OREANDA-NEWS. April 14, 2011. For the week of April 4-8, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 895.68 billion rubles or 15.08 million contracts, including 109.79 billion rubles during the evening trading session. The total open interest as of the last day of the week, April 8, 2011 reached 342.21 billion rubles or 7.07 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 RUB66.08 million or 2.83 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB72.33 million or 2.56 thousand contracts.

 

Week

April 4-8

Week

March 28- April 1

Change, %

Futures contracts

Trading volume, rubles

809,843,157,774

759,024,492,654

6.70%

Trading volume, contracts

14,202,741

14,069,917

0.94%

Number of trades

2,834,173

2,736,528

3.57%

Total open interest, rubles

194,825,810,367

189,138,685,973

3.01%

Total open interest, contracts

5,017,504

4,780,402

4.96%

Options Contracts

Trading volume, rubles

85,834,832,990

65,274,889,596

31.50%

Trading volume, contracts

879,636

736,906

19.37%

Number of trades

84,536

68,755

22.95%

Total open interest, rubles

147,387,759,437

118,342,590,943

24.54%

Total open interest, contracts

2,051,320

1,665,794

23.14%

Total

Trading volume, rubles

895,677,990,764

824,299,382,250

8.66%

Trading volume, contracts

15,082,377

14,806,823

1.86%

Number of trades

2,918,709

2,805,283

4.04%

Total open interest, rubles

342,213,569,803

307,481,276,917

11.30%

Total open interest, contracts

7,068,824

6,446,196

9.66%

 

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

598,795,681,812

5,173,947

2

Si

Cash-settled futures contract on USD/RUB exchange rate

77,194,381,536

2,719,933

3

SR

Deliverable futures contract on Sberbank ordinary shares

31,019,760,983

2,877,416

4

GZ

Deliverable futures contract on Gazprom ordinary shares

30,896,311,964

1,303,101

5

ED

Cash-settled futures contract on EUR/USD exchange rate

26,786,986,735

665,727

6

BR

Cash-settled Brent oil futures contract

10,802,559,187

314,850

7

LK

Deliverable futures contract on LUKOIL ordinary shares

7,493,591,309

372,276

8

GD

Cash-settled futures contract on gold

6,600,681,699

160,891

9

SV

Cash-settled futures contract on refined silver

6,136,320,510

55,672

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary

4,007,641,936

51,994

11

RN

Deliverable futures contract on Rosneft ordinary shares

2,273,558,804

85,556

12

RS

Cash-settled futures contract on RTS Standard Index

1,517,408,440

12,160

13

GU

Cash-settled futures contract on GBP/USD Exchange Rate

1,028,236,995

22,406

14

VB

Deliverable futures contract on VTB Bank ordinary shares

991,490,853

100,244

15

O4

Deliverable futures contract on the four-year federal loan bonds

756,244,585

72,095

16

Eu

Cash-settled futures contract on EUR/RUB exchange rate

715,205,070

17,671

17

SP

Deliverable futures contract on Sberbank preferred shares

627,091,453

85,089

18

O2

Deliverable futures contract on the two-year federal loan bonds

455,832,999

44,320

19

SA

Cash-settled futures contracts on raw sugar

368,491,821

21,597

20

SN

Deliverable futures contract on Surgutneftegas ordinary shares

321,098,350

10,305

21

AU

Cash-settled futures contract on AUD/USD Exchange Rate

209,114,540

7,169

22

CH

Deliverable futures contract on Severstal ordinary shares

207,791,175

3,696

23

HY

Deliverable futures contract on RusHydro ordinary shares

195,710,666

13,232

24

TN

Deliverable futures contract on Transneft preferred shares

108,787,733

2,421

25

PT

Cash-settled futures contract on platinum

108,548,534

2,137

26

PD

Cash-settled futures contract on palladium

81,888,128

366

27

CU

Cash-settled futures contract on copper

73,794,265

2,733

28

TT

Deliverable futures contract on Tatneft ordinary shares

43,720,214

2,326

29

MP

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

14,767,850

1,033

30

MT

Deliverable futures contract on MTS ordinary shares

7,151,055

292

31

NK

Deliverable futures contract on NOVATEK ordinary shares

3,306,573

86

32

RI

Futures-style options on RTS Index futures contract

82,957,668,706

738,588

33

GZ

Futures-style options on Gazprom futures contract

883,900,000

37,547

34

LK

Futures-style options on LUKOIL futures contract

667,028,000

34,625

35

Si

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

496,461,500

17,303

36

SR

Futures-style options on Sberbank futures contract

460,800,250

43,212

37

GD

Futures-style options on gold futures contract

136,278,917

3,384

38

BR

Futures-style options on Brent oil future

88,367,713

2,577

39

GM

Futures-style options on MMC NORILSK NICKEL futures contract

58,962,500

826

40

PT

Futures-style options on platinum futures contract

51,264,443

1,010

41

SV

Futures-style options on refined silver futures contract

26,295,792

238

42

ED

Futures-style options on EUR/USD futures contract

3,723,919

93

43

TN

Futures-style options on futures contract on Transneft preferred shares

2,489,500

56

44

VB

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

1,591,750

177

 

 

Total:

895,677,990,764

15,082,377