OREANDA-NEWS. July 1, 2011. For the week of June 20-24, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,076.32 billion rubles or 19.01 million contracts, including 158.60 billion rubles during the evening trading session. The total open interest as of the last day of the week, June 24, 2011 reached 285.85 billion rubles or 6.08 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 RUB126.76 million or 5.62 thousand contracts and the trading volume of the futures contract on wheat amounted to RUB96.60 million or 14.06 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB61.43  million or 1.99 thousand contracts.

 

Week

June 20-24

Week

June 14-17

Change, %

Futures contracts

Trading volume, rubles

982,228,903,871

917,074,416,937

7.10%

Trading volume, contracts

18,038,680

16,733,627

7.80%

Number of trades

3,371,522

3,047,395

10.64%

Total open interest, rubles

171,388,502,839

159,841,463,825

7.22%

Total open interest, contracts

4,794,600

4,424,126

8.37%

Options Contracts

Trading volume, rubles

94,085,655,960

71,082,440,306

32.36%

Trading volume, contracts

966,642

756,226

27.82%

Number of trades

83,945

70,735

18.68%

Total open interest, rubles

114,458,656,611

60,797,862,235

88.26%

Total open interest, contracts

1,288,196

698,104

84.53%

Total

Trading volume, rubles

1,076,314,559,831

988,156,857,243

8.92%

Trading volume, contracts

19,005,322

17,489,853

8.66%

Number of trades

3,455,467

3,118,130

10.82%

Total open interest, rubles

285,847,159,450

220,639,326,060

29.55%

Total open interest, contracts

6,082,796

5,122,230

18.75%

 

No

Code

Contract

Turnover

RUB

contracts

1

RI

Cash-settled futures contract on RTS Index

711,453,976,750

6,914,047

2

Si

Cash-settled futures contract on USD/RUB exchange rate

105,511,527,341

3,721,788

3

ED

Cash-settled futures contract on EUR/USD exchange rate

39,870,441,173

994,592

4

GZ

Deliverable futures contract on Gazprom ordinary shares

30,961,063,956

1,534,068

5

SR

Deliverable futures contract on Sberbank ordinary shares

26,101,764,368

2,705,474

6

BR

Cash-settled Brent oil futures contract

25,839,299,119

833,858

7

GD

Cash-settled futures contract on gold

13,104,540,442

303,100

8

SV

Cash-settled futures contract on refined silver

10,440,547,849

103,822

9

LK

Deliverable futures contract on LUKOIL ordinary shares

5,566,460,407

317,681

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

2,958,470,836

42,174

11

RS

Cash-settled futures contract on RTS Standard Index

1,840,213,310

16,510

12

RN

Deliverable futures contract on Rosneft ordinary shares

1,810,493,339

76,854

13

VB

Deliverable futures contract on VTB Bank ordinary shares

1,758,708,181

207,739

14

GU

Cash-settled futures contract on GBP/USD Exchange Rate

1,170,194,471

25,934

15

SA

Cash-settled futures contract on raw sugar

999,403,721

58,524

16

AU

Cash-settled futures contract on AUD/USD Exchange Rate

450,306,489

15,346

17

SP

Deliverable futures contract on Sberbank preferred shares

413,743,195

56,727

18

O4

Deliverable futures contract on the four-year federal loan bonds

406,293,050

39,346

19

Eu

Cash-settled futures contract on EUR/RUB exchange rate

324,761,508

8,044

20

O2

Deliverable futures contract on the two-year federal loan bonds

247,703,113

23,934

21

UK

Deliverable futures contract on OJSC "Uralkali" ordinary shares

205,513,006

8,809

22

PT

Cash-settled futures contract on platinum

128,828,614

2,637

23

SN

Deliverable futures contract on Surgutneftegas ordinary shares

122,599,102

4,475

24

TN

Deliverable futures contract on Transneft preferred shares

105,403,462

2,522

25

HY

Deliverable futures contract on RusHydro ordinary shares

101,314,992

7,523

26

FS

Deliverable futures contract on ordinary shares of "FGC UES"

76,980,277

2,009

27

SG

Deliverable futures contract on preferred shares of Surgutneftegas

56,491,724

4,024

28

MT

Deliverable futures contract on MTS ordinary shares

56,422,239

2,427

29

PD

Cash-settled futures contract on palladium

35,124,241

166

30

NK

Deliverable futures contract on NOVATEK ordinary shares

27,308,204

818

31

CH

Deliverable futures contract on Severstal ordinary shares

26,034,020

527

32

TT

Deliverable futures contract on Tatneft ordinary shares

25,766,491

1,517

33

CU

Cash-settled futures contract on copper

16,652,800

656

34

VX

Cash-settled futures contract  on the Russian Volatility Index

12,065,314

823

35

MP

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

1,438,800

96

36

Ro

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

1,047,968

89

37

RI

Futures-style options on RTS Index futures contract

92,681,525,835

904,222

38

Si

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

440,458,250

14,741

39

GZ

Futures-style options on futures on Gazprom ordinary shares

338,240,000

16,503

40

SR

Futures-style options on Sberbank futures contract

197,228,500

19,871

41

GM

Futures-style options on MMC NORILSK NICKEL futures contract

142,970,000

1,863

42

GD

Futures-style options on gold futures contract

118,330,555

2,753

43

SV

Futures-style options on refined silver futures contract

53,718,018

530

44

LK

Futures-style options on LUKOIL futures contract

52,522,000

2,926

45

ED

Futures-style options on EUR/USD futures contract

19,028,263

475

46

VB

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

18,032,000

2,004

47

BR

Futures-style options on Brent oil future

16,143,916

519

48

TN

Futures-style options on futures contract  on Transneft preferred shares

3,504,000

86

49

RN

Futures-style options on futures contract  on Rosneft ordinary shares

2,585,000

110

50

SN

Futures-style options on futures on ordinary shares of Surgutneftegas

812,000

28

51

PT

Futures-style options on futures on platinum

557,623

11

 

 

Total:

1,076,314,559,831

19,005,322