October 22, 2010 reached 212.37 billion rubles or 6.11 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 RUB48.9 million or 2.8 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB83.4 million or 3,500 contracts.

 

Week

October 18-22

Week

October 11-15

Change, %

Futures contracts

Trading volume, rubles

809,261,388,520

621,025,767,502

30.31%

Trading volume, contracts

18,270,170

12,901,428

41.61%

Number of trades

2,798,289

2,128,947

31.44%

Total open interest, rubles

139,922,232,711

125,136,854,315

11.82%

Total open interest, contracts

4,755,698

4,513,702

5.36%

Options Contracts

Trading volume, rubles

34,697,594,514

29,252,467,697

18.61%

Trading volume, contracts

566,627

413,854

36.91%

Number of trades

57,168

47,642

19.99%

Total open interest, rubles

72,447,554,430

51,274,742,281

41.29%

Total open interest, contracts

1,349,422

901,482

49.69%

Total

Trading volume, rubles

843,958,983,035

650,278,235,199

29.78%

Trading volume, contracts

18,836,797

13,315,282

41.47%

Number of trades

2,855,457

2,176,589

31.19%

Total open interest, rubles

212,369,787,141

176,411,596,596

20.38%

Total open interest, contracts

6,105,120

5,415,184

12.74%

No

Code

Name

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

535,882,848,011

5,551,648

2

Si

Cash-settled futures contract on USD/RUB exchange rate

89,704,769,016

2,919,309

3

ED

Cash-settled futures contract on EUR/USD exchange rate

64,774,178,783

1,523,484

4

SR

Deliverable futures contract on Sberbank ordinary shares

57,452,453,718

5,810,101

5

GZ

Deliverable futures contract on Gazprom ordinary shares

15,402,557,365

936,601

6

RS

Cash-settled futures contract on RTS Standard Index

12,239,776,655

118,828

7

GD

Cash-settled futures contract on gold

9,843,812,821

238,871

8

BR

Cash-settled Brent oil futures contract

7,799,027,300

307,898

9

LK

Deliverable futures contract on LUKOIL ordinary shares

4,739,393,764

268,942

10

SV

Cash-settled futures contract on refined silver

1,934,208,244

26,566

11

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,861,021,191

43,552

12

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,659,994,199

30,407

13

SP

Deliverable futures contract on Sberbank preferred shares

1,479,038,277

213,178

14

RN

Deliverable futures contract on Rosneft ordinary shares

1,466,057,826

68,712

15

VB

Deliverable futures contract on VTB Bank ordinary shares

1,413,360,390

147,031

16

MR

Cash –settled futures on average interest rate of the overnight credit MosPrime

587,113,476

596

17

TN

Deliverable futures contract on Transneft preferred shares

404,602,876

10,870

18

MT

Deliverable futures contract on MTS ordinary shares

155,767,019

6,197

19

CH

Deliverable futures contract on Severstal ordinary shares

103,477,448

2,279

20

PT

Cash-settled futures contract on platinum

85,838,802

1,669

21

SN

Deliverable futures contract on Surgutneftegas ordinary shares

79,530,670

2,655

22

MP

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

68,687,050

5,761

23

HY

Deliverable futures contract on RusHydro ordinary shares

64,366,745

4,006

24

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

34,666,305

29,221

25

Ro

Cash-settled futures contract on RTS Oil and Gas Index

11,857,825

1,044

26

TT

Deliverable futures contract on Tatneft ordinary shares

6,886,560

463

27

NK

Deliverable futures contract on Novatek ordinary shares

2,269,224

99

28

PZ

Deliverable futures contract on Polyus Gold ordinary shares "

1,969,410

127

29

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

769,245

40

30

PD

Cash-settled futures contract on palladium

709,274

4

31

UR

Cash-settled futures on Urals oil

253,032

10

32

SU

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

126,000

1

33

RI

Futures-style options on RTS Index futures contract

31,860,130,017

336,973

34

SR

Futures-style options on Sberbank futures contract

1,560,395,750

167,543

35

GZ

Futures-style options on Gazprom futures contract

365,711,000

21,371

36

LK

Futures-style options on LUKOIL futures contract

247,783,000

14,258

37

Si

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

210,549,500

6,664

38

ED

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

143,519,620

3,444

39

VB

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

137,597,500

12,139

40

GD

Futures-style options on gold futures contract

113,425,715

2,800

41

SV

Futures-style options on refined silver futures contract

23,528,019

340

42

GM

Futures-style options on MMC NORILSK NICKEL futures contract

18,032,500

419

43

BR

Futures-style options on Brent oil future

16,921,894

676

 

 

Total:

843,958,983,035

18,836,797