RTS Announced FORTS Weekly Trading Results: August 1-5, 2011
OREANDA-NEWS. August 11, 2011. For the week of August 1-5, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,569.94 billion rubles or 28.18 million contracts, including 247.82 billion rubles during the evening trading session. The total open interest as of the last day of the week, August 5, 2011 reached 411.91 billion rubles or 9.12 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 RUB210.42 million or 16.55 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB516.87 million or 9.61 thousand contracts.
|
Week August 1-5 |
Week July 25-29 |
Change, % |
Futures contracts | |||
Trading volume, rubles |
1,407,002,709,695 |
886,990,488,679 |
-7.00% |
Trading volume, contracts |
26,511,341 |
15,305,049 |
-11.33% |
Number of trades |
4,604,277 |
3,090,525 |
-3.37% |
Total open interest, rubles |
228,548,782,631 |
206,423,369,494 |
1.58% |
Total open interest, contracts |
6,815,270 |
5,892,358 |
3.58% |
Options Contracts | |||
Trading volume, rubles |
162,939,538,293 |
86,357,804,919 |
14.87% |
Trading volume, contracts |
1,664,057 |
1,085,674 |
32.85% |
Number of trades |
136,127 |
69,647 |
14.04% |
Total open interest, rubles |
183,364,766,334 |
157,451,438,193 |
12.78% |
Total open interest, contracts |
2,307,882 |
2,033,628 |
15.90% |
Total | |||
Trading volume, rubles |
1,569,942,247,987 |
973,348,293,599 |
-5.41% |
Trading volume, contracts |
28,175,398 |
16,390,723 |
-9.33% |
Number of trades |
4,740,404 |
3,160,172 |
-3.04% |
Total open interest, rubles |
411,913,548,964 |
363,874,807,687 |
6.14% |
Total open interest, contracts |
9,123,152 |
7,925,986 |
6.48% |
No |
Code |
Contract |
Turnover | |
RUB |
contracts | |||
1 |
RI |
Cash-settled futures contract on RTS Index |
996,271,933,839 |
9,443,563 |
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
162,660,364,584 |
5,780,625 |
3 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
84,721,945,913 |
2,131,049 |
4 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
45,459,950,827 |
4,538,605 |
5 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
40,603,327,293 |
2,119,107 |
6 |
BR |
Cash-settled Brent oil futures contract |
19,352,889,327 |
609,839 |
7 |
GD |
Cash-settled futures contract on gold |
15,740,309,322 |
340,054 |
8 |
SV |
Cash-settled futures contract on refined silver |
12,884,802,881 |
113,929 |
9 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
10,180,332,390 |
570,533 |
10 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
4,222,525,150 |
58,218 |
11 |
RS |
Cash-settled futures contract on RTS Standard Index |
2,990,794,585 |
26,686 |
12 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
2,338,603,736 |
287,021 |
13 |
RN |
Deliverable futures contract on Rosneft |
2,174,462,892 |
94,790 |
|
|
ordinary shares |
|
|
|
|
Cash-settled futures contract on GBP/USD |
|
|
14 |
GU |
Exchange rate |
1,998,407,221 |
43,917 |
|
|
Deliverable futures contract on the four-year |
|
|
15 |
O4 |
|
1,604,772,233 |
153,057 |
|
|
Cash-settled futures contract on EUR/RUB |
|
|
16 |
Eu |
exchange rate |
1,091,802,819 |
27,335 |
|
|
Deliverable futures contract on Sberbank |
|
|
17 |
SP |
preferred shares |
726,479,195 |
90,017 |
|
|
Cash-settled futures contract on AUD/USD |
|
|
18 |
AU |
Exchange rate |
465,349,202 |
15,638 |
19 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
201,870,713 |
7,444 |
20 |
SA |
Cash-settled futures contracts on raw sugar |
198,169,601 |
11,134 |
|
|
Deliverable futures contract on the two-year |
|
|
21 |
O2 |
|
147,555,916 |
14,230 |
22 |
PT |
Cash-settled futures contract on platinum |
146,382,894 |
2,967 |
|
|
Deliverable futures contract on RusHydro |
|
|
23 |
HY |
ordinary shares |
143,396,925 |
10,558 |
|
|
Deliverable futures contract on Transneft |
|
|
24 |
TN |
preferred shares |
132,535,071 |
3,161 |
|
|
Deliverable futures contract on Severstal |
|
|
25 |
CH |
ordinary shares |
125,911,680 |
2,481 |
|
|
Deliverable futures contract on Uralkali ordinary |
|
|
26 |
|
shares |
100,198,331 |
3,829 |
|
|
Deliverable futures contract on NOVATEK |
|
|
27 |
NK |
ordinary shares |
98,182,892 |
2,371 |
|
|
Cash-settled futures contract on Russian |
|
|
28 |
VX |
Volatility Index |
47,633,105 |
3,146 |
29 |
CU |
Cash-settled futures contract on copper |
42,949,235 |
1,611 |
30 |
PD |
Cash-settled futures contract on palladium |
40,367,684 |
185 |
|
|
Deliverable futures contract on Tatneft ordinary |
|
|
31 |
TT |
shares |
37,895,947 |
2,123 |
|
|
Deliverable futures contract on ordinary shares |
|
|
32 |
FS |
of FGC UES |
18,778,077 |
527 |
|
|
Deliverable futures contract on preferred |
|
|
33 |
SG |
shares of Surgutneftegas |
14,113,004 |
1,024 |
|
|
Deliverable futures contract on MTS ordinary |
|
|
34 |
MT |
shares |
11,378,471 |
484 |
|
|
Cash-settled futures on average interest rate of |
|
|
35 |
MR |
the overnight credit MosPrime |
4,975,616 |
5 |
|
|
Cash-settled futures contract on RTS |
|
|
36 |
Rc |
Consumer and Retail Index |
719,815 |
30 |
|
|
Cash-settled futures contract on RTS Oil & Gas |
|
|
37 |
Ro |
Index |
530,058 |
38 |
|
|
Cash-settled futures contract on average rate |
|
|
38 |
MP |
of the three month MosPrime credit |
111,250 |
10 |
|
|
Futures-style options on RTS Index futures |
|
|
39 |
RI |
contract |
160,029,280,579 |
1,511,557 |
40 |
GZ |
Futures-style options on Gazprom ordinary shares |
1,146,498,500 |
56,956 |
41 |
SR |
Futures-style options on futures contract on Sberbank ordinary shares |
620,338,750 |
61,261 |
42 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
329,632,250 |
11,561 |
43 |
GD |
Futures-style options on gold futures contract |
320,295,184 |
7,023 |
44 |
LK |
Futures-style options on futures contract on LUKOIL ordinary shares |
166,715,000 |
9,286 |
45 |
GM |
Futures-style options on futures contract on MMC NORILSK NICKEL ordinary shares |
110,637,500 |
1,509 |
46 |
SV |
Futures-style options on refined silver futures contract |
80,047,315 |
764 |
47 |
BR |
Futures-style options on Brent oil futures |
74,254,367 |
2,301 |
48 |
TN |
Futures-style options on futures contract on Transneft preferred shares |
30,401,000 |
721 |
49 |
ED |
Futures-style options on EUR/USD futures contract |
23,627,667 |
594 |
50 |
PT |
Futures-style options on futures contract on platinum |
4,177,430 |
86 |
51 |
VB |
Futures-style options on futures contract on VTB Bank ordinary shares |
3,489,750 |
432 |
52 |
RN |
Futures-style option on futures contract on Rosneft ordinary shares |
143,000 |
6 |
|
|
Total: |
1,569,942,247,987 |
28,175,398 |
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