OREANDA-NEWS. October 20, 2011. For the week of October 10-14, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,145.26 billion rubles or 25.45 million contracts, including 153.38 billion rubles during the evening trading session. The total open interest as of the last day of the week, October 14, 2011 reached 290.57 billion rubles or 7.00 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 RUB127.93 million or 10.01 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB81.81 million or 2.31 thousand contracts.

 

Week October 10-14

Week October 3-7

Change, %

Futures contracts

Trading volume, rubles

1,087,134,613,223

1,216,053,914,143

-10.60%

Trading volume, contracts

24,605,814

28,597,832

-13.96%

Number of trades

5,400,130

6,313,965

-14.47%

Total open interest, rubles

193,735,116,058

165,611,316,232

16.98%

Total open interest, contracts

5,423,338

4,953,506

9.48%

Options Contracts

Trading volume, rubles

58,124,314,491

48,927,301,856

18.80%

Trading volume, contracts

841,456

666,925

26.17%

Number of trades

98,319

94,392

4.16%

Total open interest, rubles

96,832,904,582

87,691,449,215

10.42%

Total open interest, contracts

1,575,420

1,415,052

11.33%

Total

Trading volume, rubles

1,145,258,927,714

1,264,981,216,000

-9.46%

Trading volume, contracts

25,447,270

29,264,757

-13.04%

Number of trades

5,498,449

6,408,357

-14.20%

Total open interest, rubles

290,568,020,640

253,302,765,447

14.71%

Total open interest, contracts

6,998,758

6,368,558

9.90%

 

 

 

 

Turnover

No

Code

Contract

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

756,089,917,955

8,802,335

 

 

Cash-settled futures contract on USD/RUB

 

 

2

Si

exchange rate

158,730,725,019

5,012,558

 

 

Deliverable futures contract on Sberbank

 

 

3

SR

ordinary shares

46,595,743,964

6,294,824

 

 

Cash-settled futures contract on EUR/USD

 

 

4

ED

exchange rate

34,258,937,694

799,854

 

 

Deliverable futures contract on Gazprom

 

 

5

GZ

ordinary shares

24,946,427,670

1,576,225

6

GD

Cash-settled futures contract on gold

16,252,424,930

309,749

 

 

Cash-settled futures contract on the MICEX

 

 

7

MX

Index

11,986,203,995

86,963

8

BR

Cash-settled Brent oil futures contract

9,201,118,250

268,088

 

 

Deliverable futures contract on LUKOIL ordinary

 

 

9

LK

shares

9,019,658,195

536,890

 

 

Cash-settled futures contract on RTS Standard

 

 

10

RS

Index

3,471,497,405

36,679

11

SV

Cash-settled futures contract on refined silver

3,226,583,470

32,005

 

 

Deliverable futures contract on MMC NORILSK

 

 

12

GM

NICKEL ordinary shares

3,200,959,671

51,164

13

RN

Deliverable futures contract on Rosneft ordinary

2,372,926,592

120,203

 

 

shares

 

 

 

 

Deliverable futures contract on the four-year

 

 

14

O4

Russian Federation government bonds

2,133,324,236

210,452

 

 

Deliverable futures contract on VTB Bank

 

 

15

VB

ordinary shares

1,552,063,966

232,309

 

 

Deliverable futures contract on the two-year

 

 

16

O2

Russian Federation government bonds

972,502,990

98,485

 

 

Cash-settled futures contract on GBP/USD

 

 

17

GU

Exchange rate

655,423,897

13,376

 

 

Cash-settled futures contract on EUR/RUB

 

 

18

Eu

exchange rate

600,789,373

13,864

 

 

Cash-settled futures contract on AUD/USD

 

 

19

AU

Exchange rate

529,851,919

16,998

 

 

Deliverable futures contract on MTS ordinary

 

 

20

MT

shares

355,925,100

18,842

 

 

Deliverable futures contract on Sberbank

 

 

21

SP

preferred shares

228,651,557

41,575

 

 

Deliverable futures contract on Transneft

 

 

22

TN

preferred shares

177,687,919

5,791

23

SN

Deliverable futures contract on Surgutneftegas ordinary shares

119,916,165

4,649

24

SA

Cash-settled futures contracts on raw sugar

111,989,321

5,985

25

PT

Cash-settled futures contract on platinum

97,379,570

2,038

 

 

Deliverable futures contract on Tatneft ordinary

 

 

26

TT

shares

70,941,114

5,340

 

 

Deliverable futures contract on Uralkali ordinary

 

 

27

UK

shares

58,054,973

2,443

28

CU

Cash-settled futures contract on copper

42,415,320

1,832

 

 

Deliverable futures contract on RusHydro

 

 

29

HY

ordinary shares

28,843,197

2,586

 

 

Deliverable futures contract on Severstal

 

 

30

CH

ordinary shares

15,706,340

411

31

PD

Cash-settled futures contract on palladium

8,356,689

44

 

 

Cash-settled futures contract on RTS Oil & Gas

 

 

32

Ro

Index

5,889,384

552

 

 

Deliverable futures contract on FGC UES

 

 

33

FS

ordinary shares

5,215,377

202

 

 

Cash-settled futures contract on RTS Consumer

 

 

34

Rc

and Retail Index

4,469,313

260

 

 

Cash-settled futures contract on Russian

 

 

35

VX

Volatility Index

2,633,384

86

 

 

Deliverable futures contract on NOVATEK

 

 

36

NK

ordinary shares

1,983,031

53

 

 

Deliverable futures contract on preferred shares

 

 

37

SG

of Surgutneftegas

1,474,277

104

 

 

Futures-style options on RTS Index futures

 

 

38

RI

contract

55,030,402,483

640,632

39

GZ

Futures-style options on Gazprom futures contract

1,085,543,500

63,434

40

Si

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

863,178,750

28,036

41

SR

Futures-style options on futures contract on Sberbank ordinary shares

698,763,500

91,813

 

 

Futures-style options on LUKOIL futures

 

 

42

LK

contract

269,377,500

12,357

43

GM

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

63,547,500

989

 

 

Futures-style options on refined silver futures

 

 

44

SV

contract

41,502,925

392

45

VB

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

25,644,250

2,870

46

GD

Futures-style options on gold futures contract

21,433,797

379

47

ED

Futures-style options on EUR/USD futures contract

8,424,678

205

48

BR

Futures-style options on Brent oil future

6,361,884

210

49

MX

Futures-style options on MICEX Index futures contract

5,760,000

32

50

PT

Futures-style options on futures contract on platinum

3,319,723

74

51

TN

Futures-style options on futures contract on Transneft preferred shares

1,022,000

32

52

SN

Futures-style options on futures contract on Surgutneftegas ordinary shares

32,000

1

 

 

Total:

1,145,258,927,714

25,447,270