OREANDA-NEWS. June 24, 2011. For the week of June 14-17, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 988.16 billion rubles or 17.49 million contracts, including 130.96 billion rubles during the evening trading session. The total open interest as of the last day of the week, June 17, 2011 reached 220.64 billion rubles or 5.12 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 RUB94.71 million or 4.12 thousand contracts and the trading volume of the futures contract on wheat amounted to RUB88.21 million or 11.97 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB58.36 million or 1.66 thousand contracts.

 

Week

June 14-17

Week

June 6-10

Change, %

Futures contracts

Trading volume, rubles

917,074,416,937

1,154,768,491,886

-20.58%

Trading volume, contracts

16,733,627

21,097,029

-20.68%

Number of trades

3,047,395

4,231,445

-27.98%

Total open interest, rubles

159,841,463,825

246,674,604,164

-35.20%

Total open interest, contracts

4,424,126

6,272,902

-29.47%

Options Contracts

Trading volume, rubles

71,082,440,306

118,206,353,250

-39.87%

Trading volume, contracts

756,226

1,344,130

-43.74%

Number of trades

70,735

124,675

-43.26%

Total open interest, rubles

60,797,862,235

209,293,475,499

-70.95%

Total open interest, contracts

698,104

3,641,626

-80.83%

Total

Trading volume, rubles

988,156,857,243

1,272,974,845,136

-22.37%

Trading volume, contracts

17,489,853

22,441,159

-22.06%

Number of trades

3,118,130

4,356,120

-28.42%

Total open interest, rubles

220,639,326,060

455,968,079,663

-51.61%

Total open interest, contracts

5,122,230

9,914,528

-48.34%

 

No

Code

Contract

Turnover

RUB

Contract

1

RI

Cash-settled futures contract on RTS Index

665,619,798,848

6,286,573

2

Si

Cash-settled futures contract on USD/RUB exchange rate

104,675,225,213

3,707,776

3

ED

Cash-settled futures contract on EUR/USD exchange rate

36,978,639,208

925,549

4

GZ

Deliverable futures contract on Gazprom ordinary shares

30,915,250,961

1,489,424

5

SR

Deliverable futures contract on Sberbank ordinary shares

25,286,398,792

2,577,255

6

BR

Cash-settled Brent oil futures contract

12,498,161,895

384,695

7

GD

Cash-settled futures contract on gold

9,320,931,539

217,854

8

SV

Cash-settled futures contract on refined silver

9,214,087,236

92,907

9

LK

Deliverable futures contract on LUKOIL ordinary shares

6,361,733,260

356,938

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

3,229,040,770

45,546

11

RS

Cash-settled futures contract on RTS Standard Index

2,379,675,155

20,828

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

2,151,202,535

53,302

13

VB

Deliverable futures contract on VTB Bank ordinary shares

2,136,880,805

239,991

14

RN

Deliverable futures contract on Rosneft ordinary shares

1,657,309,355

66,869

15

AU

Cash-settled futures contract on AUD/USD Exchange Rate

913,116,974

31,002

16

GU

Cash-settled futures contract on GBP/USD Exchange Rate

885,728,980

19,449

17

SP

Deliverable futures contract on Sberbank preferred shares

622,557,487

84,839

18

O4

Deliverable futures contract on the four-year federal loan bonds

485,910,667

47,076

19

PT

Cash-settled futures contract on platinum

308,322,221

6,144

20

O2

Deliverable futures contract on the two-year federal loan bonds

287,627,943

27,803

21

SN

Deliverable futures contract on Surgutneftegas ordinary shares

232,992,962

8,493

22

UK

Deliverable futures contract on OJSC "Uralkali" ordinary shares

168,224,502

6,746

23

SG

Deliverable futures contract on preferred shares of Surgutneftegas

155,932,576

10,595

24

SA

Cash-settled futures contract on raw sugar

112,807,923

6,950

25

HY

Deliverable futures contract on RusHydro ordinary shares

103,826,894

7,499

26

TN

Deliverable futures contract on Transneft preferred shares

66,945,667

1,535

27

CH

Deliverable futures contract on Severstal ordinary shares

63,080,350

1,232

28

PD

Cash-settled futures contract on palladium

61,112,562

278

29

CU

Cash-settled futures contract on copper

48,334,635

1,920

30

MP

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

29,664,225

2,194

31

NK

Deliverable futures contract on NOVATEK ordinary shares

27,781,888

771

32

TT

Deliverable futures contract on Tatneft ordinary shares

22,742,948

1,338

33

MT

Deliverable futures contract on MTS ordinary shares

20,265,222

837

34

FS

Deliverable futures contract on ordinary shares of "FGC UES"

18,452,889

470

35

VX

Cash-settled futures contract  on the Russian Volatility Index

7,533,483

506

36

Ro

Cash-settled futures contract on the RTS Oil & Gas Index

5,247,084

423

37

SU

Cash-settled futures contract on sugar

1,680,000

12

38

Rc

Cash-settled futures contract on the RTS Consumer and Retail Index

191,283

8

39

RI

Futures-style options on RTS Index futures contract

68,578,449,637

649,160

40

GZ

Futures-style options on futures on Gazprom ordinary shares

921,787,000

43,808

41

SR

Futures-style options on Sberbank futures contract

317,766,000

31,956

42

Si

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

262,827,000

9,275

43

GM

Futures-style options on MMC NORILSK NICKEL futures contract

227,690,000

3,197

44

GD

Futures-style options on gold futures contract

222,817,520

5,202

45

PT

Futures-style options on futures on platinum

192,269,456

3,820

46

BR

Futures-style options on Brent oil future

121,760,487

3,737

47

SV

Futures-style options on refined silver futures contract

110,027,864

1,093

48

TN

Futures-style options on futures contract  on Transneft preferred shares

66,234,000

1,502

49

LK

Futures-style options on LUKOIL futures contract

54,691,000

3,091

50

ED

Futures-style options on EUR/USD futures contract

3,466,592

86

51

VB

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

2,598,750

297

52

SN

Futures-style options on futures on ordinary shares of Surgutneftegas

55,000

2

 

 

Total:

988,156,857,243

17,489,853