OREANDA-NEWS. March 3, 2011. For the week of February 21-25, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled  816.4 billion rubles or 15.7 million contracts, including 95.6 billion rubles during the evening trading session. The total open interest as of the last day of the week, February 25, 2011 reached 286.8 billion rubles or 7.2 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 RUB61.7. million or 2.9 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB231.6 million or 6.0 thousand contracts.

 

Week

February 21-25

Week

February 14-18

Change, %

Futures contracts

Trading volume, rubles

771,923,117,788

919,620,258,633

-16.06%

Trading volume, contracts

15,064,784

17,290,309

-12.87%

Number of trades

2,802,166

3,327,565

-15.79%

Total open interest, rubles

188,080,131,740

183,167,302,282

2.68%

Total open interest, contracts

5,209,806

5,472,454

-4.80%

Options Contracts

Trading volume, rubles

44,422,563,229

56,000,077,144

-20.67%

Trading volume, contracts

657,746

745,806

-11.81%

Number of trades

59,661

63,731

-6.39%

Total open interest, rubles

98,690,434,424

84,402,520,368

16.93%

Total open interest, contracts

2,031,110

1,776,678

14.32%

Total

Trading volume, rubles

816,345,681,017

975,620,335,777

-16.33%

Trading volume, contracts

15,722,530

18,036,115

-12.83%

Number of trades

2,861,827

3,391,296

-15.61%

Total open interest, rubles

286,770,566,164

267,569,822,649

7.18%

Total open interest, contracts

7,240,916

7,249,132

-0.11%

No

Code

Contract

Turnover

RUB

contracts

1

RI

Cash-settled futures contract on RTS Index

556,141,257,856

5,123,523

2

Si

Cash-settled futures contract on USD/RUB exchange rate

61,864,840,210

2,120,684

3

GZ

Deliverable futures contract on Gazprom ordinary shares

36,124,424,168

1,778,357

4

SR

Deliverable futures contract on Sberbank ordinary shares

33,659,380,182

3,415,115

5

ED

Cash-settled futures contract on EUR/USD exchange rate

28,737,226,582

720,273

6

BR

Cash-settled Brent oil futures contract

15,963,811,614

498,757

7

LK

Deliverable futures contract on LUKOIL ordinary shares

8,910,273,388

450,992

8

GD

Cash-settled futures contract on gold

7,120,738,671

174,029

9

SV

Cash-settled futures contract on refined silver

6,053,034,238

62,975

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary

3,964,174,775

59,051

11

RN

Deliverable futures contract on Rosneft ordinary shares

2,702,144,130

101,219

12

VB

Deliverable futures contract on VTB Bank ordinary shares

2,599,080,559

272,864

13

RS

Cash-settled futures contract on RTS Standard Index

2,248,646,640

19,333

14

GU

Cash-settled futures contract on GBP/USD Exchange Rate

1,925,721,925

41,016

15

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,077,507,618

26,906

16

SP

Deliverable futures contract on Sberbank preferred shares

816,492,917

119,646

17

AU

Cash-settled futures contract on AUD/USD Exchange Rate

762,609,648

26,063

18

CH

Deliverable futures contract on Severstal ordinary shares

247,630,826

4,788

19

SN

Deliverable futures contract on Surgutneftegas ordinary shares

198,444,453

6,111

20

SA

Cash-settled futures contracts on raw sugar

116,440,692

5,826

21

O4

Deliverable futures contract on the four-year federal loan bonds

102,650,000

10,000

22

PT

Cash-settled futures contract on platinum

96,011,885

1,810

23

O2

Deliverable futures contract on the two-year federal loan bonds

95,382,196

9,386

24

HY

Deliverable futures contract on RusHydro ordinary shares

87,941,439

6,078

25

PD

Cash-settled futures contract on palladium

81,358,951

351

26

TN

Deliverable futures contract on Transneft preferred shares

71,797,902

1,823

27

CU

Cash-settled futures contract on copper

64,922,965

2,326

28

MP

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

50,941,025

3,840

29

NK

Deliverable futures contract on NOVATEK ordinary shares

20,975,646

629

30

Ro

Cash-settled futures contract on RTS Oil & Gas Index

6,065,437

463

31

TT

Deliverable futures contract on Tatneft ordinary shares

5,615,883

328

32

MT

Deliverable futures contract on MTS ordinary shares

5,573,367

222

33

RI

Futures-style options on RTS Index futures contract

38,875,299,887

363,809

34

GZ

Futures-style options on Gazprom futures contract

4,038,491,500

202,796

35

LK

Futures-style options on LUKOIL futures contract

563,494,500

29,601

36

SR

Futures-style options on Sberbank futures contract

499,161,500

49,329

37

Si

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

164,440,750

5,413

38

GD

Futures-style options on gold futures contract

142,937,037

3,487

39

BR

Futures-style options on Brent oil future

62,213,933

2,008

40

SV

Futures-style options on refined silver futures contract

42,839,673

443

41

ED

Futures-style options on EUR/USD futures contract

29,539,199

740

42

GM

Futures-style options on MMC NORILSK NICKEL futures contract

2,830,000

39

43

TN

Futures-style options on futures on Transneft preferred shares

720,000

20

44

VB

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

595,250

61

 

 

Total:

816,345,681,017

15,722,530