OREANDA-NEWS. September 27, 2011. For the week of September 12-16, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,431.25 billion rubles or 28.79 million contracts, including 186.81 billion rubles during the evening trading session. The total open interest as of the last day of the week, September 9, 2011 reached 196.85 billion rubles or 5.15 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 RUB133.79 million or 11.18 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB5,105.79 million or 103.65 thousand contracts.

 

Week September 12-16

Week September 5-9

Change, %

Futures contracts

Trading volume, rubles

1,351,857,440,588

1,087,948,516,981

24.26%

Trading volume, contracts

27,793,094

21,662,205

28.30%

Number of trades

5,196,391

4,333,528

19.91%

Total open interest, rubles

160,078,760,966

252,835,702,698

-36.69%

Total open interest, contracts

4,503,708

6,582,896

-31.58%

Options Contracts

Trading volume, rubles

79,395,265,881

56,519,872,392

40.47%

Trading volume, contracts

993,108

798,901

24.31%

Number of trades

97,601

79,310

23.06%

Total open interest, rubles

36,771,842,049

178,385,146,533

-79.39%

Total open interest, contracts

647,678

2,930,768

-77.90%

Total

Trading volume, rubles

1,431,252,706,469

1,144,468,389,373

25.06%

Trading volume, contracts

28,786,202

22,461,106

28.16%

Number of trades

5,293,992

4,412,838

19.97%

Total open interest, rubles

196,850,603,015

431,220,849,231

-54.35%

Total open interest, contracts

5,151,386

9,513,664

-45.85%

 

 

 

 

Turnover

No

Code

Contract

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

942,095,540,989

9,888,415

 

 

Cash-settled futures contract on USD/RUB

 

 

2

Si

exchange rate

205,867,479,583

6,734,523

 

 

Deliverable futures contract on Sberbank ordinary

 

 

3

SR

shares

44,059,938,248

5,426,992

 

 

Cash-settled futures contract on EUR/USD

 

 

4

ED

exchange rate

43,066,447,159

1,035,584

5

GZ

Deliverable futures contract on Gazprom ordinary shares

32,553,621,442

1,957,121

6

GD

Cash-settled futures contract on gold

26,334,034,160

475,476

7

BR

Cash-settled Brent oil futures contract

12,089,440,645

355,087

 

 

Deliverable futures contract on LUKOIL ordinary

 

 

8

LK

shares

10,156,363,899

585,017

9

SV

Cash-settled futures contract on refined silver

5,372,109,245

43,491

 

 

Cash-settled futures contract on EUR/RUB

 

 

10

Eu

exchange rate

5,263,912,578

125,753

 

 

Deliverable futures contract on Rosneft ordinary

 

 

11

RN

shares

4,039,457,049

184,987

 

 

Deliverable futures contract on MMC NORILSK

 

 

12

GM

NICKEL ordinary shares

3,955,913,082

52,864

13

PT

Cash-settled futures contract on platinum

3,685,907,929

66,674

 

 

Cash-settled futures contract on RTS Standard

 

 

14

RS

Index

3,125,688,045

30,564

 

 

Cash-settled futures contract on GBP/USD

 

 

15

GU

Exchange rate

2,266,453,712

47,368

 

 

Deliverable futures contract on VTB Bank ordinary

 

 

16

VB

shares

2,116,314,287

281,669

 

 

Deliverable futures contract on the two-year Russian

 

 

17

O2

Federation government bonds

1,602,255,661

160,358

 

 

Deliverable futures contract on Sberbank preferred

 

 

18

SP

shares

1,314,640,389

197,734

 

 

Cash-settled futures contract on AUD/USD

 

 

19

AU

Exchange rate

1,286,814,368

41,433

 

 

Deliverable futures contract on the four-year

 

 

20

O4

Russian Federation government bonds

617,189,445

59,626

21

SN

Deliverable futures contract on Surgutneftegas ordinary shares

291,584,702

11,942

22

HY

Deliverable futures contract on RusHydro ordinary shares

157,482,481

12,499

23

SA

Cash-settled futures contracts on raw sugar

114,125,096

5,660

24

PD

Cash-settled futures contract on palladium

105,939,328

483

 

 

Deliverable futures contract on Severstal ordinary

 

 

25

CH

shares

86,226,912

2,028

26

CU

Cash-settled futures contract on copper

57,268,550

2,160

 

 

Deliverable futures contract on NOVATEK ordinary

 

 

27

NK

shares

33,962,344

884

 

 

Deliverable futures contract on Uralkali ordinary

 

 

28

UK

shares

27,862,649

989

 

 

Cash-settled futures contract on RTS Consumer &

 

 

29

Rc

Retail Index

25,169,718

1,202

 

 

Deliverable futures contract on Transneft preferred

 

 

30

TN

shares

22,098,005

596

 

 

Cash-settled futures contract on RTS Oil & Gas

 

 

31

Ro

Index

20,336,931

1,805

 

 

Deliverable futures contract on ordinary shares of

 

 

32

FS

FGC UES

14,869,121

564

 

 

Cash-settled futures contract on Russian Volatility

 

 

33

VX

Index

13,413,704

515

34

MT

Deliverable futures contract on MTS ordinary shares

7,828,939

385

 

 

Deliverable futures contract on Tatneft ordinary

 

 

35

TT

shares

5,306,781

346

 

 

Deliverable futures contract on preferred shares of

 

 

36

SG

Surgutneftegas

4,315,887

290

 

 

Cash-settled futures contract on average rate of the

 

 

37

MP

three month MosPrime credit

127,525

10

38

RI

Futures-style options on RTS Index futures contract

75,776,490,240

791,615

39

GZ

Futures-style options on Gazprom ordinary shares

1,135,693,000

65,030

40

Si

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

942,902,000

31,369

41

SR

Futures-style options on futures contract on Sberbank ordinary shares

762,284,000

88,557

 

 

Futures-style options on refined silver futures

 

 

42

SV

contract

333,150,134

2,651

43

TN

Futures-style options on futures contract on Transneft preferred shares

135,258,000

3,474

44

GD

Futures-style options on gold futures contract

131,848,577

2,393

 

 

Futures-style options on futures contract on LUKOIL

 

 

45

LK

ordinary shares

95,757,000

5,518

46

BR

Futures-style options on Brent oil futures

31,184,805

877

47

ED

Futures-style options on EUR/USD futures contract

23,447,836

550

48

SN

Futures-style options on futures contract on Surgutneftegas ordinary shares

19,283,000

803

49

GM

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

3,770,000

71

50

PT

Futures-style options on futures contract on platinum

3,032,289

56

51

VB

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

1,165,000

144

 

 

Total:

1,431,252,706,469

28,786,202