OREANDA-NEWS. May 19, 2011. For the week of May 10-13, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,024.08 billion rubles or 18.86 million contracts, including 149.92 billion rubles during the evening trading session. The total open interest as of the last day of the week, May 13, 2011 reached 345.14 billion rubles or 8.39 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 RUB68.06 million or 2.82 thousand contracts and the trading volume of the futures contract on wheat amounted to RUB175.36 million or 22.41 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB55.02 million or 1.99 thousand contracts.

 

Week

May 10-13

Week

May 3-6

Change, %

Futures contracts

Trading volume, rubles

947,660,522,666

1,028,642,255,537

-7.87%

Trading volume, contracts

17,982,980

19,762,279

-9.00%

Number of trades

3,560,252

3,853,652

-7.61%

Total open interest, rubles

193,440,097,904

199,860,331,473

-3.21%

Total open interest, contracts

6,105,282

6,154,128

-0.79%

Options Contracts

Trading volume, rubles

76,421,555,783

86,574,900,169

-11.73%

Trading volume, contracts

879,046

970,620

-9.43%

Number of trades

94,314

96,937

-2.71%

Total open interest, rubles

151,704,553,943

140,736,026,970

7.79%

Total open interest, contracts

2,280,260

2,136,046

6.75%

Total

Trading volume, rubles

1,024,082,078,449

1,115,217,155,706

-8.17%

Trading volume, contracts

18,862,026

20,732,899

-9.02%

Number of trades

3,654,566

3,950,589

-7.49%

Total open interest, rubles

345,144,651,847

340,596,358,443

1.34%

Total open interest, contracts

8,385,542

8,290,174

1.15%

 

No

Code

Contract name

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

668,802,144,306

6,396,004

2

Si

Cash-settled futures contract on USD/RUB exchange rate

100,335,431,214

3,590,919

3

ED

Cash-settled futures contract on EUR/USD exchange rate

41,446,615,437

1,041,921

4

GZ

Deliverable futures contract on Gazprom ordinary shares

37,935,433,623

1,832,646

5

SR

Deliverable futures contract on Sberbank ordinary shares

31,069,212,455

3,176,764

6

SV

Cash-settled futures contract on refined silver

19,221,484,552

194,475

7

BR

Cash-settled Brent oil futures contract

18,298,573,356

576,205

8

GD

Cash-settled futures contract on gold

9,736,386,406

232,206

9

LK

Deliverable futures contract on LUKOIL ordinary shares

6,935,171,533

391,154

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

3,694,163,800

51,600

11

RS

Cash-settled futures contract on RTS Standard Index

2,113,070,825

18,859

12

RN

Deliverable futures contract on Rosneft ordinary shares

1,919,676,048

82,026

13

VB

Deliverable futures contract on VTB Bank ordinary shares

1,451,390,200

171,009

14

GU

Cash-settled futures contract on GBP/USD Exchange Rate

1,356,940,347

29,841

15

AU

Cash-settled futures contract on AUD/USD Exchange Rate

842,960,138

28,363

16

Eu

Cash-settled futures contract on EUR/RUB exchange

699,417,391

17,529

17

SP

Deliverable futures contract on Sberbank preferred shares

515,595,346

75,976

18

O4

Deliverable futures contract on the four-year federal loan bonds

370,460,493

35,561

19

SN

Deliverable futures contract on Surgutneftegas ordinary shares

220,133,172

8,181

20

SA

Cash-settled futures contract on raw sugar

147,497,119

11,025

21

PT

Cash-settled futures contract on platinum

126,097,972

2,538

22

CH

Deliverable futures contract on Severstal ordinary shares

84,408,747

1,808

23

TN

Deliverable futures contract on Transneft preferred shares

57,453,238

1,480

24

HY

Deliverable futures contract on RusHydro ordinary shares

52,868,559

3,824

25

PD

Cash-settled futures contract on palladium

43,970,976

218

26

TT

Deliverable futures contract on Tatneft ordinary shares

42,534,596

2,615

27

MP

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

35,677,075

2,646

28

CU

Cash-settled futures contract on copper

31,622,930

1,304

29

MT

Deliverable futures contract on MTS ordinary shares

27,327,959

1,127

30

O2

Deliverable futures contract on the two-year federal loan bonds

26,704,609

2,602

31

NK

Deliverable futures contract on NOVATEK ordinary shares

20,098,245

554

32

RI

Futures-style options on RTS Index futures contract

73,265,325,791

695,000

33

GZ

Futures-style options on Gazprom futures contract

1,645,438,500

78,222

34

SR

Futures-style options on Sberbank futures contract

696,973,750

71,025

35

LK

Futures-style options on LUKOIL futures contract

463,155,000

24,843

36

Si

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

181,701,000

6,272

37

GD

Futures-style options on gold futures contract

96,374,255

2,309

38

SV

Futures-style options on refined silver futures contract

36,398,612

344

39

BR

Futures-style options on Brent oil future

21,819,422

676

40

GM

Futures-style options on MMC NORILSK NICKEL futures contract

7,227,500

101

41

TN

Futures-style options on futures contract  on Transneft preferred shares

3,700,000

98

42

ED

Futures-style options on EUR/USD futures contract

1,995,952

50

43

SN

Futures-style options on futures on ordinary shares of Surgutneftegas

816,000

34

44

VB

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

630,000

72

 

 

Total:

1,024,082,078,449

18,862,026