OREANDA-NEWS. May 05, 2011. For the week of April 25-29, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,074.65 billion rubles or 17.78 million contracts, including 141.55 billion rubles during the evening trading session. The total open interest as of the last day of the week, April 29, 2011 reached 337.96 billion rubles or 7.94 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 RUB254.75 million or 10.76 thousand contracts. The trading volume in the power futures contract that was recently introduced by RTS Group and Moscow Energy Exchange reached RUB67.84 million or 2.41 thousand contracts.

 

Week

April 25-29

Week

April 18-22

Change, %

Futures contracts

Trading volume, rubles

977,267,221,772

941,339,169,292

3.82%

Trading volume, contracts

16,878,594

16,913,083

-0.20%

Number of trades

3,532,823

3,297,351

7.14%

Total open interest, rubles

202,642,836,193

193,099,782,656

4.94%

Total open interest, contracts

5,876,520

5,380,066

9.23%

Options Contracts

Trading volume, rubles

97,382,166,424

80,389,475,183

21.14%

Trading volume, contracts

900,066

853,786

5.42%

Number of trades

66,093

84,401

-21.69%

Total open interest, rubles

135,314,000,128

124,788,094,407

8.44%

Total open interest, contracts

2,064,692

1,889,960

9.25%

Total

Trading volume, rubles

1,074,649,388,196

1,021,728,644,475

5.18%

Trading volume, contracts

17,778,660

17,766,869

0.07%

Number of trades

3,598,916

3,381,752

6.42%

Total open interest, rubles

337,956,836,321

317,887,877,063

6.31%

Total open interest, contracts

7,941,212

7,270,026

9.23%

 

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

722,174,780,952

6,538,112

2

Si

Cash-settled futures contract on USD/RUB exchange rate

94,092,710,046

3,374,965

3

GZ

Deliverable futures contract on Gazprom ordinary shares

33,962,389,711

1,464,756

4

SV

Cash-settled futures contract on refined silver

33,603,914,876

256,869

5

SR

Deliverable futures contract on Sberbank ordinary shares

33,094,616,483

3,250,813

6

ED

Cash-settled futures contract on EUR/USD exchange rate

20,532,806,070

505,833

7

BR

Cash-settled Brent oil futures contract

11,525,596,475

334,977

8

LK

Deliverable futures contract on LUKOIL ordinary shares

7,235,352,805

386,579

9

GD

Cash-settled futures contract on gold

7,170,362,349

170,433

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

3,345,894,370

44,298

11

RN

Deliverable futures contract on Rosneft ordinary shares

2,382,204,941

96,737

12

RS

Cash-settled futures contract on RTS Standard Index

1,906,090,890

15,985

13

VB

Deliverable futures contract on VTB Bank ordinary shares

1,695,515,952

185,238

14

Eu

Cash-settled futures contract on EUR/RUB exchange

988,060,262

24,237

15

GU

Cash-settled futures contract on GBP/USD Exchange Rate

789,830,126

17,263

16

O4

Deliverable futures contract on the four-year federal loan bonds

647,428,269

61,854

17

SP

Deliverable futures contract on Sberbank preferred shares

532,970,319

78,100

18

AU

Cash-settled futures contract on AUD/USD Exchange Rate

385,562,846

12,972

19

SA

Cash-settled futures contract on raw sugar

222,131,697

14,881

20

SN

Deliverable futures contract on Surgutneftegas ordinary shares

213,336,086

7,379

21

PT

Cash-settled futures contract on platinum

163,210,456

3,226

22

O2

Deliverable futures contract on the two-year federal loan bonds

119,385,388

11,625

23

CH

Deliverable futures contract on Severstal ordinary shares

116,518,947

2,273

24

MP

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

97,360,000

8,001

25

HY

Deliverable futures contract on RusHydro ordinary shares

90,629,828

6,369

26

CU

Cash-settled futures contract on copper

56,767,295

2,193

27

TN

Deliverable futures contract on Transneft preferred shares

53,551,222

1,305

28

PD

Cash-settled futures contract on palladium

34,817,151

164

29

MT

Deliverable futures contract on MTS ordinary shares

10,633,310

445

30

TT

Deliverable futures contract on Tatneft ordinary shares

8,424,792

463

31

SU

Deliverable futures contract on sugar

7,490,000

54

32

NK

Deliverable futures contract on NOVATEK ordinary shares

6,653,317

179

33

Ro

Cash-settled futures contract on RTS Oil and Gas Index

224,540

16

34

RI

Futures-style options on RTS Index futures contract

95,288,014,936

799,553

35

GZ

Futures-style options on Gazprom futures contract

1,081,769,000

45,442

36

SR

Futures-style options on Sberbank futures contract

319,473,750

31,051

37

LK

Futures-style options on LUKOIL futures contract

235,911,000

12,622

38

Si

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

197,917,750

6,799

39

GD

Futures-style options on gold futures contract

119,615,869

2,898

40

SV

Futures-style options on refined silver futures contract

107,671,746

829

41

BR

Futures-style options on Brent oil future

14,619,988

429

42

GM

Futures-style options on MMC NORILSK NICKEL futures contract

7,030,000

88

43

ED

Futures-style options on EUR/USD futures contract

6,226,386

155

44

TN

Futures-style options on futures contract  on Transneft preferred shares

1,848,000

42

45

VB

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

1,172,000

130

46

SN

Futures-style options on futures contract on ordinary shares of "Surgutneftegas" OJSC 

896,000

28

 

 

Total:

1,074,649,388,196

17,778,660