OREANDA-NEWS. May 25, 2011. For the week of May 16-20, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,202.46 billion rubles or 22.03 million contracts, including 177.22 billion rubles during the evening trading session. The total open interest as of the last day of the week, May 20, 2011 reached 353.59 billion rubles or 8.87 million contracts.

Last week the trading volume in the cash-settled futures contract on gasoil (summer grade) launched within the framework of the joint project between RTS Group and Saint Petersburg Exchange reached RUB69.90 million or 2.89 thousand contracts and the trading volume of the futures contract on wheat amounted to RUB107.50 million or 13.65 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB59.57 million or 2.16 thousand contracts.

 

Week

May 16-20

Week

May 10-13

Change, %

Futures contracts

Trading volume, rubles

1,099,686,534,221

947,660,522,666

16.04%

Trading volume, contracts

20,736,649

17,982,980

15.31%

Number of trades

4,135,251

3,560,252

16.15%

Total open interest, rubles

198,433,888,986

193,440,097,904

2.58%

Total open interest, contracts

6,237,100

6,105,282

2.16%

Options Contracts

Trading volume, rubles

102,773,406,615

76,421,555,783

34.48%

Trading volume, contracts

1,294,294

879,046

47.24%

Number of trades

92,577

94,314

-1.84%

Total open interest, rubles

155,163,190,646

151,704,553,943

2.28%

Total open interest, contracts

2,636,782

2,280,260

15.64%

Total

Trading volume, rubles

1,202,459,940,836

1,024,082,078,449

17.42%

Trading volume, contracts

22,030,943

18,862,026

16.80%

Number of trades

4,227,828

3,654,566

15.69%

Total open interest, rubles

353,597,079,632

345,144,651,847

2.45%

Total open interest, contracts

8,873,882

8,385,542

5.82%

 

No

Code

Contract name

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

802,474,142,511

7,794,324

2

Si

Cash-settled futures contract on USD/RUB exchange rate

118,572,749,186

4, 211,098

3

GZ

Deliverable futures contract on Gazprom ordinary shares

39,985,111,287

1 ,993,011

4

ED

Cash-settled futures contract on EUR/USD exchange rate

39,644,688,586

993,827

5

SR

Deliverable futures contract on Sberbank ordinary shares

35,549,825,284

3,650,588

6

BR

Cash-settled Brent oil futures contract

20,869,044 980

669,095

7

SV

Cash-settled futures contract on refined silver

10,780,265,916

111,119

8

GD

Cash-settled futures contract on gold

10,469,566,393

249,447

9

LK

Deliverable futures contract on LUKOIL ordinary shares

7,714,365,156

442,782

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

2,877,792,279

40,593

11

RN

Deliverable futures contract on Rosneft ordinary shares

2,291,769,942

99,682

12

VB

Deliverable futures contract on VTB Bank ordinary shares

1,938,929,553

232,192

13

RS

Cash-settled futures contract on RTS Standard Index

1,590,186,675

14,411

14

GU

Cash-settled futures contract on GBP/USD Exchange Rate

1,248,962,832

27,459

15

Eu

Cash-settled futures contract on EUR/RUB exchange

756,301,002

18,916

16

AU

Cash-settled futures contract on AUD/USD Exchange Rate

640,233,973

21,564

17

SP

Deliverable futures contract on Sberbank preferred shares

453,604,059

68,051

18

O4

Deliverable futures contract on the four-year federal loan bonds

318,506,216

30,523

19

SN

Deliverable futures contract on Surgutneftegas ordinary shares

299,948,424

11,339

20

CH

Deliverable futures contract on Severstal ordinary shares

211,533,490

4,468

21

TN

Deliverable futures contract on Transneft preferred shares

138,311,792

3,542

22

HY

Deliverable futures contract on RusHydro ordinary shares

125,545,242

9,095

23

SA

Cash-settled futures contract on raw sugar

121,559,940

8,619

24

PT

Cash-settled futures contract on platinum

119,909,133

2,412

25

O2

Deliverable futures contract on the two-year federal loan bonds

110,354,126

10,754

26

MP

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

96,558,775

8,371

27

UK

Deliverable futures contract on Uralkaliy ordinary shares

85,248,861

3,984

28

MR

Futures on Average Interest Rate of the Overnight Credit MosPrime

49,373,580

50

29

PD

Cash-settled futures contract on palladium

45,613,025

226

30

TT

Deliverable futures contract on Tatneft ordinary shares

34,191,239

2,186

31

CU

Cash-settled futures contract on copper

33,738,530

1,354

32

NK

Deliverable futures contract on NOVATEK ordinary shares

16,706,897

478

33

MT

Futures on MTS ordinary shares

13,487,442

564

34

SG

Futures on Surgutneftegas preferred shares

6,684,188

477

35

FS

Futures on "FGC UES" ordinary shares

1,723,707

48

36

RI

Futures-style options on RTS Index futures contract

96,625,260,082

924,664

37

GZ

Futures-style options on Gazprom futures contract

3,467,720,500

164,484

38

SR

Futures-style options on Sberbank futures contract

1,633,161,000

163,866

39

Si

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

441,839,750

15,521

40

LK

Futures-style options on LUKOIL futures contract

403,395,000

22,037

41

SV

Futures-style options on refined silver futures contract

92,960,274

916

42

GD

Futures-style options on gold futures contract

83,301,237

1,979

43

BR

Futures-style options on Brent oil future

9,391,788

299

44

TN

Futures-style options on futures contract  on Transneft preferred shares

7,499,000

190

45

ED

Futures-style options on EUR/USD futures contract

5,079,734

128

46

SN

Futures-style options on futures on ordinary shares of Surgutneftegas

1,770,000

59

47

VB

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

1,073,750

124

48

GM

Futures-style options on MMC NORILSK NICKEL futures contract

515,000

7

49

RN

Futures on Rosneft ordinary shares

439,500

20

 

 

Total:

1,202,459,940,836

22,030,943