OREANDA-NEWS. March 11, 2011. For the week of February 28 - March 5, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,108.8 billion rubles or 20.1 million contracts, including 145.6 billion rubles during the evening trading session. The total open interest as of the last day of the week, March 5, 2011 reached 286.7 billion rubles or 7.0 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 RUB67.7 million or 3.0 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB222.1 million or 6.1 thousand contracts.

 

Week

February 28 – March 5

Week

February 21-25

Change, %

Futures contracts

Trading volume, rubles

1,015,051,463,670

771,923,117,788

31.50%

Trading volume, contracts

18,965,331

15,064,784

25.89%

Number of trades

3,684,507

2,802,166

31.49%

Total open interest, rubles

175,138,583,881

188,080,131,740

-6.88%

Total open interest, contracts

4,752,726

5,209,806

-8.77%

Options Contracts

Trading volume, rubles

93,700,128,043

44,422,563,229

110.93%

Trading volume, contracts

1,090,763

657,746

65.83%

Number of trades

115,630

59,661

93.81%

Total open interest, rubles

111,524,200,366

98,690,434,424

13.00%

Total open interest, contracts

2,227,726

2,031,110

9.68%

Total

Trading volume, rubles

1,108,751,591,713

816,345,681,017

35.82%

Trading volume, contracts

20,056,094

15,722,530

27.56%

Number of trades

3,800,137

2,861,827

32.79%

Total open interest, rubles

286,662,784,247

286,770,566,164

-0.04%

Total open interest, contracts

6,980,452

7,240,916

-3.60%

No

Code

Contract

Turnover

RUB

contracts

1

RI

Cash-settled futures contract on RTS Index

744,386,946,720

6,609,902

2

Si

Cash-settled futures contract on USD/RUB exchange rate

86,650,082,698

3,040,118

3

GZ

Deliverable futures contract on Gazprom ordinary shares

44,736,602,205

2,107,947

4

SR

Deliverable futures contract on Sberbank ordinary shares

43,576,399,250

4,313,362

5

ED

Cash-settled futures contract on EUR/USD exchange rate

34,283,361,872

869,639

6

BR

Cash-settled Brent oil futures contract

13,639,960,100

418,480

7

LK

Deliverable futures contract on LUKOIL ordinary shares

10,831,092,018

532,079

8

GD

Cash-settled futures contract on gold

8,398,234,070

207,324

9

SV

Cash-settled futures contract on refined silver

5,162,733,206

52,899

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary

4,761,096,164

67,406

11

VB

Deliverable futures contract on VTB Bank ordinary shares

2,990,458,994

303,696

12

RN

Deliverable futures contract on Rosneft ordinary shares

2,594,773,940

95,808

13

PT

Cash-settled futures contract on platinum

2,268,491,609

43,514

14

MR

Cash-settled futures on average interest rate of the overnight credit MosPrime

2,197,488,439

2,200

15

GU

Cash-settled futures contract on GBP/USD Exchange Rate

2,088,416,538

45,105

16

RS

Cash-settled futures contract on RTS Standard Index

1,882,822,345

15,581

17

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,648,885,913

41,671

18

SP

Deliverable futures contract on Sberbank preferred shares

738,024,041

105,177

19

AU

Cash-settled futures contract on AUD/USD Exchange Rate

662,308,664

23,063

20

CH

Deliverable futures contract on Severstal ordinary shares

331,148,215

6,062

21

O2

Deliverable futures contract on the two-year federal loan bonds

241,932,047

23,745

22

SA

Cash-settled futures contracts on raw sugar

202,416,888

10,392

23

SN

Deliverable futures contract on Surgutneftegas ordinary shares

158,714,473

4,786

24

HY

Deliverable futures contract on RusHydro ordinary shares

141,654,113

9,651

25

CU

Cash-settled futures contract on copper

103,830,125

3,715

26

PD

Cash-settled futures contract on palladium

92,697,205

401

27

TN

Deliverable futures contract on Transneft preferred shares

73,185,864

1,800

28

MP

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

67,884,225

3,824

29

NK

Deliverable futures contract on NOVATEK ordinary shares

64,821,114

1,765

30

MT

Deliverable futures contract on MTS ordinary shares

38,748,188

1,635

31

Ro

Cash-settled futures contract on RTS Oil & Gas Index

23,908,562

1,748

32

TT

Deliverable futures contract on Tatneft ordinary shares

8,852,809

506

33

O4

Deliverable futures contract on the four-year federal loan bonds

3,342,325

325

34

UR

Cash-settled futures contract on Urals oil 

94,766

3

35

Rc

Cash-settled futures contract on RTS Consumer and Retail Index

53,968

2

36

RI

Futures-style options on RTS Index futures contract

88,635,934,113

815,629

37

GZ

Futures-style options on Gazprom futures contract

3,383,034,500

162,140

38

SR

Futures-style options on Sberbank futures contract

802,608,750

79,953

39

LK

Futures-style options on LUKOIL futures contract

334,872,000

17,057

40

Si

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

283,761,500

9,719

41

GD

Futures-style options on gold futures contract

175,240,459

4,378

42

ED

Futures-style options on EUR/USD futures contract

43,414,872

1,115

43

SV

Futures-style options on refined silver futures contract

28,902,640

297

44

BR

Futures-style options on Brent oil future

8,866,710

300

45

GM

Futures-style options on MMC NORILSK NICKEL futures contract

1,552,500

24

46

VB

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

1,270,500

129

47

SN

Futures-style options on futures on Surgutneftegas ordinary shares

620,000

20

48

RN

Futures-style options on futures on Rosneft ordinary shares

49,500

2

 

 

Total:

1,108,751,591,713

20,056,094