OREANDA-NEWS. July 20, 2011. For the week of July 4-8, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 872.030 billion rubles or 15.33 million contracts, including 95.33 billion rubles during the evening trading session. The total open interest as of the last day of the week, July 8, 2011 reached 367.57 billion rubles or 7.03 million contracts.

Last week the trading volume in futures contract on oil products and agricultural products that were launched by RTS Group and Saint Petersburg Exchange reached RUB145.23 million or 10.43 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB82.09 million or 2.28 thousand contracts.

 

Week

July 4-8

Week

June  27 – July 1

Change, %

Futures contracts

Trading volume, rubles

769,049,169,305

921,600,774,304

-16.55%

Trading volume, contracts

14,275,612

17,293,353

-17.45%

Number of trades

2,752,672

3,284,595

-16.19%

Total open interest, rubles

195,482,331,670

196,842,771,066

-0.69%

Total open interest, contracts

5,045,514

5,098,650

-1.04%

Options Contracts

Trading volume, rubles

102,980,648,011

82,401,721,926

24.97%

Trading volume, contracts

1,054,254

895,092

17.78%

Number of trades

87,701

77,544

13.10%

Total open interest, rubles

172,083,473,530

139,985,063,327

22.93%

Total open interest, contracts

1,985,208

1,646,556

20.57%

Total

Trading volume, rubles

872,029,817,316

1,004,002,496,230

-13.14%

Trading volume, contracts

15,329,866

18,188,445

-15.72%

Number of trades

2,840,373

3,362,139

-15.52%

Total open interest, rubles

367,565,805,200

336,827,834,393

9,13%

Total open interest, contracts

7,030,722

6,745,206

4,23%

 

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

546,304,765,351

5,030,878

2

Si

Cash-settled futures contract on USD/RUB exchange rate

71,069,619,511

2,526,489

3

ED

Cash-settled futures contract on EUR/USD exchange rate

47,041,375,367

1,173,913

4

SR

Deliverable futures contract on Sberbank ordinary shares

27,259,460,025

2,570,441

5

GZ

Deliverable futures contract on Gazprom ordinary shares

24,783,860,737

1,200,248

6

BR

Cash-settled Brent oil futures contract

18,046,658,741

562,748

7

SV

Cash-settled futures contract on refined silver

7,795,920,499

78,275

8

LK

Deliverable futures contract on LUKOIL ordinary shares

6,913,844,203

378,565

9

GD

Cash-settled futures contract on gold

5,158,057,544

121,062

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

2,711,201,235

36,180

11

RS

Cash-settled futures contract on RTS Standard Index

2,147,335,140

18,363

12

RN

Deliverable futures contract on Rosneft ordinary shares

1,970,756,952

82,127

13

VB

Deliverable futures contract on VTB Bank ordinary shares

1,711,282,558

201,360

14

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,526,869,652

37,739

15

GU

Cash-settled futures contract on GBP/USD Exchange rate

1,145,936,932

25,625

16

AU

Cash-settled futures contract on AUD/USD Exchange rate

1,024,087,364

34,484

17

SP

Deliverable futures contract on Sberbank preferred shares

706,405,832

86,843

18

O4

Deliverable futures contract on the four-year federal loan bonds

485,929,015

46,545

19

O2

Deliverable futures contract on the two-year federal loan bonds

241,061,894

23,231

20

SA

Cash-settled futures contracts on raw sugar

190,725,887

10,688

21

UK

Deliverable futures contract on OJSC "Uralkali" ordinary shares

167,241,194

6,501

22

PT

Cash-settled futures contract on platinum

156,301,358

3,220

23

SN

Deliverable futures contract on Surgutneftegas ordinary shares

152,736,994

5,364

24

HY

Deliverable futures contract on RusHydro ordinary shares

59,552,846

4,267

25

TN

Deliverable futures contract on Transneft preferred shares

59,104,630

1,398

26

VX

Cash-settled futures contract on Russian Volatility Index

41,392,472

3,040

27

CU

Cash-settled futures contract on copper

31,441,805

1,166

28

TT

Deliverable futures contract on Tatneft ordinary shares

31,415,025

1,665

29

CH

Deliverable futures contract on Severstal ordinary shares

28,319,136

549

30

NK

Deliverable futures contract on NOVATEK ordinary shares

26,750,600

707

31

PD

Cash-settled futures contract on palladium

21,411,207

99

32

MT

Deliverable futures contract on MTS ordinary shares

12,337,089

508

33

FS

Deliverable futures contract on ordinary shares of "FGC UES"

9,984,919

251

34

Ro

Cash-settled futures contract on RTS Oil & Gas Index

9,577,818

764

35

SG

Deliverable futures contract on preferred shares of Surgutneftegas

4,291,054

299

36

MR

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

1,984,007

2

37

UR

Cash-settled futures on Urals oil

125,311

4

38

MP

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

47,400

4

39

RI

Futures-style options on RTS Index futures contract

101,354,589,786

952,353

40

GZ

Futures-style options on Gazprom futures contract

680,237,500

32,509

41

SR

Futures-style options on Sberbank futures contract

614,979,000

58,330

42

LK

Futures-style options on LUKOIL futures contract

93,493,000

5,080

43

Si

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

91,132,000

3,114

44

SV

Futures-style options on refined silver futures contract

50,421,258

483

45

GM

Futures-style options on MMC NORILSK NICKEL futures contract

35,775,000

425

46

BR

Futures-style options on Brent oil future

29,802,386

951

47

GD

Futures-style options on gold futures contract

13,571,021

318

48

ED

Futures-style options on EUR/USD futures contract

4,722,325

117

49

PT

Futures-style options on futures contract on  platinum

3,758,235

78

50

TN

Futures-style options on futures contract on Transneft preferred shares

3,246,000

78

51

VB

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

2,712,500

326

52

RN

Futures-style option on futures contract on Rosneft ordinary shares

2,208,000

92

 

 

Total:

872,029,817,316

15,329,866