OREANDA-NEWS. January 24, 2011. For the week of January 17-21, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled  841.2 billion rubles or 14.5 million contracts, including 97.1 billion rubles during the evening trading session. The total open interest as of the last day of the week, January 21, 2011 reached 205.4 billion rubles or 4.8 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 RUB58.7 million or 2.7 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB60.3 million or 2,600 contracts.

 

Week

January 17-21

Week

 January 11-14

Change, %

Futures contracts

Trading volume, rubles

793,277,335,652

452,464,435,286

75,32%

Trading volume, contracts

13,855,403

9,357,533

48,07%

Number of trades

2,646,528

1,534,739

72,44%

Total open interest, rubles

137,986,363,105

121,202,827,040

13,85%

Total open interest, contracts

3,618,798

3,330,146

8,67%

Options Contracts

Trading volume, rubles

47,867,917,716

31,504,032,979

51,94%

Trading volume, contracts

625,554

390,438

60,22%

Number of trades

65,083

48,453

34,32%

Total open interest, rubles

67,444,422,316

60,413,135,374

11,64%

Total open interest, contracts

1,175,008

1,022,142

14,96%

Total

Trading volume, rubles

841,145,253,368

483,968,468,265

73,80%

Trading volume, contracts

14,480,957

9,747,971

48,55%

Number of trades

2,711,611

1,583,192

71,27%

Total open interest, rubles

205,430,785,421

181,615,962,414

13,11%

Total open interest, contracts

4,793,806

4,352,288

10,14%

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

590,628,016,508

5,223,174

2

Si

Cash-settled futures contract on USD/RUB exchange rate

64,545,128,195

2,147,140

3

ED

Cash-settled futures contract on EUR/USD exchange rate

33,031,671,039

821,529

4

SR

Deliverable futures contract on Sberbank ordinary shares

32,914,570,579

3,044,702

5

GZ

Deliverable futures contract on Gazprom ordinary shares

21,953,343,870

1,108,331

6

GD

Cash-settled futures contract on gold

9,776,491,710

239,866

7

LK

Deliverable futures contract on LUKOIL ordinary shares

7,691,111,259

400,196

8

BR

Cash-settled Brent oil futures contract

7,298,947,220

250,127

9

RS

Cash-settled futures contract on RTS Standard Index

6,751,479,645

56,201

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary

4,295,918,526

57,901

11

SV

Cash-settled futures contract on refined silver

3,407,218,929

40,274

12

RN

Deliverable futures contract on Rosneft ordinary shares

2,683,053,370

109,728

13

Eu

Cash-settled futures contract on EUR/RUB exchange rate

2,444,317,184

60,622

14

AU

Cash-settled futures contract on AUD/USD Exchange Rate

1,628,001,357

54,966

15

GU

Cash-settled futures contract on GBP/USD Exchange Rate

1,529,021,031

32,024

16

VB

Deliverable futures contract on VTB Bank ordinary shares

881,419,251

80,658

17

SP

Deliverable futures contract on Sberbank preferred shares

695,064,969

92,882

18

SN

Deliverable futures contract on Surgutneftegas ordinary shares

278,698,873

8,020

19

SA

Cash-settled futures contracts on raw sugar

186,914,089

8,958

20

PT

Cash-settled futures contract on platinum

182,534,992

3,340

21

CH

Deliverable futures contract on Severstal ordinary shares

145,540,614

2,512

22

CU

Cash-settled futures contract on copper

122,379,485

4,292

23

HY

Deliverable futures contract on RusHydro ordinary shares

61,032,532

3,728

24

PD

Cash-settled futures contract on palladium

59,598,775

246

25

TN

Deliverable futures contract on Transneft preferred shares

35,011,123

872

26

MP

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

27,250,000

2,000

27

MT

Deliverable futures contract on MTS ordinary shares

11,977,365

461

28

TT

Deliverable futures contract on Tatneft ordinary shares

6,668,879

413

29

Ro

Cash-settled futures contract on RTS Oil & Gas Index

2,464,177

191

30

NK

Deliverable futures contract on Novatek ordinary shares

1,342,406

42

31

SU

Cash-settled futures contracts on sugar

1,147,700

7

32

RI

Futures-style options on RTS Index futures contract

42,624,652,386

393,057

33

Si

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

2,206,972,500

68,037

34

GZ

Futures-style options on Gazprom futures contract

1,694,458,500

84,528

35

SR

Futures-style options on Sberbank futures contract

590,143,500

55,424

36

GM

Futures-style options on MMC NORILSK NICKEL futures contract

375,572,500

6,251

37

LK

Futures-style options on LUKOIL futures contract

309,016,000

16,519

38

GD

Futures-style options on gold futures contract

26,077,263

640

39

ED

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

19,145,126

483

40

BR

Futures-style options on Brent oil futures contract

11,378,499

404

41

SV

Futures-style options on refined silver futures contract

9,490,442

110

42

VB

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

976,000

100

43

SN

Futures-style options on futures on Surgutneftegas ordinary shares

35,000

1

 

 

Total:

841,145,253,368

14,480,957