RTS Released FORTS February 7-11 Trading Results
OREANDA-NEWS. February 17, 2011. For the week of February 7-11, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,057.7 billion rubles or 19.2 million contracts, including 136.9 billion rubles during the evening trading session. The total open interest as of the last day of the week, February 11, 2011 reached 275.0 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 RUB81.5 million or 3.6 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB74.3 million or 2.5 thousand contracts.
|
Week February 7-11 |
Week January 31 – February 4 |
Change, % |
Futures contracts | |||
Trading volume, rubles |
985,416,742,241 |
884,501,862,941 |
11.41% |
Trading volume, contracts |
18,346,654 |
16,255,740 |
12.86% |
Number of trades |
3,556,171 |
3,086,996 |
15.20% |
Total open interest, rubles |
167,070,501,660 |
165,654,139,350 |
0.86% |
Total open interest, contracts |
5,394,330 |
4,710,264 |
14.52% |
Options Contracts | |||
Trading volume, rubles |
72,256,115,846 |
52,424,532,966 |
37.83% |
Trading volume, contracts |
856,429 |
639,704 |
33.88% |
Number of trades |
76,716 |
68,590 |
11.85% |
Total open interest, rubles |
107,920,121,979 |
96,032,519,602 |
12.38% |
Total open interest, contracts |
1,883,684 |
1,633,890 |
15.29% |
Total | |||
Trading volume, rubles |
1,057,672,858,087 |
936,926,395,907 |
12.89% |
Trading volume, contracts |
19,203,083 |
16,895,444 |
13.66% |
Number of trades |
3,632,887 |
3,155,586 |
15.13% |
Total open interest, rubles |
274,990,623,639 |
261,686,658,952 |
5.08% |
Total open interest, contracts |
7,278,014 |
6,344,154 |
14.72% |
No |
Code |
Contract |
Turnover | |
RUB |
contracts | |||
1 |
RI |
Cash-settled futures contract on RTS Index |
742,105,487,999 |
6,720,005 |
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
75,812,476,333 |
2,579,429 |
3 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
44,205,357,326 |
4,394,808 |
4 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
42,792,564,102 |
2,016,659 |
5 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
30,043,481,788 |
752,862 |
6 |
BR |
Cash-settled Brent oil futures contract |
11,896,938,803 |
402,703 |
7 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
8,870,757,732 |
458,101 |
8 |
GD |
Cash-settled futures contract on gold |
6,139,455,502 |
153,853 |
9 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
5,415,029,316 |
75,803 |
10 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
3,485,388,095 |
365,427 |
11 |
SV |
Cash-settled futures contract on refined silver |
3,056,135,426 |
34,962 |
12 |
RS |
Cash-settled futures contract on RTS Standard Index |
2,645,104,475 |
22,394 |
13 |
GU |
Cash-settled futures contract on GBP/USD Exchange Rate |
2,341,974,808 |
49,616 |
14 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
2,204,868,850 |
87,352 |
15 |
Eu |
Cash-settled futures contract on EUR/RUB exchange |
1,178,394,983 |
29,473 |
16 |
AU |
Cash-settled futures contract on AUD/USD Exchange Rate |
1,146,313,682 |
38,907 |
17 |
SP |
Deliverable futures contract on Sberbank preferred shares |
834,083,677 |
118,597 |
18 |
SA |
Cash-settled futures contract on raw sugar |
321,013,775 |
15,297 |
19 |
CH |
Deliverable futures contract on Severstal ordinary shares |
230,167,039 |
4,383 |
20 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
175,246,449 |
5,441 |
21 |
TN |
Deliverable futures contract on Transneft preferred shares |
118,135,562 |
3,083 |
22 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
115,533,767 |
7,689 |
23 |
PT |
Cash-settled futures contract on platinum |
85,704,802 |
1,584 |
24 |
CU |
Cash-settled futures contract on copper |
83,170,465 |
2,846 |
25 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
60,900,425 |
4,266 |
26 |
PD |
Cash-settled futures contract on palladium |
28,082,849 |
116 |
27 |
MT |
Deliverable futures contract on MTS ordinary shares |
10,564,198 |
427 |
28 |
NK |
Deliverable futures contract on NOVATEK ordinary shares |
10,239,966 |
321 |
29 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
4,118,881 |
246 |
30 |
Ro |
Cash-settled futures contract on RTS Oil & Gas Index |
51,165 |
4 |
31 |
RI |
Futures-style options on RTS Index futures contract |
68,907,505,361 |
638,353 |
32 |
GZ |
Futures-style options on Gazprom futures contract |
1,534,508,000 |
72,341 |
33 |
SR |
Futures-style options on Sberbank futures contract |
1,270,765,250 |
122,470 |
34 |
LK |
Futures-style options on LUKOIL futures contract |
322,914,000 |
16,633 |
35 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
114,388,750 |
3,702 |
36 |
BR |
Futures-style options on Brent oil future |
42,757,434 |
1,456 |
37 |
ED |
Futures-style options on EUR/USD futures contract |
24,499,740 |
605 |
38 |
SV |
Futures-style options on refined silver futures contract |
15,767,881 |
186 |
39 |
GD |
Futures-style options on gold futures contract |
12,340,930 |
312 |
40 |
GM |
Futures-style options on MMC NORILSK NICKEL futures contract |
4,525,000 |
66 |
41 |
TN |
Futures-style options on futures contract on Transneft preferred shares |
3,620,000 |
90 |
42 |
VB |
Futures-style options on futures contract on JSC VTB Bank ordinary shares |
1,923,500 |
195 |
43 |
SN |
Futures-style options on futures on Surgutneftegas ordinary shares |
600,000 |
20 |
|
|
Total: |
1,057,672,858,087 |
19,203,083 |
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