OREANDA-NEWS. November 7, 2011. For the week of October 24-28, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,246.51 billion rubles or 25.65 million contracts, including 176.44 billion rubles during the evening trading session. The total open interest as of the last day of the week, October 28, 2011 reached 296.56 billion rubles or 7.37 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 RUB120.13 million or 8.51 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB698.34 million or 12.30 thousand contracts.

 

Week October 24-28

Week October 17-21

Change, %

Futures contracts

Trading volume, rubles

1,195,571,770,451

1,180,503,554,144

1.28%

Trading volume, contracts

24,832,127

26,889,179

-7.65%

Number of trades

5,606,697

5,802,491

-3.37%

Total open interest, rubles

209,034,517,941

223,985,899,973

-6.68%

Total open interest, contracts

5,622,012

6,240,824

-9.92%

Options Contracts

Trading volume, rubles

50,933,180,870

37,586,336,287

35.51%

Trading volume, contracts

818,898

534,118

53.32%

Number of trades

72,475

60,519

19.76%

Total open interest, rubles

87,522,740,040

63,802,740,878

37.18%

Total open interest, contracts

1,750,142

1,309,536

33.65%

Total

Trading volume, rubles

1,246,504,951,321

1,218,089,890,431

2.33%

Trading volume, contracts

25,651,025

27,423,297

-6.46%

Number of trades

5,679,172

5,863,010

-3.14%

Total open interest, rubles

296,557,257,981

287,788,640,851

3.05%

Total open interest, contracts

7,372,154

7,550,360

-2.36%

 

 

 

 

Turnover

No

Code

Contract

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

849,591,518,393

9,129,056

 

 

Cash-settled futures contract on USD/RUB

 

 

2

Si

exchange rate

177,488,122,755

5,801,572

 

 

Deliverable futures contract on Sberbank

 

 

3

SR

ordinary shares

45,209,859,056

5,333,556

 

 

Deliverable futures contract on Gazprom

 

 

4

GZ

ordinary shares

33,332,825,725

1,866,063

 

 

Cash-settled futures contract on EUR/USD

 

 

5

ED

exchange rate

25,349,706,783

597,647

6

GD

Cash-settled futures contract on gold

16,454,638,688

317,413

 

 

Deliverable futures contract on LUKOIL ordinary

 

 

7

LK

shares

10,196,029,844

573,068

 

 

Cash-settled futures contract on the MICEX

 

 

8

MX

Index

8,994,007,720

60,430

9

BR

Cash-settled Brent oil futures contract

6,881,069,975

204,633

 

 

Deliverable futures contract on MMC NORILSK

 

 

10

GM

NICKEL ordinary shares

4,974,352,826

79,703

11

SV

Cash-settled futures contract on refined silver

3,795,363,838

37,518

 

 

Cash-settled futures contract on RTS Standard

 

 

12

RS

Index

3,195,623,215

31,245

 

 

Deliverable futures contract on the four-year

 

 

13

O4

Russian Federation government bonds

3,013,765,373

294,995

 

 

Deliverable futures contract on Rosneft ordinary

 

 

14

RN

shares

2,245,653,368

103,340

15

VB

Deliverable futures contract on VTB Bank

1,312,229,297

182,166

 

 

ordinary shares

 

 

16

O2

Deliverable futures contract on the two-year Russian Federation government bonds

1,075,594,886

108,266

17

Eu

Cash-settled futures contract on EUR/RUB exchange rate

519,764,108

12,146

18

AU

Cash-settled futures contract on AUD/USD Exchange rate

422,263,740

13,320

19

GU

Cash-settled futures contract on GBP/USD Exchange rate

354,578,141

7,290

20

SP

Deliverable futures contract on Sberbank preferred shares

289,122,503

45,405

21

TN

Deliverable futures contract on Transneft preferred shares

183,418,214

4,936

22

SN

Deliverable futures contract on Surgutneftegas ordinary shares

115,909,005

4,457

23

UK

Deliverable futures contract on Uralkali ordinary shares

110,249,312

4,282

24

SA

Cash-settled futures contracts on raw sugar

93,843,378

5,077

25

PT

Cash-settled futures contract on platinum

93,046,157

1,939

26

MT

Deliverable futures contract on MTS ordinary shares

58,073,188

3,029

27

CU

Cash-settled futures contract on copper

53,536,105

2,288

28

HY

Deliverable futures contract on RusHydro ordinary shares

51,149,440

4,471

29

NK

Deliverable futures contract on NOVATEK ordinary shares

35,743,803

914

30

CH

Deliverable futures contract on Severstal ordinary shares

24,185,873

567

31

PD

Cash-settled futures contract on palladium

19,664,264

100

32

MR

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

12,927,994

13

33

TT

Deliverable futures contract on Tatneft ordinary shares

7,775,178

514

34

VX

Cash-settled futures contract on Russian Volatility Index

6,801,343

237

35

FS

Deliverable futures contract on FGC UES ordinary shares

5,699,601

205

36

SG

Deliverable futures contract on preferred shares of Surgutneftegas

2,350,821

160

37

Ro

Cash-settled futures contract on RTS Oil & Gas Index

1,165,935

99

38

MP

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

68,000

4

39

Rc

Cash-settled futures contract on RTS Consumer and Retail Index

39,024

2

40

UR

Cash-settled futures contract on Urals oil

33,582

1

41

RI

Futures-style options on RTS Index futures contract

44,478,000,531

497,833

42

GZ

Futures-style options on Gazprom futures contract

3,157,510,000

176,138

43

Si

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

1,999,947,500

65,342

44

RN

Futures-style options on futures contract on Rosneft ordinary shares

631,167,000

30,056

45

SR

Futures-style options on futures contract on Sberbank ordinary shares

351,151,250

42,176

46

GM

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

177,130,000

3,183

47

SV

Futures-style options on refined silver futures contract

45,627,664

449

48

GD

Futures-style options on gold futures contract

29,860,602

561

49

VB

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

15,491,000

1,778

50

MX

Futures-style options on MICEX Index futures contract

13,295,000

85

51

LK

Futures-style options on LUKOIL futures contract

13,099,000

744

52

BR

Futures-style options on Brent oil future

12,544,799

355

53

PT

Futures-style options on futures contract on platinum

5,593,578

128

54

ED

Futures-style options on EUR/USD futures contract

2,042,946

50

55

TN

Futures-style options on futures contract on Transneft preferred shares

720,000

20

 

 

Total:

1,246,504,951,321

25,651,025