OREANDA-NEWS. May 13, 2011. For the week of May 3-6, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,115.22 billion rubles or 20.73 million contracts, including 161.49 billion rubles during the evening trading session. The total open interest as of the last day of the week, May 6, 2011 reached 340.60 billion rubles or 8.29 million contracts.

Last week the trading volume in the cash-settled futures contract on gasoil (summer grade) launched within the framework of the joint project between RTS Group and Saint Petersburg Exchange reached RUB52.11 million or 2.22 thousand contracts and the trading volume of the futures contract on wheat amounted to RUB157.28 million or 20.15 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB46.81 million or 1.68 thousand contracts.

 

Week

May 3-6

Week

April 25-29

Change, %

Futures contracts

Trading volume, rubles

1,028,642,255,537

977,267,221,772

5.26%

Trading volume, contracts

19,762,279

16,878,594

17.08%

Number of trades

3,853,652

3,532,823

9.08%

Total open interest, rubles

199,860,331,473

202,642,836,193

-1.37%

Total open interest, contracts

6,154,128

5,876,520

4.72%

Options Contracts

Trading volume, rubles

86,574,900,169

97,382,166,424

-11.10%

Trading volume, contracts

970,620

900,066

7.84%

Number of trades

96,937

66,093

46.67%

Total open interest, rubles

140,736,026,970

135,314,000,128

4.01%

Total open interest, contracts

2,136,046

2,064,692

3.46%

Total

Trading volume, rubles

1,115,217,155,706

1,074,649,388,196

3.77%

Trading volume, contracts

20,732,899

17,778,660

16.62%

Number of trades

3,950,589

3,598,916

9.77%

Total open interest, rubles

340,596,358,443

337,956,836,321

0.78%

Total open interest, contracts

8,290,174

7,941,212

4.39%

 

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

719,906,107,645

6,874,990

2

Si

Cash-settled futures contract on USD/RUB exchange rate

114,536,637,064

4,157,813

3

GZ

Deliverable futures contract on Gazprom ordinary shares

41,881,692,094

1,967,409

4

ED

Cash-settled futures contract on EUR/USD exchange rate

37,202,908,783

921,126

5

SR

Deliverable futures contract on Sberbank ordinary shares

35,207,289,096

3,603,189

6

SV

Cash-settled futures contract on refined silver

26,266,492,632

240,122

7

BR

Cash-settled Brent oil futures contract

17,437,067,114

542,724

8

GD

Cash-settled futures contract on gold

12,603,339,374

302,580

9

LK

Deliverable futures contract on LUKOIL ordinary shares

7,619,575,520

427,135

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

3,618,512,632

50,666

11

RS

Cash-settled futures contract on RTS Standard Index

2,242,980,690

19,881

12

RN

Deliverable futures contract on Rosneft ordinary shares

2,134,599,308

91,568

13

VB

Deliverable futures contract on VTB Bank ordinary shares

1,909,059,447

224,691

14

GU

Cash-settled futures contract on GBP/USD Exchange Rate

1,710,080,245

37,803

15

AU

Cash-settled futures contract on AUD/USD Exchange Rate

1,028,728,440

35,034

16

O4

Deliverable futures contract on the four-year federal loan bonds

747,954,362

71,793

17

SP

Deliverable futures contract on Sberbank preferred shares

729,454,465

109,997

18

Eu

Cash-settled futures contract on EUR/RUB exchange

444,406,367

10,961

19

O2

Deliverable futures contract on the two-year federal loan bonds

368,105,119

35,889

20

SN

Deliverable futures contract on Surgutneftegas ordinary shares

257,564,787

9,399

21

PT

Cash-settled futures contract on platinum

229,807,729

4,586

22

CH

Deliverable futures contract on Severstal ordinary shares

156,826,661

3,318

23

TN

Deliverable futures contract on Transneft preferred shares

93,817,467

2,424

24

HY

Deliverable futures contract on RusHydro ordinary shares

65,845,392

4,815

25

CU

Cash-settled futures contract on copper

53,498,830

2,146

26

MP

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

51,188,550

4,036

27

SA

Cash-settled futures contract on raw sugar

50,846,858

3,808

28

PD

Cash-settled futures contract on palladium

41,438,352

204

29

MT

Deliverable futures contract on MTS ordinary shares

27,518,902

1,159

30

TT

Deliverable futures contract on Tatneft ordinary shares

14,104,428

836

31

NK

Deliverable futures contract on NOVATEK ordinary shares

4,021,962

117

32

Ro

Cash-settled futures contract on RTS Oil and Gas Index

785,222

60

33

RI

Futures-style options on RTS Index futures contract

82,884,190,540

783,398

34

GZ

Futures-style options on Gazprom futures contract

1,527,735,500

70,229

35

Si

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

694,673,750

24,974

36

SR

Futures-style options on Sberbank futures contract

607,809,750

60,446

37

RN

Futures-style options on futures on Rosneft ordinary shares

283,650,000

11,346

38

LK

Futures-style options on LUKOIL futures contract

252,415,500

13,564

39

GD

Futures-style options on gold futures contract

158,141,268

3,823

40

SV

Futures-style options on refined silver futures contract

100,820,161

882

41

BR

Futures-style options on Brent oil future

54,690,973

1,696

42

ED

Futures-style options on EUR/USD futures contract

7,643,627

194

43

GM

Futures-style options on MMC NORILSK NICKEL futures contract

1,495,000

20

44

TN

Futures-style options on futures contract  on Transneft preferred shares

1,463,000

38

45

PT

Futures-style options on platinum futures contract

98,100

2

46

VB

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

73,000

8

 

 

Total:

1,115,217,155,706

20,732,899