RTS Released March 28 - April 1, 2011 FORTS Weekly Trading Results
OREANDA-NEWS. April 8, 2011. For the week of March 28 - April 1, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 824.30 billion rubles or 14.81 million contracts, including 75.44 billion rubles during the evening trading session. The total open interest as of the last day of the week, April 1, 2011 reached 307.48 billion rubles or 6.45 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 RUB60.32 million or 2.64 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB173.02 million or 5.39 thousand contracts.
|
Week March 28 - April 1 |
Week March 21-25 |
Change, % |
Futures contracts | |||
Trading volume, rubles |
759,024,492,654 |
856,520,548,888 |
-11.38% |
Trading volume, contracts |
14,069,917 |
16,208,577 |
-13.19% |
Number of trades |
2,736,528 |
3,249,761 |
-15.79% |
Total open interest, rubles |
189,138,685,973 |
173,844,771,383 |
8.80% |
Total open interest, contracts |
4,780,402 |
4,344,108 |
10.04% |
Options Contracts | |||
Trading volume, rubles |
65,274,889,596 |
60,607,635,445 |
7.70% |
Trading volume, contracts |
736,906 |
715,818 |
2.95% |
Number of trades |
68,755 |
77,070 |
-10.79% |
Total open interest, rubles |
118,342,590,943 |
95,523,587,367 |
23.89% |
Total open interest, contracts |
1,665,794 |
1,368,836 |
21.69% |
Total | |||
Trading volume, rubles |
824,299,382,250 |
917,128,184,333 |
-10.12% |
Trading volume, contracts |
14,806,823 |
16,924,395 |
-12.51% |
Number of trades |
2,805,283 |
3,326,831 |
-15.68% |
Total open interest, rubles |
307,481,276,917 |
269,368,358,750 |
14.15% |
Total open interest, contracts |
6,446,196 |
5,712,944 |
12.83% |
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