OREANDA-NEWS. June 18, 2010. For the week of June 7 – June 11, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 689.5 billion rubles or 15.6 million contracts, including 95.1 billion rubles during the evening trading session. The total open interest as of the last day of the week, June 11 2010 reached 111.5 billion rubles or 3.43 million contracts.

 

Week
June 7 – June 11

Week
May 31 – June 4

Change, %

Futures contracts

Trading volume, rubles

660,675,580,477

597,612,913,940

10.55%

Trading volume, contracts

15,053,126

13,297,787

13.20%

Number of trades

3,117,168

2,900,546

7.47%

Total open interest, rubles

100,104,241,058

125,371,219,466

-20.15%

Total open interest, contracts

3,126,696

4,622,902

-32.37%

Options Contracts

Trading volume, rubles

28,825,357,814

22,945,001,974

25.63%

Trading volume, contracts

588,517

453,727

29.71%

Number of trades

48,202

39,044

23.46%

Total open interest, rubles

11,405,433,722

89,350,067,701

-87.24%

Total open interest, contracts

301,748

3,725,128

-91.90%

Total

Trading volume, rubles

689,500,938,292

620,557,915,913

11.11%

Trading volume, contracts

15,641,643

13,751,514

13.74%

Number of trades

3,165,370

2,939,590

7.68%

Total open interest, rubles

111,509,674,780

214,721,287,167

-48.07%

Futures contracts

3,428,444

8,348,030

-58.93%

FORTS contracts by volume (7.06.10 - 11.06.10)

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

486,589,944,763

5,766,998

2

Si

Cash-settled futures contract on USD/RUB exchange rate

77,142,544,071

2,432,612

3

SR

Deliverable futures contract on Sberbank ordinary shares

26,425,227,457

3,689,585

4

GZ

Deliverable futures contract on Gazprom ordinary shares

21,214,148,780

1,327,041

5

ED

Cash-settled futures contract on EUR/USD exchange rate

20,165,617,659

529,761

6

LK

Deliverable futures contract on LUKOIL ordinary shares

10,166,251,277

627,028

7

GD

Cash-settled futures contract on gold

3,893,453,998

100,221

8

RS

Cash-settled futures contract on RTS Standard Index

3,501,786,813

38,530

9

Eu

Cash-settled futures contract on EUR/RUB exchange rate

2,555,105,179

66,972

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

2,363,871,446

48,421

11

BR

Cash-settled Brent oil futures contract

2,223,212,431

95,503

12

RN

Deliverable futures contract on Rosneft ordinary shares

1,693,742,351

77,594

13

VB

Deliverable futures contract on VTB Bank ordinary shares

904,735,333

125,015

14

SV

Cash-settled futures contract on refined silver

510,259,714

8,920

15

SP

Deliverable futures contract on Sberbank preferred shares

471,219,181

85,090

16

PT

Cash-settled futures contract on platinum

291,822,449

6,094

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

184,193,386

6,593

18

MR

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

101,957,960

102

19

MT

Deliverable futures contract on MTS ordinary shares

97,970,291

4,198

20

TN

Deliverable futures contract on Transneft preferred shares

71,343,391

2,702

21

HY

Deliverable futures contract on RusHydro ordinary shares

26,071,974

1,642

22

CH

Deliverable futures contract on Severstal ordinary shares

24,851,560

796

23

Ro

Cash-settled futures contract on RTS Oil & Gas Index

16,594,587

1,500

24

TT

Deliverable futures contract on Tatneft ordinary shares

8,920,815

668

25

PZ

Deliverable futures contract on Polyus Gold ordinary shares

8,656,876

576

26

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

8,072,169

8,259

27

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

5,176,574

270

28

MP

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

4,274,675

375

29

PD

Cash-settled futures contract on palladium

3,964,955

28

30

NK

Deliverable futures contract on NOVATEK ordinary shares

539,123

28

31

Rk

Cash-settled futures contract on RTS Telecom Index

49,240

4

32

RI

Futures-style options on RTS Index futures contract

24,747,238,798

292,573

33

GZ

Options on Gazprom futures contract

1,269,297,000

78,442

34

LK

Options on LUKOIL futures contract

812,233,000

50,288

35

Si

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

580,508,250

18,329

36

SR

Options on Sberbank futures contract

562,992,000

79,445

37

VB

Futures-style options on VTB Bank futures contract

442,976,500

60,060

38

GM

Futures-style options on MMC NORILSK NICKEL futures contract

330,047,500

7,285

39

GD

Futures-style options on gold futures contract

75,518,267

1,956

40

TN

Futures-style options on futures contract on Transneft preferred shares

4,546,500

139

 

 

Total

689,500,938,292

15,641,643

For the week of June 7 – June 11, 2010 the trading volume in the gasoil futures contract that was launched by RTS Group and Saint Petersburg Exchange reached RUB35.6 million or 2.2 thousand contracts.