OREANDA-NEWS. November 9, 2010. For the week of November 1-3, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 342.97 billion rubles or 7.21 million contracts, including 36.77 billion rubles during the evening trading session. The total open interest as of the last day of the week, November 3, 2010 reached 231.2 billion rubles or 6.45 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 RUB40.3 million or 2.2 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB72.4 million or 3,400 contracts.

 

Week

November 1-3

Week

November 25-29

Change, %

Futures contracts

Trading volume, rubles

330,541,555,572

706,441,391,176

-53.21%

Trading volume, contracts

6,994,135

14,808,841

-52.77%

Number of trades

1,060,726

2,314,952

-54.18%

Total open interest, rubles

141,459,277,277

137,052,946,029

3.22%

Total open interest, contracts

4,798,748

4,764,326

0.72%

Options Contracts

Trading volume, rubles

12,427,877,773

30,874,463,827

-59.75%

Trading volume, contracts

219,180

482,083

-54.53%

Number of trades

20,369

37,629

-45.87%

Total open interest, rubles

89,745,114,702

85,003,211,003

5.58%

Total open interest, contracts

1,655,602

1,509,184

9.70%

Total

Trading volume, rubles

342,969,433,344

737,315,855,002

-53.48%

Trading volume, contracts

7,213,315

15,290,924

-52.83%

Number of trades

1,081,095

2,352,581

-54.05%

Total open interest, rubles

231,204,391,980

222,056,157,032

4.12%

Total open interest, contracts

6,454,350

6,273,510

2.88%

№

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

205,027,726,498

2,073,528

2

ED

Cash-settled futures contract on EUR/USD exchange rate

44,314,968,190

1,031,078

3

Si

Cash-settled futures contract on USD/RUB exchange rate

36,243,373,089

1,173,265

4

SR

Deliverable futures contract on Sberbank ordinary shares

17,835,585,733

1,732,744

5

RS

Cash-settled futures contract on RTS Standard Index

7,451,499,675

70,395

6

GZ

Deliverable futures contract on Gazprom ordinary shares

6,288,778,611

368,733

7

BR

Cash-settled Brent oil futures contract

3,848,364,348

147,899

8

GD

Cash-settled futures contract on gold

3,015,844,673

72,463

9

LK

Deliverable futures contract on LUKOIL ordinary shares

2,004,480,763

114,121

10

SV

Cash-settled futures contract on refined silver

1,052,912,695

13,874

11

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

809,762,561

14,401

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

727,125,880

16,843

13

SP

Deliverable futures contract on Sberbank preferred shares

592,721,633

83,368

14

VB

Deliverable futures contract on VTB Bank ordinary shares

497,349,716

47,937

15

RN

Deliverable futures contract on Rosneft ordinary shares

476,161,069

21,880

16

CH

Deliverable futures contract on Severstal ordinary shares

96,541,619

2,252

17

PT

Cash-settled futures contract on platinum

68,000,462

1,290

18

SN

Deliverable futures contract on Surgutneftegas ordinary shares

43,540,499

1,428

19

TN

Deliverable futures contract on Transneft preferred shares

40,833,259

1,111

20

SA

Cash-settled futures contract on raw sugar

39,578,890

1,944

21

MT

Deliverable futures contract on MTS ordinary shares

32,582,677

1,276

22

HY

Deliverable futures contract on RusHydro ordinary shares

17,848,975

1,109

23

PD

Cash-settled futures contract on palladium

7,942,101

40

24

MP

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

4,178,175

317

25

NK

Deliverable futures contract on Novatek ordinary shares

1,389,598

57

26

PZ

Deliverable futures contract on Polyus Gold ordinary shares "

870,889

56

27

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

814,126

681

28

TT

Deliverable futures contract on Tatneft ordinary shares

596,010

40

29

SU

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

138,000

1

30

Ro

Cash-settled futures contract on RTS Oil and Gas Index

45,159

4

31

RI

Futures-style options on RTS Index futures contract

11,024,855,580

114,276

32

SR

Futures-style options on Sberbank futures contract

802,270,000

75,998

33

GZ

Futures-style options on Gazprom futures contract

357,851,000

20,460

34

Si

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

138,837,750

4,326

35

LK

Futures-style options on LUKOIL futures contract

56,287,000

3,134

36

SV

Futures-style options on refined silver futures contract

20,574,928

273

37

GD

Futures-style options on gold futures contract

13,502,626

324

38

ED

Futures-style options on gold futures contract

10,179,568

239

39

BR

Futures-style options on Brent oil future

2,581,820

101

40

RN

Futures-style options on Rosneft ordinary shares

378,000

18

41

SN

Futures-style options on Surgutneftegas ordinary shares

320,000

10

42

VB

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

202,500

20

43

TN

Futures-style options on Transneft preferred shares

37,000

1

 

 

Total:

342,969,433,344

7,213,315