OREANDA-NEWS. October 14, 2011. For the week of October 3-7, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,264.98 billion rubles or 29.26 million contracts, including 204.68 billion rubles during the evening trading session. The total open interest as of the last day of the week, September 30, 2011 reached 253.30 billion rubles or 6.37 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 RUB153.73 million or 9.66 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB410.23 million or 11.30 thousand contracts.

 

Week October 3-7

Week September 26-30

Change, %

Futures contracts

Trading volume, rubles

1,216,053,914,143

1,167,444,012,098

4.16%

Trading volume, contracts

28,597,832

26,785,685

6.77%

Number of trades

6,313,965

5,883,127

7.32%

Total open interest, rubles

165,611,316,232

161,068,426,167

2.82%

Total open interest, contracts

4,953,506

4,871,000

1.69%

Options Contracts

Trading volume, rubles

48,927,301,856

40,603,597,100

20.50%

Trading volume, contracts

666,925

533,533

25.00%

Number of trades

94,392

84,153

12.17%

Total open interest, rubles

87,691,449,215

79,249,206,062

10.65%

Total open interest, contracts

1,415,052

1,241,582

13.97%

Total

Trading volume, rubles

1,264,981,216,000

1,208,047,609,198

4.71%

Trading volume, contracts

29,264,757

27,319,218

7.12%

Number of trades

6,408,357

5,967,280

7.39%

Total open interest, rubles

253,302,765,447

240,317,632,230

5.40%

Total open interest, contracts

6,368,558

6,112,582

4.19%

 

 

 

 

Turnover

No

Code

Contract

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

823,523,463,179

10,062,857

 

 

Cash-settled futures contract on USD/RUB

 

 

2

Si

exchange rate

204,269,405,943

6,203,480

 

 

Deliverable futures contract on Sberbank

 

 

3

SR

ordinary shares

46,804,168,764

7,063,559

 

 

Cash-settled futures contract on EUR/USD

 

 

4

ED

exchange rate

32,696,881,992

753,857

 

 

Deliverable futures contract on Gazprom

 

 

5

GZ

ordinary shares

29,345,573,428

1,947,454

6

MX

Cash-settled futures contract on MICEX Index

18,823,724,205

143,771

7

GD

Cash-settled futures contract on gold

14,954,795,418

278,970

 

 

Deliverable futures contract on LUKOIL ordinary

 

 

8

LK

shares

11,906,730,778

742,476

9

BR

Cash-settled Brent oil futures contract

9,500,901,251

285,728

10

SV

Cash-settled futures contract on refined silver

5,436,942,508

54,470

 

 

Deliverable futures contract on MMC NORILSK

 

 

11

GM

NICKEL ordinary shares

3,790,740,865

60,805

 

 

Deliverable futures contract on Rosneft ordinary

 

 

12

RN

shares

2,465,573,357

133,885

 

 

Deliverable futures contract on the four-year

 

 

13

O4

Russian Federation government bonds

2,462,629,999

247,596

 

 

Cash-settled futures contract on RTS Standard

 

 

14

RS

Index

2,422,330,180

27,092

15

VB

Deliverable futures contract on VTB Bank

1,366,615,514

213,118

 

 

ordinary shares

 

 

16

O2

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

1,321,786,443

134,701

17

GU

Cash-settled futures contract on GBP/USD Exchange rate

886,211,700

17,635

18

Eu

Cash-settled futures contract on EUR/RUB exchange rate

695,700,130

15,868

19

AU

Cash-settled futures contract on AUD/USD Exchange rate

662,438,283

21,301

20

MT

Deliverable futures contract on MTS ordinary shares

564,304,459

31,728

21

SP

Deliverable futures contract on Sberbank preferred shares

470,101,587

92,924

22

CH

Deliverable futures contract on Severstal ordinary shares

425,238,621

12,711

23

PT

Cash-settled futures contract on platinum

275,261,679

5,661

24

UK

Deliverable futures contract on Uralkali ordinary shares

257,469,265

12,030

25

SN

Deliverable futures contract on Surgutneftegas ordinary shares

197,055,974

7,576

26

SA

Cash-settled futures contracts on raw sugar

145,676,772

7,905

27

CU

Cash-settled futures contract on copper

91,387,480

4,044

28

MP

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

73,000,000

4,000

29

HY

Deliverable futures contract on RusHydro ordinary shares

49,134,051

4,592

30

PD

Cash-settled futures contract on palladium

47,866,500

251

31

VX

Cash-settled futures contract on Russian Volatility Index

37,911,000

1,050

32

TN

Deliverable futures contract on Transneft preferred shares

32,528,038

1,081

33

Ro

Cash-settled futures contract on RTS Oil & Gas Index

25,988,658

2,496

34

NK

Deliverable futures contract on NOVATEK ordinary shares

11,854,375

348

35

SG

Deliverable futures contract on preferred shares of Surgutneftegas

6,212,418

448

36

FS

Deliverable futures contract on ordinary shares of FGC UES

3,262,514

137

37

TT

Deliverable futures contract on Tatneft ordinary shares

2,819,964

216

38

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

226,852

11

39

RI

Futures-style options on RTS Index futures contract

47,032,151,466

559,797

40

Si

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

830,685,750

24,503

41

GZ

Futures-style options on Gazprom ordinary shares

409,289,000

27,142

42

SR

Futures-style options on futures contract on Sberbank ordinary shares

301,325,000

41,889

43

LK

Futures-style options on futures contract on LUKOIL ordinary shares

149,347,500

9,290

44

PT

Futures-style options on futures contract on platinum

120,439,771

2,050

45

GM

Futures-style options on futures contract on MMC NORILSK NICKEL ordinary shares

31,867,500

505

46

GD

Futures-style options on gold futures contract

20,489,203

334

47

SV

Futures-style options on refined silver futures contract

16,301,985

142

48

ED

Futures-style options on EUR/USD futures

7,236,164

162

 

 

contract

 

 

49

VB

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

6,231,500

1,053

50

BR

Futures-style options on Brent oil futures

1,754,018

51

51

MX

Futures-style options on MICEX futures contract

105,000

3

52

RN

Futures-style options on futures contract on Rosneft ordinary shares

78,000

4

 

 

Total:

1,264,981,216,000

29,264,757