OREANDA-NEWS. August 17, 2010. For the week of August 9-13, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 544.43 billion rubles or 11.15 million contracts, including 72.79 billion rubles during the evening trading session. The total open interest as of the last day of the week,  August 13, 2010 reached 188.16 billion rubles or 6.16 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 RUB43.6 million or 2.6 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB224.9 million or 5,200 contracts.

 

Week
August 9-13

Week
August 2-6

Change, %

Futures contracts

Trading volume, rubles

516,373,470,208

497,911,534,217

3.71%

Trading volume, contracts

10,656,494

10,136,288

5.13%

Number of trades

2,236,433

2,150,585

3.99%

Total open interest, rubles

119,967,718,306

124,340,967,233

-3.52%

Total open interest, contracts

4,354,636

4,376,314

-0.50%

Options Contracts

Trading volume, rubles

28,059,618,828

23,308,901,962

20.38%

Trading volume, contracts

489,032

322,661

51.56%

Number of trades

42,871

35,951

19.25%

Total open interest, rubles

68,193,962,841

64,415,822,558

5.87%

Total open interest, contracts

1,803,056

1,657,632

8.77%

Total

Trading volume, rubles

544,433,089,036

521,220,436,178

4.45%

Trading volume, contracts

11,145,526

10,458,949

6.56%

Number of trades

2,279,304

2,186,536

4.24%

Total open interest, rubles

188,161,681,147

188,756,789,791

-0.32%

Total open interest, contracts

6,157,692

6,033,946

2.05%

FORTS contracts by volume (9.08.10 – 13.08.10)

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

389,235,487,590

4,384,345

2

Si

Cash-settled futures contract on USD/RUB exchange rate

50,917,585,667

1,677,807

3

ED

Cash-settled futures contract on EUR/USD exchange rate

25,927,334,777

657,954

4

SR

Deliverable futures contract on Sberbank ordinary shares

19,899,931,159

2,430,994

5

GZ

Deliverable futures contract on Gazprom ordinary shares

12,045,153,675

729,454

6

BR

Cash-settled Brent oil futures contract

4,033,928,579

169,743

7

LK

Deliverable futures contract on LUKOIL ordinary shares

3,645,489,788

217,716

8

GD

Cash-settled futures contract on gold

2,769,934,640

75,402

9

RS

Cash-settled futures contract on RTS Standard Index

2,488,748,110

26,108

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,694,018,667

33,296

11

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,085,444,446

27,487

12

RN

Deliverable futures contract on Rosneft ordinary shares

854,706,487

42,453

13

SP

Deliverable futures contract on Sberbank preferred shares

603,561,130

100,689

14

VB

Deliverable futures contract on VTB Bank ordinary shares

465,014,748

56,865

15

SV

Cash-settled futures contract on refined silver

303,752,254

5,506

16

SN

Deliverable futures contract on Surgutneftegas ordinary shares

111,209,215

3,781

17

TN

Deliverable futures contract on Transneft preferred shares

109,175,650

3,520

18

CH

Deliverable futures contract on Severstal ordinary shares

84,421,819

2,292

19

HY

Deliverable futures contract on RusHydro ordinary shares

49,398,243

3,009

20

PT

Cash-settled futures contract on platinum

11,107,667

238

21

MP

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

10,612,875

1,006

22

MT

Deliverable futures contract on MTS ordinary shares

9,881,888

406

23

PZ

Deliverable futures contract on Polyus Gold ordinary shares

6,351,177

461

24

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

5,513,835

5,618

25

TT

Deliverable futures contract on Tatneft ordinary shares

4,618,222

319

26

SU

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

544,600

5

27

NK

Deliverable futures contract on NOVATEK ordinary shares

398,480

19

28

PD

Cash-settled futures contract on palladium

144,820

1

29

RI

Futures-style options on RTS Index futures contract

25,853,426,217

293,454

30

SR

Futures-style options on Sberbank futures contract

1,198,669,750

151,130

31

LK

Futures-style options on LUKOIL futures contract

286,010,000

16,385

32

GZ

Futures-style options on Gazprom futures contract

267,697,000

16,514

33

SV

Futures-style Put option on refined silver futures contract

227,996,386

4,263

34

Si

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

168,469,000

5,559

35

GD

Futures-style options on gold futures contract

27,064,850

747

36

ED

Futures-style Call option on EUR/USD futures contract.

17,224,626

442

37

RN

Futures-style options on Rosneft futures contract

10,009,000

477

38

GM

Futures-style options on MMC NORILSK NICKEL futures contract

2,700,000

50

39

TN

Futures-style options on futures contract on Transneft preferred shares

352,000

11

 

 

Total:

544,433,089,036

11,145,526