OREANDA-NEWS. August 5, 2011. For the week of July 25-29, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 973.35 billion rubles or 16.39 million contracts, including 121.84 billion rubles during the evening trading session. The total open interest as of the last day of the week, July 29, 2011 reached 363.87 billion rubles or 7.93 million contracts.

Last week the trading volume in futures contract on oil products and agricultural products that were launched by RTS Group in cooperation with Saint Petersburg Exchange reached RUB169.06 million or 12.41 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group in cooperation with Moscow Energy Exchange reached RUB572.20 million or 11.67 thousand contracts.

 

Week July 25-29

Week July 18 - 22

Change, %

Futures contracts

Trading volume, rubles

886,990,488,679

953,794,214,036

-7.00%

Trading volume, contracts

15,305,049

17,260,752

-11.33%

Number of trades

3,090,525

3,198,328

-3.37%

Total open interest, rubles

206,423,369,494

203,209,400,914

1.58%

Total open interest, contracts

5,892,358

5,688,688

3.58%

Options Contracts

Trading volume, rubles

86,357,804,919

75,179,897,325

14.87%

Trading volume, contracts

1,085,674

817,224

32.85%

Number of trades

69,647

61,073

14.04%

Total open interest, rubles

157,451,438,193

139,612,879,794

12.78%

Total open interest, contracts

2,033,628

1,754,664

15.90%

Total

Trading volume, rubles

973,348,293,599

1,028,974,111,361

-5.41%

Trading volume, contracts

16,390,723

18,077,976

-9.33%

Number of trades

3,160,172

3,259,401

-3.04%

Total open interest, rubles

363,874,807,687

342,822,280,708

6.14%

Total open interest, contracts

7,925,986

7,443,352

6.48%

FORTS Top contracts by volume in June 2011

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

667,374,726,532

6,132,322

2

Si

Cash-settled futures contract on USD/RUB exchange rate

76,742,354,312

2,765,717

3

ED

Cash-settled futures contract on EUR/USD exchange rate

41,329,679,455

1,042,739

4

SR

Deliverable futures contract on Sberbank ordinary shares

28,614,158,238

2,788,104

5

GZ

Deliverable futures contract on Gazprom ordinary shares

22,918,342,320

1,134,102

6

SV

Cash-settled futures contract on refined silver

14,723,340,867

131,724

7

GD

Cash-settled futures contract on gold

10,269,466,312

229,605

8

BR

Cash-settled Brent oil futures contract

8,635,765,570

265,245

9

LK

Deliverable futures contract on LUKOIL ordinary shares

5,602,359,070

300,034

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

2,132,528,561

28,631

11

RS

Cash-settled futures contract on RTS Standard Index

2,018,979,580

17,327

12

VB

Deliverable futures contract on VTB Bank ordinary shares

1,794,286,129

210,135

13

RN

Deliverable futures contract on Rosneft ordinary shares

1,435,987,809

59,648

14

GU

Cash-settled futures contract on GBP/USD exchange rate

609,733,018

13,514

15

Eu

Cash-settled futures contract on EUR/RUB exchange rate

560,154,757

14,049

16

04

Deliverable futures contract on the four-year Russian Federation government bonds

531,479,895

50,688

17

SP

Deliverable futures contract on Sberbank preferred shares

509,774,547

61,398

18

02

Deliverable futures contract on the two-year Russian Federation government bonds

276,503,184

26,624

19

AU

Cash-settled futures contract on AUD/USD Exchange rate

168,605,012

5,598

20

SA

Cash-settled futures contracts on raw sugar

144,453,437

7,542

21

SN

Deliverable futures contract on preferred shares of Surgutneftegas

106,177,657

3,764

22

PT

Cash-settled futures contract on platinum

86,436,731

1,735

23

NK

Deliverable futures contract on NOVATEK ordinary shares

84,580,130

2,124

24

HY

Deliverable futures contract on RusHydro ordinary shares

58,192,132

4,292

25

TN

Deliverable futures contract on Transneft preferred shares

53,445,564

1,209

26

PD

Cash-settled futures contract on palladium

46,543,478

203

27

CH

Deliverable futures contract on Severstal ordinary shares

39,340,001

751

28

eu

Cash-settled futures contract on copper

33,055,580

1,222

29

SG

Deliverable futures contract on Surgutneftegas preferred shares

27,009,053

1,849

30

TT

Deliverable futures contract on Tatneft ordinary shares

25,843,091

1,358

31

UK

Deliverable futures contract on OJSC "Uralkali" ordinary shares

13,664,408

503

32

MT

Deliverable futures contract on MTS ordinary shares

11,837,752

488

33

VX

Cash-settled futures contract on Russian Volatility Index

9,598,850

733

34

FS

Deliverable futures contract on ordinary shares of "FGC UES"

1,748,406

46

35

Ro

Cash-settled futures contract on RTS Oil & Gas Index

337,241

26

36

Rl

Futures-style options on RTS Index futures contract

81,361,161,219

758,938

37

SR

Futures-style options on Sberbank futures contract

2,283,612,250

239,689

38

GZ

Futures-style options on Gazprom futures contract

991,641,500

48,674

39

GM

Futures-style options on MMC NORILSK NICKEL futures contract

898,500,000

12,000

40

Si

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

404,855,500

14,398

41

GD

Futures-style options on gold futures contract

153,547,907

3,454

42

SV

Futures-style options on refined silver futures contract

127,182,364

1,238

43

LK

Futures-style options on LUKOIL futures contract

45,855,500

2,506

44

RN

Futures-style options on Rosneft futures contract

28,800,000

1,200

45

BR

Futures-style options on Brent oil futures

25,548,468

800

46

VB

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

20,809,250

2,365

47

ED

Futures-style options on EUR/USD futures contract

12,388,961

318

48

TN

Futures-style options on futures contract on Transneft preferred shares

3,440,000

80

49

SN

Futures-style options on futures contract on Surgutneftegas shares

462,000

14

 

 

Total:

973,348,293,599

16,390,723