OREANDA-NEWS. September 7, 2010. For the period from August 1 – August 31, 2010 the trading volume on FORTS (Futures & Options on RTS) totaled 2,246.3 billion rubles or 48.7 million contracts, including 300.9 billion rubles during the evening trading session. At the end of August 2010 the total open interest stood at 189.1 billion rubles or 6.1 million contracts.

In August 2010 the trading volume of the cash-settled futures contract on gasoil (summer grade) reached RUB196.1 million or 11.8 thousand contracts. The trading volume of the power futures contract launched by RTS Group and OJSC Moscow Energy Exchange reached RUB514.6 million or 12.9 thousand contracts.

FORTS Trading results: August 2010

 

August

July

Change

Futures contracts

 

 

 

Trading volume, mln USD

73,425

71,481

2.71%

Trading volume, contracts

46,943,997

48, 207,274

-2.62%

Number of trades

9,586,380

10,391,220

-7.75%

Total open interest, mln USD

3,719

4,151

-10.40%

Total open interest, contracts

4,160,908

4,413,612

-5.73%

Options Contracts

 

 

 

Trading volume, mln USD

3,894

2,977

30.80%

Trading volume, contracts

1,733,449

1,686,676

2.77%

Number of trades

173,203

166,054

4.31%

Total open interest, mln USD

2,448

1,817

34.72%

Total open interest, contracts

1,908,302

1,503,656

26.91%

Total

 

 

 

Trading volume, mln USD

77,319

74,458

3.84%

Trading volume, contracts

48,677,446

49,893,950

-2.44%

Number of trades

9,759,583

10,557,274

-7.56%

Total open interest, mln USD

6,167

5,968

3.33%

Total open interest, contracts

6,069,210

5,917,268

2.57%

FORTS contracts by volume in August 2010

№

Code

Contract

Turnover

RUB

contracts

1

RI

Cash-settled futures contract on RTS Index

1,688,617,545,390

19,158,198

2

Si

Cash-settled futures contract on USD/RUB exchange rate

205,082,727,981

6,731,457

3

ED

Cash-settled futures contract on EUR/USD exchange rate

106,612,770,951

2,717,115

4

SR

Deliverable futures contract on Sberbank ordinary shares

92,028, 640,950

11,466,005

5

GZ

Deliverable futures contract on Gazprom ordinary shares

55,711,014,487

3,422,643

6

BR

Cash-settled Brent oil futures contract

21,493,562,256

919,377

7

LK

Deliverable futures contract on LUKOIL ordinary shares

15,555,996,782

932,750

8

GD

Cash-settled futures contract on gold

13,393,416,926

359,214

9

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

7,454,313,486

145,464

10

RS

Cash-settled futures contract on RTS Standard Index

6,771,044,510

71,462

11

RN

Deliverable futures contract on Rosneft ordinary shares

3,470,589,192

172,752

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

3,165,738,167

80,464

13

SV

Cash-settled futures contract on refined silver

2,546,500,800

44,994

14

SP

Deliverable futures contract on Sberbank preferred shares

2,273,692,825

389,722

15

VB

Deliverable futures contract on VTB Bank ordinary shares

1,876,221,595

231,549

16

TN

Deliverable futures contract on Transneft preferred shares

746,872,363

22,900

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

437,605,550

15,145

18

PT

Cash-settled futures contract on platinum

236,334,569

5,064

19

CH

Deliverable futures contract on Severstal ordinary shares

227,256,797

6,160

20

HY

Deliverable futures contract on RusHydro ordinary shares

141,931,576

8,729

21

MP

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

66,152,950

5,928

22

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

33,487,878

32,323

23

MT

Deliverable futures contract on MTS ordinary shares

28,137,446

1,148

24

TT

Deliverable futures contract on Tatneft ordinary shares

25,997,230

1,833

25

PZ

Deliverable futures contract on Polyus Gold ordinary shares

19 260 511

1,391

26

SU

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

5,273,350

46

27

NK

Deliverable futures contract on NOVATEK ordinary shares

2,697,776

127

28

PD

Cash-settled futures contract on palladium

745,782

5

29

UR

Cash-settled Urals oil futures contract

579,369

26

30

Rc

Cash-settled futures contract on RTS Index – Consumer and Retail

103,332

6

31

RI

Futures-style options on RTS Index futures contract

112,636,408,029

1,300,633

32

SR

Futures-style options on Sberbank futures contract

2,133,519,000

271,207

33

GZ

Futures-style options on Gazprom futures contract

1,260,684,000

76,376

34

Si

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

1,024,812,750

33,178

35

LK

Futures-style options on LUKOIL futures contract

578,977,000

33,922

36

SV

Futures-style options on refined silver futures contract

256,493,937

4,776

37

RN

Futures-style options on Rosneft futures contract

132,911,000

6,330

38

GD

Futures-style options on gold futures contract

117,713,953

3,153

39

ED

Futures-style options on EUR/USD exchange rate futures

92,807,664

2,383

40

GM

Futures-style options on MMC NORILSK NICKEL futures contract

46,775,000

892

41

TN

Futures-style options on futures contract on Transneft preferred shares

17,689,500

494

42

VB

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

757,500

95

43

PT

Futures-style options on platinum futures contract

461,702

10

 

 

Total:

2,346,326,223,812

48,677,446