OREANDA-NEWS. November 23, 2010. For the week of November 15-19, 2010 the total trading volume on FORTS (Futures & Options on RTS) equaled 890.1 billion rubles or 17.6 million contracts, including 114.2 billion rubles during the evening trading session. The total open interest as of the last day of the week, November 19, 2010 reached 258.8 billion rubles or 6.9 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 RUB61.8 million or 3.3 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB63.5 million or 3,100 contracts.

 

Week

November 15-19

Week

November 8-13

Change, %

Futures contracts

Trading volume, rubles

829,066,524,391

838,944,853,988

-1.18%

Trading volume, contracts

16,801,609

18,018,623

-6.75%

Number of trades

2,606,203

2,663,087

-2.14%

Total open interest, rubles

159,755,972,874

148,829,825,827

7.34%

Total open interest, contracts

4,980,648

4,908,472

1.47%

Options Contracts

Trading volume, rubles

61,015,755,659

56,077,660,926

8.81%

Trading volume, contracts

801,262

746,361

7.36%

Number of trades

67,300

77,883

-13.59%

Total open interest, rubles

99,069,858,664

107,136,499,035

-7.53%

Total open interest, contracts

1,902,658

1,875,634

1.44%

Total

Trading volume, rubles

890,082,280,050

895,022,514,914

-0.55%

Trading volume, contracts

17,602,871

18,764,984

-6.19%

Number of trades

2,673,503

2,740,970

-2.46%

Total open interest, rubles

258,825,831,538

255,966,324,862

1.12%

Total open interest, contracts

6,883,306

6,784,106

1.46%

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

565,842,535,280

5,740,064

2

Si

Cash-settled futures contract on USD/RUB exchange rate

85,462,229,115

2,740,917

3

ED

Cash-settled futures contract on EUR/USD exchange rate

77,146,273,873

1,823,851

4

SR

Deliverable futures contract on Sberbank ordinary shares

41,090,049,661

4,198,787

5

GZ

Deliverable futures contract on Gazprom ordinary shares

12,623,293,260

739,653

6

RS

Cash-settled futures contract on RTS Standard Index

12,421,376,555

118,376

7

GD

Cash-settled futures contract on gold

10,017,212,723

237,402

8

BR

Cash-settled Brent oil futures contract

6,856,195,634

258,534

9

LK

Deliverable futures contract on LUKOIL ordinary shares

4,067,507,947

234,601

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

3,539,751,543

61,057

11

SV

Cash-settled futures contract on refined silver

2,337,824,557

28,747

12

SP

Deliverable futures contract on Sberbank preferred shares

2,007,360,386

285,181

13

VB

Deliverable futures contract on VTB Bank ordinary shares

1,648,650,105

158,789

14

RN

Deliverable futures contract on Rosneft ordinary shares

1,314,978,579

61,361

15

Eu

Cash-settled futures contract on EUR/RUB exchange

1,004,653,221

23,657

16

PT

Cash-settled futures contract on platinum

350,110,164

6,740

17

SA

Cash-settled futures contract on raw sugar

337,793,787

17,809

18

MP

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

323,526,100

28,840

19

TN

Deliverable futures contract on Transneft preferred shares

166,390,425

4,181

20

CH

Deliverable futures contract on Severstal ordinary shares

155,784,778

3,543

21

SN

Deliverable futures contract on Surgutneftegas ordinary shares

115,753,513

3,902

22

HY

Deliverable futures contract on RusHydro ordinary shares

76,364,180

4,837

23

MT

Deliverable futures contract on MTS ordinary shares

74,003,819

2,897

24

PD

Cash-settled futures contract on palladium

24,946,138

119

25

Ro

Cash-settled futures contract on RTS Oil & Gas Index

23,910,898

2,380

26

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

17,585,167

14,000

27

TT

Deliverable futures contract on Tatneft ordinary shares

10,455,078

701

28

Rk

Cash-settled futures contract on RTS Telecom Index

5,976,118

500

29

PZ

Deliverable futures contract on Polyus Gold ordinary shares

1,955,156

115

30

Rc

Cash-settled futures contract on RTS Consumer and Retail Index

1,128,680

46

31

NK

Deliverable futures contract on NOVATEK ordinary shares

505,451

19

32

SU

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

442,500

3

33

RI

Futures-style options on RTS Index futures contract

58,423,566,137

604,144

34

SR

Futures-style options on Sberbank futures contract

1,329,226,000

143,428

35

GZ

Futures-style options on Gazprom futures contract

522,543,000

30,220

36

LK

Futures-style options on LUKOIL futures contract

186,604,000

10,673

37

PT

Futures-style options on futures contract on platinum

152,461,602

2,700

38

GD

Futures-style options on gold futures contract

144,126,933

3,378

39

GM

Futures-style options on MMC NORILSK NICKEL futures contract

95,037,500

2,001

40

Si

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

73,311,750

2,383

41

BR

Futures-style options on Brent oil future

43,460,277

1,605

42

SV

Futures-style options on refined silver futures contract

29,915,748

356

43

ED

Futures-style options on EUR/USD futures contract

14,947,211

350

44

TN

Futures-style options on futures contract on Transneft preferred shares

348,000

12

45

RN

Futures-style options on Rosneft futures contract

126,000

6

46

VB

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

52,500

5

47

SN

Futures-style options on futures on Surgutneftegas ordinary shares

29,000

1

 

 

Total:

890,082,280,050

17,602,871