OREANDA-NEWS. November 9, 2011. For the week of October 31- November 3, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,051.83 billion rubles or 21.91 million contracts, including 143.65 billion rubles during the evening trading session. The total open interest as of the last day of the week, November 3, 2011 reached 293.84 billion rubles or 7.38 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 RUB78.58 million or 3.92 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB1,825.88 million or 29.97 thousand contracts.

 

Week October 31- November 3

Week October 24-28

Change, %

Futures contracts

Trading volume, rubles

1,001,331,286,526

1,195,571,770,451

-16.25%

Trading volume, contracts

21,188,953

24,832,127

-14.67%

Number of trades

4,786,779

5,606,697

-14.62%

Total open interest, rubles

194,025,809,322

209,034,517,941

-7.18%

Total open interest, contracts

5,502,314

5,622,012

-2.13%

Options Contracts

Trading volume, rubles

50,498,244,117

50,933,180,870

-0.85%

Trading volume, contracts

716,316

818,898

-12.53%

Number of trades

63,663

72,475

-12.16%

Total open interest, rubles

99,814,709,646

87,522,740,040

14.04%

Total open interest, contracts

1,881,446

1,750,142

7.50%

Total

Trading volume, rubles

1,051,829,530,644

1,246,504,951,321

-15.62%

Trading volume, contracts

21,905,269

25,651,025

-14.60%

Number of trades

4,850,442

5,679,172

-14.59%

Total open interest, rubles

293,840,518,968

296,557,257,981

-0.92%

Total open interest, contracts

7,383,760

7,372,154

0.16%

 

 

 

 

Turnover

No

Code

Contract

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

725,723,355,918

7,846,076

 

 

Cash-settled futures contract on USD/RUB

 

 

2

Si

exchange rate

135,867,575,731

4,413,512

 

 

Deliverable futures contract on Sberbank ordinary

 

 

3

SR

shares

39,607,772,715

4,954,796

4

GZ

Deliverable futures contract on Gazprom ordinary shares

31,377,553,021

1,743,263

 

 

Cash-settled futures contract on EUR/USD

 

 

5

ED

exchange rate

19,585,271,576

463,813

6

GD

Cash-settled futures contract on gold

10,107,003,941

190,466

 

 

Deliverable futures contract on LUKOIL ordinary

 

 

7

LK

shares

8,848,510,220

502,211

8

MX

Cash-settled futures contract on MICEX Index

6,669,824,920

45,224

 

 

Deliverable futures contract on MMC NORILSK

 

 

9

GM

NICKEL ordinary shares

4,487,728,997

78,081

10

BR

Cash-settled Brent oil futures contract

4,282,915,493

128,301

11

SV

Cash-settled futures contract on refined silver

3,200,693,167

30,784

 

 

Cash-settled futures contract on RTS Standard

 

 

12

RS

Index

2,606,240,940

25,872

 

 

Deliverable futures contract on the four-year Russian

 

 

13

O4

Federation government bonds

2,156,818,021

211,239

 

 

Deliverable futures contract on Rosneft ordinary

 

 

14

RN

shares

1,864,667,669

86,171

 

 

Deliverable futures contract on VTB Bank ordinary

 

 

15

VB

shares

1,341,934,115

185,918

 

 

Deliverable futures contract on the two-year Russian

 

 

16

O2

Federation government bonds

1,235,148,418

124,690

 

 

Cash-settled futures contract on EUR/RUB

 

 

17

Eu

exchange rate

932,819,794

21,806

 

 

Deliverable futures contract on Sberbank preferred

 

 

18

SP

shares

633,442,436

101,764

19

SN

Deliverable futures contract on Surgutneftegas ordinary shares

126,262,962

4,793

 

 

Deliverable futures contract on Transneft preferred

 

 

20

TN

shares

114,361,728

2,874

21

HY

Deliverable futures contract on RusHydro ordinary shares

89,964,856

7,955

 

 

Deliverable futures contract on NOVATEK ordinary

 

 

22

NK

shares

70,309,425

1,786

23

MT

Deliverable futures contract on MTS ordinary shares

67,634,008

3,492

 

 

Cash-settled futures contract on GBP/USD

 

 

24

GU

Exchange rate

60,905,081

1,248

 

 

Deliverable futures contract on Uralkali ordinary

 

 

25

UK

shares

58,110,427

2,260

 

 

Cash-settled futures contract on RTS Oil & Gas

 

 

26

Ro

Index

48,287,716

4,150

 

 

Cash-settled futures contract on AUD/USD

 

 

27

AU

Exchange rate

36,133,468

1,131

28

SA

Cash-settled futures contracts on raw sugar

28,611,454

1,605

 

 

Deliverable futures contract on Severstal ordinary

 

 

29

CH

shares

24,144,097

565

30

PT

Cash-settled futures contract on platinum

22,937,468

469

 

 

Cash-settled futures contract on average rate of the

 

 

31

MP

three month MosPrime credit

18,261,650

1,070

 

 

Deliverable futures contract on preferred shares of

 

 

32

SG

Surgutneftegas

13,149,709

869

33

CU

Cash-settled futures contract on copper

8,616,500

361

 

 

Cash-settled futures contract on Russian Volatility

 

 

34

VX

Index

4,324,680

147

35

PD

Cash-settled futures contract on palladium

3,771,664

19

 

 

Cash-settled futures contract on average rate of the

 

 

36

MR

one day MosPrime credit

2,982,795

3

 

 

Deliverable futures contract on Tatneft ordinary

 

 

37

TT

shares

1,718,315

113

 

 

Deliverable futures contract on FGC UES ordinary

 

 

38

FS

shares

1,456,256

52

 

 

Deliverable futures contract on Rostelecom ordinary

 

 

39

RT

shares

46,503

3

 

 

Cash-settled futures contract on RTS Consumer &

 

 

40

Rc

Retail Index

18,672

1

41

RI

Futures-style options on RTS Index futures contract

47,244,146,249

518,031

42

GZ

Futures-style options on Gazprom ordinary shares

2,246,849,000

121,004

43

SR

Futures-style options on futures contract on Sberbank ordinary shares

557,218,000

65,827

44

Si

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

214,657,250

6,764

45

GM

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

145,730,000

2,415

 

 

Futures-style options on refined silver futures

 

 

46

SV

contract

43,491,889

438

47

TN

Futures-style options on futures contract on Transneft preferred shares

11,230,000

302

48

LK

Futures-style options on futures contract on LUKOIL ordinary shares

10,171,500

600

49

GD

Futures-style options on gold futures contract

8,095,613

147

50

SN

Futures-style options on futures contract on Surgutneftegas ordinary shares

7,192,000

248

51

BR

Futures-style options on Brent oil futures

4,455,518

128

52

VB

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

3,216,000

393

53

MX

Futures-style options on MICEX futures contract

1,330,000

8

54

ED

Futures-style options on EUR/USD futures contract

461,099

11

 

 

Total:

1,051,829,530,644

21,905,269