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