OREANDA-NEWS. February 10, 2011. For the week of January 31 - February 4, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled  936.9 billion rubles or 16.9 million contracts, including 121.0 billion rubles during the evening trading session. The total open interest as of the last day of the week, February 4, 2011 reached 261.7 billion rubles or 6.3 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 RUB64.5. million or 2.9 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB306.5 million or 8.8 thousand contracts.

 

Week

January 31 - February 4

Week

January 24-28

Change, %

Futures contracts

Trading volume, rubles

884,501,862,941

897,399,128,088

-1.44%

Trading volume, contracts

16,255,740

15,964,525

1.82%

Number of trades

3,086,996

3,090,828

-0.12%

Total open interest, rubles

165,654,139,350

153,673,949,376

7.80%

Total open interest, contracts

4,710,264

4,112,908

14.52%

Options Contracts

Trading volume, rubles

52,424,532,966

36,310,639,803

44.38%

Trading volume, contracts

639,704

405,445

57.78%

Number of trades

68,590

53,285

28.72%

Total open interest, rubles

96,032,519,602

79,757,235,303

20.41%

Total open interest, contracts

1,633,890

1,345,664

21.42%

Total

Trading volume, rubles

936,926,395,907

933,709,767,890

0.34%

Trading volume, contracts

16,895,444

16,369,970

3.21%

Number of trades

3,155,586

3,144,113

0.36%

Total open interest, rubles

261,686,658,952

233,431,184,680

12.10%

Total open interest, contracts

6,344,154

5,458,572

16.22%

No

Code

Contract

Turnover

RUB

contracts

1

RI

Cash-settled futures contract on RTS Index

642,558,420,354

5,734,578

2

Si

Cash-settled futures contract on USD/RUB exchange rate

76,183,094,120

2,572,557

3

ED

Cash-settled futures contract on EUR/USD exchange rate

42,871,142,982

1,059,608

4

SR

Deliverable futures contract on Sberbank ordinary shares

35,760,325,205

3,395,327

5

GZ

Deliverable futures contract on Gazprom ordinary shares

31,763,600,671

1,531,864

6

GD

Cash-settled futures contract on gold

11,623,893,340

293,575

7

BR

Cash-settled Brent oil futures contract

11,476,527,833

384,879

8

LK

Deliverable futures contract on LUKOIL ordinary shares

9,350,689,847

487,342

9

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary

4,545,477,600

60,555

10

GU

Cash-settled futures contract on GBP/USD Exchange Rate

2,867,372,640

60,427

11

VB

Deliverable futures contract on VTB Bank ordinary shares

2,669,223,934

258,364

12

RN

Deliverable futures contract on Rosneft ordinary shares

2,640,791,084

102,631

13

SV

Cash-settled futures contract on refined silver

2,586,081,796

30,943

14

Eu

Cash-settled futures contract on EUR/RUB exchange rate

2,399,378,318

58,991

15

RS

Cash-settled futures contract on RTS Standard Index

2,353,497,575

19,573

16

SP

Deliverable futures contract on Sberbank preferred shares

982,260,019

136,776

17

AU

Cash-settled futures contract on AUD/USD Exchange Rate

607,856,644

20,559

18

SA

Cash-settled futures contracts on raw sugar

394,705,281

17,807

19

SN

Deliverable futures contract on Surgutneftegas ordinary shares

206,575,709

6,197

20

HY

Deliverable futures contract on RusHydro ordinary shares

178,362,426

11,702

21

TN

Deliverable futures contract on Transneft preferred shares

171,505,096

4,345

22

PT

Cash-settled futures contract on platinum

108,475,050

2,017

23

CU

Cash-settled futures contract on copper

82,397,160

2,829

24

CH

Deliverable futures contract on Severstal ordinary shares

75,517,154

1,385

25

PD

Cash-settled futures contract on palladium

25,838,782

107

26

MT

Deliverable futures contract on MTS ordinary shares

11,991,082

480

27

TT

Deliverable futures contract on Tatneft ordinary shares

2,690,557

162

28

NK

Deliverable futures contract on Novatek ordinary shares

1,427,794

45

29

MP

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

1,358,875

103

30

SU

Cash-settled futures contracts on sugar

1,325,000

10

31

UR

Cash-settled futures contract on Urals oil 

59,012

2

32

RI

Futures-style options on RTS Index futures contract

48,905,189,611

440,771

33

GZ

Futures-style options on Gazprom futures contract

1,570,767,500

77,432

34

SR

Futures-style options on Sberbank futures contract

845,155,750

81,701

35

Si

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

779,927,750

26,082

36

LK

Futures-style options on LUKOIL futures contract

139,504,500

7,256

37

GD

Futures-style options on gold futures contract

76,356,303

1,935

38

ED

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

31,567,682

775

39

BR

Futures-style options on Brent oil futures contract

25,305,989

853

40

VB

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

23,183,750

2,325

41

SV

Futures-style options on refined silver futures contract

12,733,131

151

42

RN

Futures-style options on futures on Rosneft ordinary shares

11,311,000

362

43

GM

Futures-style options on MMC NORILSK NICKEL futures contract

2,810,000

41

44

TN

Futures-style options on futures on Transneft preferred shares

720,000

20

 

 

Total:

936,926,395,907

16,895,444