OREANDA-NEWS. March 24, 2011. For the week of March 9-11, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 637.6 billion rubles or 12.7 million contracts, including 53.3 billion rubles during the evening trading session. The total open interest as of the last day of the week, March 11, 2011 reached 298.4 billion rubles or 7.3 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 RUB33.5 million or 1.5 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB44.0 million or 1.5 thousand contracts.

 

Week

March 9-11

Week

February 28 - March 4

Change, %

Futures contracts

Trading volume, rubles

594,414,571,690

1,015,051,463,670

-41.44%

Trading volume, contracts

12,197,038

18,965,331

-35.69%

Number of trades

2,142,335

3,684,507

-41.86%

Total open interest, rubles

178,556,972,753

175,138,583,881

1.95%

Total open interest, contracts

4,995,452

4,752,726

5.11%

Options Contracts

Trading volume, rubles

43,132,395,121

93,700,128,043

-53.97%

Trading volume, contracts

529,445

1,090,763

-51.46%

Number of trades

60,923

115,630

-47.31%

Total open interest, rubles

119,838,958,130

111,524,200,366

7.46%

Total open interest, contracts

2,334,536

2,227,726

4.79%

Total

Trading volume, rubles

637,546,966,811

1,108,751,591,713

-42.50%

Trading volume, contracts

12,726,483

20,056,094

-36.55%

Number of trades

2,203,258

3,800,137

-42.02%

Total open interest, rubles

298,395,930,883

286,662,784,247

4.09%

Total open interest, contracts

7,329,988

6,980,452

5.01%

No

Code

Contract

Turnover

RUB

contracts

1

RI

Cash-settled futures contract on RTS Index

412,305,617,555

3,676,210

2

Si

Cash-settled futures contract on USD/RUB exchange rate

65,045,394,896

2,276,781

3

SR

Deliverable futures contract on Sberbank ordinary shares

32,419,461,381

3,217,017

4

GZ

Deliverable futures contract on Gazprom ordinary shares

24,273,567,233

1,154,307

5

ED

Cash-settled futures contract on EUR/USD exchange rate

17,142,426,161

433,865

6

BR

Cash-settled Brent oil futures contract

9,785,539,164

299,293

7

GD

Cash-settled futures contract on gold

7,257,261,751

178,412

8

LK

Deliverable futures contract on LUKOIL ordinary shares

5,641,973,702

279,175

9

SV

Cash-settled futures contract on refined silver

4,477,828,750

44,371

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

3,659,858,243

52,350

11

Eu

Cash-settled futures contract on EUR/RUB exchange

3,096,756,311

78,259

12

VB

Deliverable futures contract on VTB Bank ordinary shares

1,752,666,990

184,830

13

RN

Deliverable futures contract on Rosneft ordinary shares

1,683,053,113

65,124

14

GU

Cash-settled futures contract on GBP/USD Exchange Rate

1,678,103,885

36,443

15

RS

Cash-settled futures contract on RTS Standard Index

1,586,925,425

13,253

16

SP

Deliverable futures contract on Sberbank preferred shares

1,032,353,629

149,890

17

AU

Cash-settled futures contract on AUD/USD Exchange Rate

744,384,796

25,992

18

SN

Deliverable futures contract on Surgutneftegas ordinary shares

161,868,361

4,942

19

CU

Cash-settled futures contract on copper

133,352,405

5,090

20

HY

Deliverable futures contract on RusHydro ordinary shares

123,274,506

8,443

21

CH

Deliverable futures contract on Severstal ordinary shares

119,313,230

2,288

22

SA

Cash-settled futures contract on raw sugar

110,854,500

5,923

23

PD

Cash-settled futures contract on palladium

61,426,376

278

24

TN

Deliverable futures contract on Transneft preferred shares

53,245,356

1,336

25

TT

Deliverable futures contract on Tatneft ordinary shares

20,608,309

1,136

26

MT

Deliverable futures contract on MTS ordinary shares

17,179,271

699

27

PT

Cash-settled futures contract on platinum

11,900,798

233

28

NK

Deliverable futures contract on NOVATEK ordinary shares

7,723,632

218

29

Ro

Cash-settled futures contract on RTS Oil & Gas Index

3,176,157

233

30

MP

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

2,935,050

204

31

O2

Deliverable futures contract on the two-year federal loan bonds

2,304,116

226

32

O4

Deliverable futures contract on the four-year federal loan bonds

2,236,637

217

33

RI

Futures-style options on RTS Index futures contract

40,034,892,174

362,086

34

GZ

Futures-style options on Gazprom futures contract

1,845,119,000

89,287

35

SR

Futures-style options on Sberbank futures contract

519,807,250

50,661

36

RN

Futures-style options on futures on Rosneft ordinary shares

283,650,000

11,346

37

LK

Futures-style options on LUKOIL futures contract

161,560,000

8,089

38

Si

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

151,970,000

5,097

39

GD

Futures-style options on gold futures contract

69,552,735

1,712

40

SV

Futures-style options on refined silver futures contract

39,345,083

385

41

ED

Futures-style options on EUR/USD futures contract

17,178,916

439

42

BR

Futures-style options on Brent oil future

3,478,713

109

43

GM

Futures-style options on MMC NORILSK NICKEL futures contract

1,700,000

26

44

TN

Futures-style options on Transneft futures contract

1,490,000

34

45

SN

Futures-style options on futures on Surgutneftegas ordinary shares

1,400,000

40

46

VB

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

1,251,250

134

 

 

Total:

637,546,966,811

12,726,483