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

UK

"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

UR

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