OREANDA-NEWS. August 19, 2011. For the week of August 8-12, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 2,018.24 billion rubles or 41.69 million contracts, including 341.39 billion rubles during the evening trading session. The total open interest as of the last day of the week, August 12, 2011 reached 389.00 billion rubles or 8.37 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 RUB181.85 million or 17.96 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB221.09 million or 4.23 thousand contracts.

 

Week August 8-12

Week August 1-5

Change, %

Futures contracts

Trading volume, rubles

1,883,921,937,196

1,407,002,709,695

33.90%

Trading volume, contracts

40,248,572

26,511,341

51.82%

Number of trades

7,500,571

4,604,277

62.90%

Total open interest, rubles

215,731,161,703

228,548,782,631

-5.61%

Total open interest, contracts

6,182,986

6,815,270

-9.28%

Options Contracts

Trading volume, rubles

134,317,731,592

162,939,538,293

-17.57%

Trading volume, contracts

1,443,754

1,664,057

-13.24%

Number of trades

154,544

136,127

13.53%

Total open interest, rubles

173,270,158,903

183,364,766,334

-5.51%

Total open interest, contracts

2,187,638

2,307,882

-5.21%

Total

Trading volume, rubles

2,018,239,668,788

1,569,942,247,987

28.56%

Trading volume, contracts

41,692,326

28,175,398

47.97%

Number of trades

7,655,115

4,740,404

61.49%

Total open interest, rubles

389,001,320,606

411,913,548,964

-5.56%

Total open interest, contracts

8,370,624

9,123,152

-8.25%

 

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

1,308,478,813,913

13,923,438

2

Si

Cash-settled futures contract on USD/RUB exchange rate

264,301,316,296

8,976,247

3

ED

Cash-settled futures contract on EUR/USD exchange rate

89,562,558,374

2,150,773

4

SR

Deliverable futures contract on Sberbank ordinary shares

69,875,332,912

7,946,039

5

GZ

Deliverable futures contract on Gazprom ordinary shares

63,117,108,210

3,787,763

6

LK

Deliverable futures contract on LUKOIL ordinary shares

20,816,464,486

1,267,911

7

GD

Cash-settled futures contract on gold

19,411,169,378

375,620

8

BR

Cash-settled Brent oil futures contract

10,820,619,074

350,068

9

SV

Cash-settled futures contract on refined silver

7,726,727,421

68,061

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

6,870,709,307

103,707

11

RN

Deliverable futures contract on Rosneft ordinary shares

5,328,622,052

263,093

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

3,427,910,850

81,472

13

VB

Deliverable futures contract on VTB Bank ordinary shares

3,416,573,294

468,445

14

RS

Cash-settled futures contract on RTS Standard Index

3,363,419,680

33,606

15

O4

Deliverable futures contract on the four-year Russian Federation government bonds

1,787,120,615

172,886

16

AU

Cash-settled futures contract on AUD/USD Exchange rate

1,229,572,976

41,124

17

GU

Cash-settled futures contract on GBP/USD Exchange rate

991,888,734

20,734

18

SP

Deliverable futures contract on Sberbank preferred shares

552,968,203

76,858

19

PT

Cash-settled futures contract on platinum

551,458,308

10,567

20

SN

Deliverable futures contract on Surgutneftegas ordinary shares

466,515,820

19,932

21

O2

Deliverable futures contract on the two-year Russian Federation government bonds

433,155,817

41,954

22

SA

Cash-settled futures contracts on raw sugar

293,037,321

15,798

23

VX

Cash-settled futures contract on Russian Volatility Index

212,895,921

9,171

24

HY

Deliverable futures contract on RusHydro ordinary shares

211,793,458

17,426

25

TN

Deliverable futures contract on Transneft preferred shares

141,791,787

3,817

26

UK

Deliverable futures contract on Uralkali ordinary shares

93,168,705

3,732

27

CH

Deliverable futures contract on Severstal ordinary shares

85,846,398

2,026

28

Rc

Cash-settled futures contract on RTS Consumer and Retail Index

77,278,225

3,677

29

CU

Cash-settled futures contract on copper

59,212,210

2,282

30

PD

Cash-settled futures contract on palladium

56,702,471

265

31

SG

Deliverable futures contract on preferred shares of Surgutneftegas

37,704,506

2,994

32

Ro

Cash-settled futures contract on RTS Oil & Gas Index

35,525,852

3,328

33

FS

Deliverable futures contract on ordinary shares of FGC UES

33,045,011

1,107

34

TT

Deliverable futures contract on Tatneft ordinary shares

27,886,486

1,796

35

NK

Deliverable futures contract on NOVATEK ordinary shares

18,781,733

520

36

MT

Deliverable futures contract on MTS ordinary shares

7,241,391

335

37

RI

Futures-style options on RTS Index futures contract

131,868,511,779

1,276,572

38

GZ

Futures-style options on Gazprom ordinary shares

1,071,804,000

57,106

39

SR

Futures-style options on futures contract on Sberbank ordinary shares

912,222,000

96,085

40

Si

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

225,806,000

7,745

41

GD

Futures-style options on gold futures contract

103,492,230

2,150

42

SV

Futures-style options on refined silver futures contract

49,007,359

448

43

LK

Futures-style options on futures contract on LUKOIL ordinary shares

33,406,500

1,923

44

PT

Futures-style options on futures contract on platinum

20,628,095

388

45

ED

Futures-style options on EUR/USD futures contract

17,636,885

423

46

BR

Futures-style options on Brent oil futures

10,666,244

348

47

VB

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

4,128,500

547

48

SN

Futures-style options on futures contract on Surgutneftegas ordinary shares

378,000

18

49

TN

Futures-style options on futures contract on Transneft preferred shares

44,000

1

 

 

Total:

2,018,239,668,788

41,692,326