RTS Released FORTS Weekly Trading Results: July 18-22, 2011
OREANDA-NEWS. July 29, 2011. For the week of July 18-22, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,028.97 billion rubles or 18.08 million contracts, including 133.57 billion rubles during the evening trading session. The total open interest as of the last day of the week, July 22, 2011 reached 342.82 billion rubles or 7.44 million contracts.
Last week the trading volume in futures contract on oil products and agricultural products that were launched by RTS Group and Saint Petersburg Exchange reached RUB189.73 million or 17.28 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB281.20 million or 5.29 thousand contracts.
|
Week July 18-22 |
Week July 11-15 |
Change, % |
Futures contracts | |||
Trading volume, rubles |
953,794,214,036 |
1,094,727,235,697 |
-12.87% |
Trading volume, contracts |
17,260,752 |
19,498,458 |
-11.48% |
Number of trades |
3,198,328 |
3,834,424 |
-16.59% |
Total open interest, rubles |
203,209,400,914 |
196,364,936,579 |
3.49% |
Total open interest, contracts |
5,688,688 |
5,379,362 |
5.75% |
Options Contracts | |||
Trading volume, rubles |
75,179,897,325 |
139,221,484,716 |
-46.00% |
Trading volume, contracts |
817,224 |
1,421,920 |
-42.53% |
Number of trades |
61,073 |
119,872 |
-49.05% |
Total open interest, rubles |
139,612,879,794 |
93,659,820,456 |
49.06% |
Total open interest, contracts |
1,754,664 |
1,219,446 |
43.89% |
Total | |||
Trading volume, rubles |
1,028,974,111,361 |
1,233,948,720,413 |
-16.61% |
Trading volume, contracts |
18,077,976 |
20,920,378 |
-13.59% |
Number of trades |
3,259,401 |
3,954,296 |
-17.57% |
Total open interest, rubles |
342,822,280,708 |
290,024,757,036 |
18.20% |
Total open interest, contracts |
7,443,352 |
6,598,808 |
12.80% |
|
|
|
Turnover | |
No |
Code |
Contract |
RUB |
Contracts |
1 |
RI |
Cash-settled futures contract on RTS Index |
686,647,619,941 |
6,359,486 |
|
|
Cash-settled futures contract on USD/RUB |
|
|
2 |
Si |
exchange rate |
90,093,638,474 |
3,202,696 |
|
|
Cash-settled futures contract on EUR/USD |
|
|
3 |
ED |
exchange rate |
59,905,867,695 |
1,509,758 |
|
|
Deliverable futures contract on Sberbank |
|
|
4 |
SR |
ordinary shares |
34,021,218,445 |
3,298,590 |
|
|
Deliverable futures contract on Gazprom |
|
|
5 |
GZ |
ordinary shares |
25,194,511,301 |
1,246,785 |
6 |
SV |
Cash-settled futures contract on refined silver |
17,205,413,246 |
154,612 |
7 |
GD |
Cash-settled futures contract on gold |
12,070,272,050 |
270,307 |
8 |
BR |
Cash-settled Brent oil futures contract |
9,495,182,202 |
289,160 |
|
|
Deliverable futures contract on LUKOIL |
|
|
9 |
LK |
ordinary shares |
5,330,082,345 |
288,223 |
|
|
Deliverable futures contract on MMC |
|
|
10 |
GM |
NORILSK NICKEL ordinary shares |
2,373,052,088 |
31,374 |
|
|
Deliverable futures contract on VTB Bank |
|
|
11 |
VB |
ordinary shares |
2,290,062,034 |
265,992 |
12 |
AU |
Cash-settled futures contract on AUD/USD |
2,173,468,021 |
73,086 |
|
|
Exchange rate |
|
|
|
|
Cash-settled futures contract on RTS |
|
|
13 |
RS |
Standard Index |
2,061,897,550 |
17,770 |
|
|
Deliverable futures contract on Rosneft |
|
|
14 |
RN |
ordinary shares |
1,716,687,035 |
72,738 |
|
|
Cash-settled futures contract on GBP/USD |
|
|
15 |
GU |
Exchange rate |
919,667,547 |
20,353 |
|
|
Deliverable futures contract on the four-year |
|
|
16 |
O4 |
federal loan bonds |
783,948,313 |
74,914 |
|
|
Cash-settled futures contract on EUR/RUB |
|
|
17 |
Eu |
exchange rate |
372,305,724 |
9,327 |
|
|
Deliverable futures contract on Sberbank |
|
|
18 |
SP |
preferred shares |
257,470,425 |
31,617 |
19 |
SA |
Cash-settled futures contracts on raw sugar |
189,501,739 |
10,075 |
|
|
Deliverable futures contract on the two-year |
|
|
20 |
O2 |
federal loan bonds |
141,436,566 |
13,614 |
21 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
104,761,589 |
3,736 |
22 |
PT |
Cash-settled futures contract on platinum |
90,395,062 |
1,808 |
|
|
Deliverable futures contract on RusHydro |
|
|
23 |
HY |
ordinary shares |
67,559,922 |
5,015 |
|
|
Deliverable futures contract on Transneft |
|
|
24 |
TN |
preferred shares |
67,119,357 |
1,569 |
25 |
CU |
Cash-settled futures contract on copper |
62,560,220 |
2,282 |
|
|
Deliverable futures contract on Severstal |
|
|
26 |
CH |
ordinary shares |
26,005,384 |
513 |
27 |
PD |
Cash-settled futures contract on palladium |
21,895,876 |
98 |
|
|
Deliverable futures contract on OJSC |
|
|
28 |
|
"Uralkali" ordinary shares |
20,965,837 |
778 |
|
|
Deliverable futures contract on NOVATEK |
|
|
29 |
NK |
ordinary shares |
16,518,179 |
425 |
|
|
Deliverable futures contract on Tatneft |
|
|
30 |
TT |
ordinary shares |
14,960,582 |
797 |
|
|
Cash-settled futures contract on Russian |
|
|
31 |
VX |
Volatility Index |
12,689,598 |
937 |
|
|
Deliverable futures contract on MTS ordinary |
|
|
32 |
MT |
shares |
12,609,159 |
526 |
|
|
Deliverable futures contract on ordinary |
|
|
33 |
FS |
shares of "FGC UES" |
6,214,536 |
162 |
|
|
Cash-settled futures contract on average rate |
|
|
34 |
MP |
of the three month MosPrime credit |
6,025,000 |
500 |
|
|
Cash-settled futures contract on RTS Oil & |
|
|
35 |
Ro |
Gas Index |
5,561,295 |
437 |
|
|
Cash-settled futures contract on RTS |
|
|
36 |
Rc |
Consumer and Retail Index |
5,359,928 |
218 |
37 |
|
Cash-settled futures contract on Urals oil |
5,337,036 |
164 |
|
|
Deliverable futures contract on preferred |
|
|
38 |
SG |
shares of Surgutneftegas |
4,372,734 |
310 |
|
|
Futures-style options on RTS Index futures |
|
|
39 |
RI |
contract |
72,886,578,607 |
692,627 |
40 |
GZ |
Futures-style options on Gazprom futures contract |
1,091,087,000 |
50,853 |
|
|
Futures-style options on Sberbank futures |
|
|
41 |
SR |
contract |
569,325,500 |
54,053 |
42 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
169,654,500 |
5,841 |
|
|
Futures-style options on refined silver futures |
|
|
43 |
SV |
contract |
163,602,993 |
1,534 |
44 |
GD |
Futures-style options on gold futures contract |
108,466,981 |
2,417 |
|
|
Futures-style options on MMC NORILSK |
|
|
45 |
GM |
NICKEL futures contract |
60,750,000 |
810 |
46 |
VB |
Futures-style options on futures contract on JSC VTB Bank ordinary shares |
52,571,500 |
6,102 |
47 |
LK |
Futures-style options on LUKOIL futures contract |
32,980,500 |
1,832 |
48 |
TN |
Futures-style options on futures contract on Transneft preferred shares |
26,744,000 |
623 |
49 |
BR |
Futures-style options on Brent oil future |
12,441,147 |
382 |
50 |
ED |
Futures-style options on EUR/USD futures contract |
5,054,597 |
128 |
51 |
SN |
Futures-style options on futures contract on ordinary shares of Surgutneftegas |
496,000 |
16 |
52 |
RN |
Futures-style option on futures contract on Rosneft ordinary shares |
144,000 |
6 |
|
|
Total: |
1,028,974,111,361 |
18,077,976 |
Комментарии