OREANDA-NEWS. February 01, 2011. For the week of January 24-28, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled  933.7 billion rubles or 16.4 million contracts, including 133.5 billion rubles during the evening trading session. The total open interest as of the last day of the week, January 28, 2011 reached 233.4 billion rubles or 5.5 million contracts.

Last week the trading volume in the cash-settled gasoil futures contract that was launched by RTS Group and Saint Petersburg Exchange reached RUB71.3 million or 3.3 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB344.4 million or 9.8 thousand contracts.

 

Week

January 24-28

Week

January 17-21

Change, %

Futures contracts

Trading volume, rubles

897,399,128,088

793,277,335,652

13.13%

Trading volume, contracts

15,964,525

13,855,403

15.22%

Number of trades

3,090,828

2,646,528

16.79%

Total open interest, rubles

153,673,949,376

137,986,363,105

11.37%

Total open interest, contracts

4,112,908

3,618,798

13.65%

Options Contracts

Trading volume, rubles

36,310,639,803

47,867,917,716

-24.14%

Trading volume, contracts

405,445

625,554

-35.19%

Number of trades

53,285

65,083

-18.13%

Total open interest, rubles

79,757,235,303

67,444,422,316

18.26%

Total open interest, contracts

1,345,664

1,175,008

14.52%

Total

Trading volume, rubles

933,709,767,890

841,145,253,368

11.00%

Trading volume, contracts

16,369,970

14,480,957

13.04%

Number of trades

3,144,113

2,711,611

15.95%

Total open interest, rubles

233,431,184,680

205,430,785,421

13.63%

Total open interest, contracts

5,458,572

4,793,806

13.87%

No

Code

Contract

Turnover

RUB

contracts

1

RI

Cash-settled futures contract on RTS Index

666,884,981,184

5,980,570

2

Si

Cash-settled futures contract on USD/RUB exchange rate

67,729,562,553

2,268,288

3

ED

Cash-settled futures contract on EUR/USD exchange rate

45,424,658,336

1,119,038

4

SR

Deliverable futures contract on Sberbank ordinary shares

36,210,484,002

3,375,729

5

GZ

Deliverable futures contract on Gazprom ordinary shares

28,296,233,817

1,435,533

6

BR

Cash-settled Brent oil futures contract

11,263,944,935

389,983

7

GD

Cash-settled futures contract on gold

11,021,207,923

278,536

8

LK

Deliverable futures contract on LUKOIL ordinary shares

7,813,049,375

412,833

9

RS

Cash-settled futures contract on RTS Standard Index

5,333,865,495

44,766

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary

3,619,962,584

48,170

11

SV

Cash-settled futures contract on refined silver

2,760,938,003

34,262

12

RN

Deliverable futures contract on Rosneft ordinary shares

2,362,914,212

95,411

13

GU

Cash-settled futures contract on GBP/USD Exchange Rate

1,860,031,089

39,459

14

SP

Deliverable futures contract on Sberbank preferred shares

1,660,889,139

227,344

15

AU

Cash-settled futures contract on AUD/USD Exchange Rate

1,513,303,882

51,579

16

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,247,239,405

30,570

17

VB

Deliverable futures contract on VTB Bank ordinary shares

907,061,526

82,628

18

SN

Deliverable futures contract on Surgutneftegas ordinary shares

292,427,632

8,698

19

CH

Deliverable futures contract on Severstal ordinary shares

246,829,152

4,379

20

HY

Deliverable futures contract on RusHydro ordinary shares

227,083,340

14,730

21

TN

Deliverable futures contract on Transneft preferred shares

190,747,112

4,927

22

SA

Cash-settled futures contracts on raw sugar

151,409,715

6,969

23

PT

Cash-settled futures contract on platinum

135,321,392

2,532

24

CU

Cash-settled futures contract on copper

130,421,370

4,635

25

PD

Cash-settled futures contract on palladium

68,232,353

285

26

MP

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

33,802,500

2,140

27

MT

Deliverable futures contract on MTS ordinary shares

9,373,830

368

28

TT

Deliverable futures contract on Tatneft ordinary shares

2,120,380

130

29

NK

Deliverable futures contract on Novatek ordinary shares

1,031,851

33

30

RI

Futures-style options on RTS Index futures contract

34,400,156,827

310,781

31

GZ

Futures-style options on Gazprom futures contract

950,212,500

45,709

32

SR

Futures-style options on Sberbank futures contract

353,706,500

33,402

33

GM

Futures-style options on MMC NORILSK NICKEL futures contract

303,845,000

4,621

34

Si

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

96,153,500

3,148

35

LK

Futures-style options on LUKOIL futures contract

86,150,500

4,504

36

ED

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

62,225,144

1,537

37

GD

Futures-style options on gold futures contract

27,517,013

692

38

BR

Futures-style options on Brent oil futures contract

16,747,789

653

39

SV

Futures-style options on refined silver futures contract

9,391,029

112

40

SN

Futures-style options on futures on Surgutneftegas ordinary shares

2,350,000

62

41

VB

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

2,184,000

224

 

 

Total:

933,709,767,890

16,369,970