OREANDA-NEWS. July 11, 2011. For the week of June 27 - July 1, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,004.00 billion rubles or 18.19 million contracts, including 125.04 billion rubles during the evening trading session. The total open interest as of the last day of the week, July 1, 2011 reached 336.83 billion rubles or 6.75 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 RUB124.88 million or 5.56 thousand contracts and  the trading volume of the futures contract on wheat, soybeans and corn amounted to RUB142.44 million or 19.68 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB93.47 million or 3.01 thousand contracts.

 

Week

June 27 - July 1

Week

June  20-24

Change, %

Futures contracts

Trading volume, rubles

921,600,774,304

982,228,903,871

-6.17%

Trading volume, contracts

17,293,353

18,038,680

-4.13%

Number of trades

3,284,595

3,371,522

-2.58%

Total open interest, rubles

196,842,771,066

171,388,502,839

14.85%

Total open interest, contracts

5,098,650

4,794,600

6.34%

Options Contracts

Trading volume, rubles

82,401,721,926

94,085,655,960

-12.42%

Trading volume, contracts

895,092

966,642

-7.40%

Number of trades

77,544

83,945

-7.63%

Total open interest, rubles

139,985,063,327

114,458,656,611

22.30%

Total open interest, contracts

1,646,556

1,288,196

27.82%

Total

Trading volume, rubles

1,004,002,496,230

1,076,314,559,831

-6.72%

Trading volume, contracts

18,188,445

19,005,322

-4.30%

Number of trades

3,362,139

3,455,467

-2.70%

Total open interest, rubles

336,827,834,393

285,847,159,450

17.83%

Total open interest, contracts

6,745,206

6,082,796

10.89%

 

No

Code

Contract

Turnover

RUB

contracts

1

RI

Cash-settled futures contract on RTS Index

656,210,279,268

6,290,667

2

Si

Cash-settled futures contract on USD/RUB exchange rate

100,499,948,166

3,547,799

3

ED

Cash-settled futures contract on EUR/USD exchange rate

45,410,328,768

1,128,187

4

SR

Deliverable futures contract on Sberbank ordinary shares

28,974,894,805

2,882,221

5

GZ

Deliverable futures contract on Gazprom ordinary shares

27,071,764,597

1,341,300

6

BR

Cash-settled Brent oil futures contract

19,922,626,205

652,121

7

GD

Cash-settled futures contract on gold

10,667,426,357

252,550

8

SV

Cash-settled futures contract on refined silver

10,605,031,995

109,940

9

LK

Deliverable futures contract on LUKOIL ordinary shares

6,313,548,999

355,456

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary

2,713,404,593

37,293

11

RS

Cash-settled futures contract on RTS Standard Index

2,713,049,050

24,045

12

VB

Deliverable futures contract on VTB Bank ordinary shares

2,120,685,769

249,381

13

RN

Deliverable futures contract on Rosneft ordinary shares

2,079,477,301

88,269

14

GU

Cash-settled futures contract on GBP/USD Exchange rate

1,699,374,270

37,932

15

AU

Cash-settled futures contract on AUD/USD Exchange rate

923,478,170

31,382

16

O4

Deliverable futures contract on the four-year federal loan bonds

790,151,698

76,176

17

SA

Cash-settled futures contracts on raw sugar

557,687,368

31,587

18

SP

Deliverable futures contract on Sberbank preferred shares

554,978,757

72,800

19

Eu

Cash-settled futures contract on EUR/RUB exchange rate

455,029,401

11,214

20

O2

Deliverable futures contract on the two-year federal loan bonds

428,754,548

41,365

21

SN

Deliverable futures contract on Surgutneftegas ordinary shares

174,087,019

6,268

22

PT

Cash-settled futures contract on platinum

130,320,144

2,701

23

MR

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

103,137,421

104

24

TN

Deliverable futures contract on Transneft preferred shares

90,383,885

2,219

25

TT

Deliverable futures contract on Tatneft ordinary shares

65,588,348

3,675

26

HY

Deliverable futures contract on RusHydro ordinary shares

62,822,633

4,662

27

UK

Deliverable futures contract on OJSC "Uralkali" ordinary shares

50,638,428

2,059

28

CH

Deliverable futures contract on Severstal ordinary shares

47,494,165

942

29

MP

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

42,671,825

3,210

30

CU

Cash-settled futures contract on copper

29,102,945

1,128

31

VX

Cash-settled futures contract on Russian Volatility Index

27,127,894

1,868

32

MT

Deliverable futures contract on MTS ordinary shares

24,105,189

1,034

33

SG

Deliverable futures contract on preferred shares of Surgutneftegas

13,050,674

937

34

FS

Deliverable futures contract on ordinary shares of "FGC UES"

11,590,812

303

35

PD

Cash-settled futures contract on palladium

7,997,719

38

36

Ro

Cash-settled futures contract on RTS Oil & Gas Index

4,962,473

413

37

NK

Deliverable futures contract on NOVATEK ordinary shares

3,772,644

107

38

RI

Futures-style options on RTS Index futures contract

80,330,222,994

777,563

39

GZ

Futures-style options on Gazprom futures contract

802,795,500

40,317

40

SR

Futures-style options on Sberbank futures contract

602,074,000

58,897

41

Si

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

227,195,000

7,731

42

GM

Futures-style options on MMC NORILSK NICKEL futures contract

143,750,000

1,922

43

SV

Futures-style options on refined silver futures contract

84,692,982

874

44

LK

Futures-style options on LUKOIL futures contract

66,358,500

3,711

45

GD

Futures-style options on gold futures contract

64,154,404

1,522

46

BR

Futures-style options on Brent oil future

59,756,459

1,907

47

TN

Futures-style options on futures contract on Transneft preferred shares

11,020,000

272

48

ED

Futures-style options on EUR/USD futures contract

6,637,220

168

49

VB

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

1,557,500

178

50

PT

Futures-style options on futures contract on  platinum

1,507,367

30

 

 

Total:

1,004,002,496,230

18,188,445