OREANDA-NEWS. November 30, 2010. For the week of November 22-26, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 879.6 billion rubles or 17.3 million contracts, including 110.03 billion rubles during the evening trading session. The total open interest as of the last day of the week, November 26, 2010 reached 281.7 billion rubles or 7.3 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 RUB50.3 million or 2.6 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB66.5 million or 2,900 contracts.

 

Week

November 22-26

Week

November 15-19

Change, %

Futures contracts

Trading volume, rubles

815,582,684,162

829,066,524,391

-1.63%

Trading volume, contracts

16,420,971

16,801,609

-2.27%

Number of trades

2,667,868

2,606,203

2.37%

Total open interest, rubles

170,617,773,053

159,755,972,874

6.80%

Total open interest, contracts

5,156,606

4,980,648

3.53%

Options Contracts

Trading volume, rubles

64,045,861,401

61,015,755,659

4.97%

Trading volume, contracts

898,778

801,262

12.17%

Number of trades

92,982

67,300

38.16%

Total open interest, rubles

111,051,556,524

99,069,858,664

12.09%

Total open interest, contracts

2,103,876

1,902,658

10.58%

Total

Trading volume, rubles

879,628,545,563

890,082,280,050

-1.17%

Trading volume, contracts

17,319,749

17,602,871

-1.61%

Number of trades

2,760,850

2,673,503

3.27%

Total open interest, rubles

281,669,329,577

258,825,831,538

8.83%

Total open interest, contracts

7,260,482

6,883,306

5.48%

 

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

554,195,544,462

5,558,529

2

Si

Cash-settled futures contract on USD/RUB exchange rate

90,927,297,990

2,901,249

3

ED

Cash-settled futures contract on EUR/USD exchange rate

71,102,833,820

1,692,231

4

SR

Deliverable futures contract on Sberbank ordinary shares

40,117,806,803

4,011,141

5

GZ

Deliverable futures contract on Gazprom ordinary shares

17,980,820,559

1,050,414

6

RS

Cash-settled futures contract on RTS Standard Index

12,438,254,730

117,861

7

GD

Cash-settled futures contract on gold

7,489,742,268

174,485

8

BR

Cash-settled Brent oil futures contract

4,794,245,579

181,727

9

LK

Deliverable futures contract on LUKOIL ordinary shares

4,635,765,518

269,224

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

3,460,065,245

57,519

11

SV

Cash-settled futures contract on refined silver

2,658,607,152

31,131

12

VB

Deliverable futures contract on VTB Bank ordinary shares

1,373,416,341

134,763

13

RN

Deliverable futures contract on Rosneft ordinary shares

1,147,316,566

54,052

14

Eu

Cash-settled futures contract on EUR/RUB exchange rate

952,231,779

22,617

15

SP

Deliverable futures contract on Sberbank preferred shares

787,946,341

108,733

16

MR

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

697,075,434

700

17

SA

Cash-settled futures contracts on raw sugar

164,886,132

8,820

18

PT

Cash-settled futures contract on platinum

156,433,475

3,015

19

CH

Deliverable futures contract on Severstal ordinary shares

119,426,916

2,646

20

SN

Deliverable futures contract on Surgutneftegas ordinary shares

117,775,302

3,956

21

TN

Deliverable futures contract on Transneft preferred shares

85,892,956

2,155

22

HY

Deliverable futures contract on RusHydro ordinary shares

60,078,840

3,693

23

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

36,078,905

26,845

24

CU

Cash-settled futures contract on copper

34,805,735

1,345

25

TT

Deliverable futures contract on Tatneft ordinary shares

19,544,940

1,312

26

MT

Deliverable futures contract on MTS ordinary shares

10,835,829

424

27

PD

Cash-settled futures contract on palladium

9,887,749

46

28

NK

Deliverable futures contract on Novatek ordinary shares

5,991,946

224

29

PZ

Deliverable futures contract on Polyus Gold ordinary shares "

1,578,892

91

30

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

382,147

14

31

MP

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

88,950

7

32

Rk

Cash-settled futures contracts on RTS Telecom Index

24,861

2

33

RI

Futures-style options on RTS Index futures contract

57,366,179,162

586,660

34

Si

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

4,271,909,500

124,781

35

SR

Futures-style options on Sberbank futures contract

1,397,697,000

148,903

36

GZ

Futures-style options on Gazprom futures contract

426,873,000

24,431

37

GM

Futures-style options on MMC NORILSK NICKEL futures contract

257,860,000

4,006

38

GD

Futures-style options on gold futures contract

95,911,444

2,241

39

LK

Futures-style options on LUKOIL futures contract

76,429,000

4,322

40

ED

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

68,467,567

1,637

41

SV

Futures-style options on refined silver futures contract

53,324,048

626

42

BR

Futures-style options on Brent oil futures contract

30,777,679

1,143

43

TN

Futures-style options on futures contract on Transneft preferred shares

211,000

7

44

VB

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

197,500

20

45

RN

Futures-style option on futures contract on Rosneft ordinary shares

24,500

1

 

 

Total:

879,628,545,563

17,319,749