OREANDA-NEWS. March 31, 2011. For the week of March 21-25, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 917.13 billion rubles or 16.92 million contracts, including 97.59 billion rubles during the evening trading session. The total open interest as of the last day of the week, March 25, 2011 reached 269.37 billion rubles or 5.71 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 RUB58.49 million or 2.54 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB117.86 million or 3.17 thousand contracts.

 

Week

March 21-25

Week

March 14-18

Change, %

Futures contracts

Trading volume, rubles

856,520,548,888

1,249,783,724,382

-31.47%

Trading volume, contracts

16,208,577

23,775,730

-31.83%

Number of trades

3,249,761

4,491,359

-27.64%

Total open interest, rubles

173,844,771,383

149,538,052,740

16.25%

Total open interest, contracts

4,344,108

4,068,258

6.78%

Options Contracts

Trading volume, rubles

60,607,635,445

88,053,309,429

-31.17%

Trading volume, contracts

715,818

1,022,390

-29.99%

Number of trades

77,070

96,507

-20.14%

Total open interest, rubles

95,523,587,367

59,621,273,098

60.22%

Total open interest, contracts

1,368,836

887,316

54.27%

Total

Trading volume, rubles

917,128,184,333

1,337,837,033,811

-31.45%

Trading volume, contracts

16,924,395

24,798,120

-31.75%

Number of trades

3,326,831

4,587,866

-27.49%

Total open interest, rubles

269,368,358,750

209,159,325,838

28.79%

Total open interest, contracts

5,712,944

4,955,574

15.28%

No

Code

Contract

Turnover

RUB

Contract

1

RI

Cash-settled futures contract on RTS Index

633,721,440,341

5,790,878

2

Si

Cash-settled futures contract on USD/RUB exchange rate

68,277,885,560

2,398,028

3

SR

Deliverable futures contract on Sberbank ordinary shares

42,752,689,116

4,170,316

4

GZ

Deliverable futures contract on Gazprom ordinary shares

32,344,568,072

1,459,027

5

ED

Cash-settled futures contract on EUR/USD exchange rate

28,719,516,367

717,289

6

BR

Cash-settled Brent oil futures contract

11,693,308,313

358,274

7

GD

Cash-settled futures contract on gold

8,106,500,863

199,506

8

SV

Cash-settled futures contract on refined silver

7,343,636,666

70,275

9

LK

Deliverable futures contract on LUKOIL ordinary shares

6,340,264,634

321,825

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary

3,036,325,057

42,652

11

RN

Deliverable futures contract on Rosneft ordinary shares

2,525,303,058

96,891

12

GU

Cash-settled futures contract on GBP/USD Exchange Rate

1,713,575,332

37,362

13

SP

Deliverable futures contract on Sberbank preferred shares

1,455,490,404

203,825

14

RS

Cash-settled futures contract on RTS Standard Index

1,409,615,740

11,979

15

VB

Deliverable futures contract on VTB Bank ordinary shares

1,401,800,878

147,029

16

MR

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

1,389,613,690

1,400

17

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,348,154,029

33,464

18

AU

Cash-settled futures contract on AUD/USD Exchange Rate

571,300,696

20,031

19

SA

Cash-settled futures contracts on raw sugar

532,861,896

30,756

20

SN

Deliverable futures contract on Surgutneftegas ordinary shares

497,269,637

16,885

21

HY

Deliverable futures contract on RusHydro ordinary shares

286,755,813

20,000

22

O2

Deliverable futures contract on the two-year federal loan bonds

216,865,009

21,165

23

O4

Deliverable futures contract on the four-year federal loan bonds

206,850,000

20,000

24

PD

Cash-settled futures contract on palladium

149,080,610

700

25

CU

Cash-settled futures contract on copper

113,620,915

4,115

26

PT

Cash-settled futures contract on platinum

96,477,620

1,942

27

CH

Deliverable futures contract on Severstal ordinary shares

68,428,483

1,283

28

Ro

Cash-settled futures contract on RTS Oil & Gas Index

65,748,467

4,789

29

TN

Deliverable futures contract on Transneft preferred shares

54,161,325

1,398

30

MP

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

51,939,750

4,066

31

TT

Deliverable futures contract on Tatneft ordinary shares

17,823,403

1,012

32

MT

Deliverable futures contract on MTS ordinary shares

6,532,291

275

33

NK

Deliverable futures contract on NOVATEK ordinary shares

5,144,853

140

34

RI

Futures-style options on RTS Index futures contract

57,458,527,500

539,929

35

GZ

Futures-style options on Gazprom futures contract

1,640,571,500

77,806

36

SR

Futures-style options on Sberbank futures contract

796,731,500

76,859

37

Si

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

329,905,500

11,399

38

GM

Futures-style options on MMC NORILSK NICKEL futures contract

173,055,000

2,245

39

LK

Futures-style options on LUKOIL futures contract

85,684,000

4,402

40

GD

Futures-style options on gold futures contract

70,730,468

1,750

41

ED

Futures-style options on EUR/USD futures contract

23,556,248

588

42

BR

Futures-style options on Brent oil future

18,075,857

542

43

SV

Futures-style options on refined silver futures contract

8,431,622

81

44

VB

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

1,436,250

187

45

SN

Futures-style options on futures on Surgutneftegas ordinary shares

930,000

30

 

 

Total:

917,128,184,333

16,924,395