OREANDA-NEWS. February 25, 2011. For the week of February 14-18, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 975.6 billion rubles or 18.0 million contracts, including 120.4 billion rubles during the evening trading session. The total open interest as of the last day of the week, February 18, 2011 reached 267.6 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 RUB86.9 million or 3.9 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB162.5 million or 4.4 thousand contracts.

 

Week

February 14-18

Week

February 7-11

Change, %

Futures contracts

Trading volume, rubles

919,620,258,633

985,416,742,241

-6.68%

Trading volume, contracts

17,290,309

18,346,654

-5.76%

Number of trades

3,327,565

3,556,171

-6.43%

Total open interest, rubles

183,167,302,282

167,070,501,660

9.63%

Total open interest, contracts

5,472,454

5,394,330

1.45%

Options Contracts

Trading volume, rubles

56,000,077,144

72,256,115,846

-22.50%

Trading volume, contracts

745,806

856,429

-12.92%

Number of trades

63,731

76,716

-16.93%

Total open interest, rubles

84,402,520,368

107,920,121,979

-21.79%

Total open interest, contracts

1,776,678

1,883,684

-5.68%

Total

Trading volume, rubles

975,620,335,777

1,057,672,858,087

-7.76%

Trading volume, contracts

18,036,115

19,203,083

-6.08%

Number of trades

3,391,296

3,632,887

-6.65%

Total open interest, rubles

267,569,822,649

274,990,623,639

-2.70%

Total open interest, contracts

7,249,132

7,278,014

-0.40%

No

Code

Contract

Turnover

RUB

contracts

1

RI

Cash-settled futures contract on RTS Index

698,073,716,065

6,404,869

2

Si

Cash-settled futures contract on USD/RUB exchange rate

61,563,147,436

2,099,379

3

SR

Deliverable futures contract on Sberbank ordinary shares

43,337,836,111

4,269,629

4

GZ

Deliverable futures contract on Gazprom ordinary shares

38,964,117,894

1,939,310

5

ED

Cash-settled futures contract on EUR/USD exchange rate

30,893,796,695

780,025

6

BR

Cash-settled Brent oil futures contract

11,049,394,516

367,303

7

LK

Deliverable futures contract on LUKOIL ordinary shares

7,546,826,086

393,677

8

GD

Cash-settled futures contract on gold

5,863,574,022

145,551

9

VB

Deliverable futures contract on VTB Bank ordinary shares

4,026,577,694

416,133

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

3,522,706,278

50,412

11

SV

Cash-settled futures contract on refined silver

3,214,838,952

35,520

12

GU

Cash-settled futures contract on GBP/USD Exchange Rate

3,189,618,713

67,711

13

RN

Deliverable futures contract on Rosneft ordinary shares

1,893,996,053

73,673

14

RS

Cash-settled futures contract on RTS Standard Index

1,714,655,860

14,724

15

Eu

Cash-settled futures contract on EUR/RUB exchange

1,270,904,855

32,042

16

AU

Cash-settled futures contract on AUD/USD Exchange Rate

1,085,632,359

37,103

17

SP

Deliverable futures contract on Sberbank preferred shares

701,070,481

99,734

18

MR

Cash-settled futures on average interest rate of the overnight credit MosPrime

398,135,155

402

19

SA

Cash-settled futures contract on raw sugar

281,551,156

13,801

20

HY

Deliverable futures contract on RusHydro ordinary shares

182,967,830

12,169

21

O2

Deliverable futures contract on the two-year federal loan bonds

172,840,237

17,014

22

PT

Cash-settled futures contract on platinum

133,351,629

2,481

23

CU

Cash-settled futures contract on copper

125,283,015

4,327

24

SN

Deliverable futures contract on Surgutneftegas ordinary shares

115,967,612

3,647

25

TN

Deliverable futures contract on Transneft preferred shares

105,339,144

2,697

26

CH

Deliverable futures contract on Severstal ordinary shares

63,904,598

1,229

27

PD

Cash-settled futures contract on palladium

45,808,282

189

28

MP

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

30,121,075

2,002

29

O4

Deliverable futures contract on the four-year federal loan bonds

20,560,263

2,001

30

MT

Deliverable futures contract on MTS ordinary shares

15,474,794

624

31

TT

Deliverable futures contract on Tatneft ordinary shares

8,658,049

523

32

NK

Deliverable futures contract on NOVATEK ordinary shares

4,456,146

139

33

Ro

Cash-settled futures contract on RTS Oil & Gas Index

3,429,578

269

34

RI

Futures-style options on RTS Index futures contract

50,415,835,828

471,449

35

GZ

Futures-style options on Gazprom futures contract

3,503,026,000

172,778

36

Si

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

845,346,250

28,440

37

SR

Futures-style options on Sberbank futures contract

615,969,750

59,770

38

GM

Futures-style options on MMC NORILSK NICKEL futures contract

415,245,000

5,650

39

LK

Futures-style options on LUKOIL futures contract

89,476,000

4,676

40

GD

Futures-style options on gold futures contract

47,990,296

1,186

41

BR

Futures-style options on Brent oil future

35,574,083

1,166

42

SV

Futures-style options on refined silver futures contract

15,614,342

168

43

ED

Futures-style options on EUR/USD futures contract

13,269,096

334

44

VB

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

1,452,500

148

45

SN

Futures-style options on futures on Surgutneftegas ordinary shares

1,278,000

41

 

 

Total:

975,620,335,777

18,036,115