OREANDA-NEWS. August 11, 2011. For the week of August 1-5, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,569.94 billion rubles or 28.18 million contracts, including 247.82 billion rubles during the evening trading session. The total open interest as of the last day of the week, August 5, 2011 reached 411.91 billion rubles or 9.12 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 RUB210.42 million or 16.55 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB516.87 million or 9.61 thousand contracts.

 

Week August 1-5

Week July 25-29

Change, %

Futures contracts

Trading volume, rubles

1,407,002,709,695

886,990,488,679

-7.00%

Trading volume, contracts

26,511,341

15,305,049

-11.33%

Number of trades

4,604,277

3,090,525

-3.37%

Total open interest, rubles

228,548,782,631

206,423,369,494

1.58%

Total open interest, contracts

6,815,270

5,892,358

3.58%

Options Contracts

Trading volume, rubles

162,939,538,293

86,357,804,919

14.87%

Trading volume, contracts

1,664,057

1,085,674

32.85%

Number of trades

136,127

69,647

14.04%

Total open interest, rubles

183,364,766,334

157,451,438,193

12.78%

Total open interest, contracts

2,307,882

2,033,628

15.90%

Total

Trading volume, rubles

1,569,942,247,987

973,348,293,599

-5.41%

Trading volume, contracts

28,175,398

16,390,723

-9.33%

Number of trades

4,740,404

3,160,172

-3.04%

Total open interest, rubles

411,913,548,964

363,874,807,687

6.14%

Total open interest, contracts

9,123,152

7,925,986

6.48%

 

No

Code

Contract

Turnover

RUB

contracts

1

RI

Cash-settled futures contract on RTS Index

996,271,933,839

9,443,563

2

Si

Cash-settled futures contract on USD/RUB exchange rate

162,660,364,584

5,780,625

3

ED

Cash-settled futures contract on EUR/USD exchange rate

84,721,945,913

2,131,049

4

SR

Deliverable futures contract on Sberbank ordinary shares

45,459,950,827

4,538,605

5

GZ

Deliverable futures contract on Gazprom ordinary shares

40,603,327,293

2,119,107

6

BR

Cash-settled Brent oil futures contract

19,352,889,327

609,839

7

GD

Cash-settled futures contract on gold

15,740,309,322

340,054

8

SV

Cash-settled futures contract on refined silver

12,884,802,881

113,929

9

LK

Deliverable futures contract on LUKOIL ordinary shares

10,180,332,390

570,533

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

4,222,525,150

58,218

11

RS

Cash-settled futures contract on RTS Standard Index

2,990,794,585

26,686

12

VB

Deliverable futures contract on VTB Bank ordinary shares

2,338,603,736

287,021

13

RN

Deliverable futures contract on Rosneft

2,174,462,892

94,790

 

 

ordinary shares

 

 

 

 

Cash-settled futures contract on GBP/USD

 

 

14

GU

Exchange rate

1,998,407,221

43,917

 

 

Deliverable futures contract on the four-year

 

 

15

O4

Russian Federation government bonds

1,604,772,233

153,057

 

 

Cash-settled futures contract on EUR/RUB

 

 

16

Eu

exchange rate

1,091,802,819

27,335

 

 

Deliverable futures contract on Sberbank

 

 

17

SP

preferred shares

726,479,195

90,017

 

 

Cash-settled futures contract on AUD/USD

 

 

18

AU

Exchange rate

465,349,202

15,638

19

SN

Deliverable futures contract on Surgutneftegas ordinary shares

201,870,713

7,444

20

SA

Cash-settled futures contracts on raw sugar

198,169,601

11,134

 

 

Deliverable futures contract on the two-year

 

 

21

O2

Russian Federation government bonds

147,555,916

14,230

22

PT

Cash-settled futures contract on platinum

146,382,894

2,967

 

 

Deliverable futures contract on RusHydro

 

 

23

HY

ordinary shares

143,396,925

10,558

 

 

Deliverable futures contract on Transneft

 

 

24

TN

preferred shares

132,535,071

3,161

 

 

Deliverable futures contract on Severstal

 

 

25

CH

ordinary shares

125,911,680

2,481

 

 

Deliverable futures contract on Uralkali ordinary

 

 

26

UK

shares

100,198,331

3,829

 

 

Deliverable futures contract on NOVATEK

 

 

27

NK

ordinary shares

98,182,892

2,371

 

 

Cash-settled futures contract on Russian

 

 

28

VX

Volatility Index

47,633,105

3,146

29

CU

Cash-settled futures contract on copper

42,949,235

1,611

30

PD

Cash-settled futures contract on palladium

40,367,684

185

 

 

Deliverable futures contract on Tatneft ordinary

 

 

31

TT

shares

37,895,947

2,123

 

 

Deliverable futures contract on ordinary shares

 

 

32

FS

of FGC UES

18,778,077

527

 

 

Deliverable futures contract on preferred

 

 

33

SG

shares of Surgutneftegas

14,113,004

1,024

 

 

Deliverable futures contract on MTS ordinary

 

 

34

MT

shares

11,378,471

484

 

 

Cash-settled futures on average interest rate of

 

 

35

MR

the overnight credit MosPrime

4,975,616

5

 

 

Cash-settled futures contract on RTS

 

 

36

Rc

Consumer and Retail Index

719,815

30

 

 

Cash-settled futures contract on RTS Oil & Gas

 

 

37

Ro

Index

530,058

38

 

 

Cash-settled futures contract on average rate

 

 

38

MP

of the three month MosPrime credit

111,250

10

 

 

Futures-style options on RTS Index futures

 

 

39

RI

contract

160,029,280,579

1,511,557

40

GZ

Futures-style options on Gazprom ordinary shares

1,146,498,500

56,956

41

SR

Futures-style options on futures contract on Sberbank ordinary shares

620,338,750

61,261

42

Si

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

329,632,250

11,561

43

GD

Futures-style options on gold futures contract

320,295,184

7,023

44

LK

Futures-style options on futures contract on LUKOIL ordinary shares

166,715,000

9,286

45

GM

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

110,637,500

1,509

46

SV

Futures-style options on refined silver futures contract

80,047,315

764

47

BR

Futures-style options on Brent oil futures

74,254,367

2,301

48

TN

Futures-style options on futures contract on Transneft preferred shares

30,401,000

721

49

ED

Futures-style options on EUR/USD futures contract

23,627,667

594

50

PT

Futures-style options on futures contract on platinum

4,177,430

86

51

VB

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

3,489,750

432

52

RN

Futures-style option on futures contract on Rosneft ordinary shares

143,000

6

 

 

Total:

1,569,942,247,987

28,175,398