OREANDA-NEWS. June 15, 2011. For the week of June 6-10, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,272.97 billion rubles or 22.44 million contracts, including 160.99 billion rubles during the evening trading session. The total open interest as of the last day of the week, June 10 2011 reached 455.97 billion rubles or 9.92 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 RUB102.35 million or 4.38 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB101.33 million or 2.62 thousand contracts.

 

Week

June 6-10

Week

May 30 – June 3

Change, %

Futures contracts

Trading volume, rubles

1,154,768,491,886

960,397,647,563

20.24%

Trading volume, contracts

21,097,029

17,113,521

23.28%

Number of trades

4,231,445

3,449,344

22.67%

Total open interest, rubles

246,674,604,164

230,423,033,659

7.05%

Total open interest, contracts

6,272,902

6,447,374

-2.71%

Options Contracts

Trading volume, rubles

118,206,353,250

127,636,664,037

-7.39%

Trading volume, contracts

1,344,130

1,581,645

-15.02%

Number of trades

124,675

111,203

12.11%

Total open interest, rubles

209,293,475,499

202,248,658,808

3.48%

Total open interest, contracts

3,641,626

3,550,766

2.56%

Total

Trading volume, rubles

1,272,974,845,136

1,088,034,311,599

17.00%

Trading volume, contracts

22,441,159

18,695,166

20.04%

Number of trades

4,356,120

3,560,547

22.34%

Total open interest, rubles

455,968,079,663

432,671,692,467

5.38%

Total open interest, contracts

9,914,528

9,998,140

-0.84%

 

No

Code

Contract

Turnover

RUB

contracts

1

RI

Cash-settled futures contract on RTS Index

865,434,331,167

8,222,801

2

Si

Cash-settled futures contract on USD/RUB exchange rate

102,163,816,031

3,671,520

3

ED

Cash-settled futures contract on EUR/USD exchange rate

41,510,266,318

1,025,442

4

GZ

Deliverable futures contract on Gazprom ordinary shares

39,511,803,838

1,930,224

5

SR

Deliverable futures contract on Sberbank ordinary shares

37,173,677,791

3,843,990

6

BR

Cash-settled Brent oil futures contract

18,221,279,860

564,113

7

SV

Cash-settled futures contract on refined silver

12,720,668,858

124,330

8

LK

Deliverable futures contract on LUKOIL ordinary shares

8,734,875,857

490,376

9

GD

Cash-settled futures contract on gold

8,010,650,592

186,848

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary

4,131,421,563

59,260

11

Eu

Cash-settled futures contract on EUR/RUB exchange rate

3,156,890,960

77,757

12

RN

Deliverable futures contract on Rosneft ordinary shares

2,679,317,327

109,446

13

VB

Deliverable futures contract on VTB Bank ordinary shares

2,458,338,952

285,758

14

SP

Deliverable futures contract on Sberbank preferred shares

2,336,776,511

321,767

15

RS

Cash-settled futures contract on RTS Standard Index

2,163,031,650

19,201

16

PT

Cash-settled futures contract on platinum

894,434,626

17,624

17

GU

Cash-settled futures contract on GBP/USD Exchange rate

842,946,077

18,566

18

AU

Cash-settled futures contract on AUD/USD Exchange rate

549,438,367

18,576

19

CH

Deliverable futures contract on Severstal ordinary shares

321,224,531

6,215

20

SN

Deliverable futures contract on Surgutneftegas ordinary shares

316,089,036

11,640

21

HY

Deliverable futures contract on RusHydro ordinary shares

302,502,011

22,157

22

O2

Deliverable futures contract on the two-year federal loan bonds

235,069,995

22,740

23

O4

Deliverable futures contract on the four-year federal loan bonds

225,478,081

21,813

24

TN

Deliverable futures contract on Transneft preferred shares

149,967,524

3,545

25

MR

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

109,800,799

110

26

SA

Cash-settled futures contracts on raw sugar

95,394,130

6,141

27

VX

Cash-settled futures contract on Russian Volatility Index

81,053,636

5,500

28

UK

Deliverable futures contract on OJSC "Uralkali" ordinary shares

72,982,396

3,032

29

NK

Deliverable futures contract on NOVATEK ordinary shares

32,218,319

865

30

CU

Cash-settled futures contract on copper

26,050,520

1,043

31

MT

Deliverable futures contract on MTS ordinary shares

22,068,904

922

32

FS

Deliverable futures contract on ordinary shares of "FGC UES"

20,131,801

555

33

PD

Cash-settled futures contract on palladium

19,210,992

86

34

SG

Deliverable futures contract on preferred shares of Surgutneftegas

16,344,835

1,162

35

TT

Deliverable futures contract on Tatneft ordinary shares

15,435,406

950

36

MP

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

13,502,625

954

37

RI

Futures-style options on RTS Index futures contract

113,095,418,453

1,083,031

38

GZ

Futures-style options on Gazprom futures contract

2,809,476,500

137,374

39

SR

Futures-style options on Sberbank futures contract

777,143,500

81,217

40

GD

Futures-style options on gold futures contract

353,909,209

8,418

41

LK

Futures-style options on LUKOIL futures contract

280,646,500

15,744

42

GM

Futures-style options on MMC NORILSK NICKEL futures contract

280,177,500

3,769

43

SV

Futures-style options on refined silver futures contract

244,415,852

2,261

44

Si

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

200,792,250

6,979

45

BR

Futures-style options on Brent oil future

105,438,618

3,285

46

ED

Futures-style options on EUR/USD futures contract

28,895,430

713

47

TN

Futures-style options on futures contract on Transneft preferred shares

20,949,000

484

48

VB

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

6,993,000

813

49

PT

Futures-style options on futures contract on  platinum

2,075,438

41

50

RN

Futures-style options on futures contract on Rosneft ordinary shares

22,000

1

 

 

Total:

1,272,974,845,136

22,441,159