OREANDA-NEWS. April 25, 2011. For the week of April 11-15, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,058.47 billion rubles or 17.97 million contracts, including 141.87 billion rubles during the evening trading session. The total open interest as of the last day of the week, April 15, 2011 reached 282.95 billion rubles or 6.86 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 RUB64.88 million or 2.74 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB212.22 million or 5.38 thousand contracts.

 

Week

April 11-15

Week

April 4-8

Change, %

Futures contracts

Trading volume, rubles

958,095,626,552

809,843,157,774

18.31%

Trading volume, contracts

16,957,653

14,202,741

19.40%

Number of trades

3,414,929

2,834,173

20.49%

Total open interest, rubles

189,878,902,203

194,825,810,367

-2.54%

Total open interest, contracts

5,335,248

5,017,504

6.33%

Options Contracts

Trading volume, rubles

100,376,593,861

85,834,832,990

16.94%

Trading volume, contracts

1,009,093

879,636

14.72%

Number of trades

113,938

84,536

34.78%

Total open interest, rubles

93,073,689,214

147,387,759,437

-36.85%

Total open interest, contracts

1,523,188

2,051,320

-25.75%

Total

Trading volume, rubles

1,058,472,220,414

895,677,990,764

18.18%

Trading volume, contracts

17,966,746

15,082,377

19.12%

Number of trades

3,528,867

2,918,709

20.91%

Total open interest, rubles

282,952,591,417

342,213,569,803

-17.32%

Total open interest, contracts

6,858,436

7,068,824

-2.98%

 

No

Code

Contract

Turnover

RUB

contracts

1

RI

Cash-settled futures contract on RTS Index

705,818,974,563

6,232,551

2

Si

Cash-settled futures contract on USD/RUB exchange rate

74,361,769,715

2,628,378

3

GZ

Deliverable futures contract on Gazprom ordinary shares

40,614,929,375

1,739,170

4

SR

Deliverable futures contract on Sberbank ordinary shares

38,213,901,760

3,604,162

5

ED

Cash-settled futures contract on EUR/USD exchange rate

29,076,906,255

715,222

6

BR

Cash-settled Brent oil futures contract

15,405,606,335

445,000

7

SV

Cash-settled futures contract on refined silver

14,993,064,153

129,616

8

GD

Cash-settled futures contract on gold

14,746,431,889

356,758

9

LK

Deliverable futures contract on LUKOIL ordinary shares

7,205,687,123

370,672

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

4,260,181,890

56,179

11

RN

Deliverable futures contract on Rosneft ordinary shares

2,842,265,653

113,428

12

RS

Cash-settled futures contract on RTS Standard Index

1,949,521,820

15,969

13

VB

Deliverable futures contract on VTB Bank ordinary shares

1,642,820,882

170,596

14

Eu

Cash-settled futures contract on EUR/RUB exchange

1,420,323,098

34,776

15

GU

Cash-settled futures contract on GBP/USD Exchange Rate

1,022,475,789

22,290

16

SP

Deliverable futures contract on Sberbank preferred shares

862,127,631

118,534

17

PT

Cash-settled futures contract on platinum

623,364,871

12,351

18

SA

Cash-settled futures contract on raw sugar

621,444,802

39,266

19

O4

Deliverable futures contract on the four-year federal loan bonds

569,734,067

54,432

20

O2

Deliverable futures contract on the two-year federal loan bonds

466,583,565

45,418

21

SN

Deliverable futures contract on Surgutneftegas ordinary shares

324,833,664

10,815

22

AU

Cash-settled futures contract on AUD/USD Exchange Rate

293,483,080

10,006

23

MP

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

209,179,625

15,028

24

TN

Deliverable futures contract on Transneft preferred shares

128,210,926

2,907

25

HY

Deliverable futures contract on RusHydro ordinary shares

121,115,146

8,392

26

CH

Deliverable futures contract on Severstal ordinary shares

84,784,540

1,593

27

MR

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

70,914,178

72

28

PD

Cash-settled futures contract on palladium

53,590,373

244

29

CU

Cash-settled futures contract on copper

50,713,005

1,864

30

TT

Deliverable futures contract on Tatneft ordinary shares

25,452,802

1,420

31

MT

Deliverable futures contract on MTS ordinary shares

9,640,237

400

32

NK

Deliverable futures contract on NOVATEK ordinary shares

5,323,840

142

33

SU

Deliverable futures contract on sugar

269,900

2

34

RI

Futures-style options on RTS Index futures contract

97,622,533,781

870,100

35

GZ

Futures-style options on Gazprom futures contract

1,199,445,000

50,599

36

SR

Futures-style options on Sberbank futures contract

580,281,750

54,838

37

LK

Futures-style options on LUKOIL futures contract

305,761,500

15,779

38

Si

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

262,675,500

8,947

39

GM

Futures-style options on MMC NORILSK NICKEL futures contract

131,132,500

1,644

40

GD

Futures-style options on gold futures contract

94,392,588

2,329

41

BR

Futures-style options on Brent oil future

84,149,275

2,524

42

SV

Futures-style options on refined silver futures contract

30,078,567

258

43

PT

Futures-style options on platinum futures contract

28,911,907

570

44

RN

Futures-style options on futures contract on

 Rosneft ordinary shares

22,802,500

1,002

45

ED

Futures-style options on EUR/USD futures contract

7,053,744

176

46

TN

Futures-style options on futures contract  on Transneft preferred shares

5,521,000

118

47

VB

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

1,854,250

209

 

 

Total:

1,058,472,220,414

17,966,746