RTS Released FORTS Weekly Trading Results: August 15-19, 2011
OREANDA-NEWS. August 25, 2011. For the week of August 15-19, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,321.04 billion rubles or 27.06 million contracts, including 200.13 billion rubles during the evening trading session. The total open interest as of the last day of the week, August 19, 2011 reached 351.86 billion rubles or 8.47 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 RUB99.03 million or 6.54 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB84.13 million or 1.93 thousand contracts.
|
Week |
Week |
|
|
August 15-19 |
August 8-12 |
Change, % |
Futures contracts | |||
Trading volume, rubles |
1,261,581,755,028 |
1,883,921,937,196 |
-33.03% |
Trading volume, contracts |
26,318,487 |
40,248,572 |
-34.61% |
Number of trades |
5,479,429 |
7,500,571 |
-26.95% |
Total open interest, rubles |
225,131,133,691 |
215,731,161,703 |
4.36% |
Total open interest, contracts |
6,554,572 |
6,182,986 |
6.01% |
Options Contracts | |||
Trading volume, rubles |
59,458,092,690 |
134,317,731,592 |
-55.73% |
Trading volume, contracts |
741,234 |
1,443,754 |
-48.66% |
Number of trades |
78,761 |
154,544 |
-49.04% |
Total open interest, rubles |
126,729,786,133 |
173,270,158,903 |
-26.86% |
Total open interest, contracts |
1,912,322 |
2,187,638 |
-12.59% |
Total | |||
Trading volume, rubles |
1,321,039,847,718 |
2,018,239,668,788 |
-34.54% |
Trading volume, contracts |
27,059,721 |
41,692,326 |
-35.10% |
Number of trades |
5,558,190 |
7,655,115 |
-27.39% |
Total open interest, rubles |
351,860,919,824 |
389,001,320,606 |
-9.55% |
Total open interest, contracts |
8,466,894 |
8,370,624 |
1.15% |
|
|
|
Turnover | |
No |
Code |
Contract |
RUB |
Contracts |
1 |
RI |
Cash-settled futures contract on RTS Index |
877,076,688,573 |
9,504,305 |
|
|
Cash-settled futures contract on USD/RUB |
|
|
2 |
Si |
exchange rate |
167,822,218,176 |
5,782,916 |
|
|
Cash-settled futures contract on EUR/USD |
|
|
3 |
ED |
exchange rate |
76,731,087,631 |
1,848,094 |
|
|
Deliverable futures contract on Sberbank ordinary |
|
|
4 |
SR |
shares |
39,948,004,079 |
4,775,455 |
5 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
33,719,122,295 |
1,976,967 |
6 |
GD |
Cash-settled futures contract on gold |
15,349,008,814 |
293,258 |
7 |
BR |
Cash-settled Brent oil futures contract |
13,566,158,236 |
432,528 |
|
|
Deliverable futures contract on LUKOIL ordinary |
|
|
8 |
LK |
shares |
11,623,001,228 |
715,184 |
|
|
Cash-settled futures contract on EUR/RUB |
|
|
9 |
Eu |
exchange rate |
5,295,208,898 |
127,217 |
10 |
SV |
Cash-settled futures contract on refined silver |
4,314,019,466 |
36,887 |
|
|
Deliverable futures contract on MMC NORILSK |
|
|
11 |
GM |
NICKEL ordinary shares |
3,385,741,062 |
51,139 |
|
|
Deliverable futures contract on Rosneft ordinary |
|
|
12 |
RN |
shares |
3,098,476,770 |
151,722 |
|
|
Cash-settled futures contract on GBP/USD |
|
|
13 |
GU |
Exchange rate |
2,140,096,897 |
45,171 |
|
|
Deliverable futures contract on VTB Bank ordinary |
|
|
14 |
VB |
shares |
1,786,190,498 |
253,069 |
15 |
RS |
Cash-settled futures contract on RTS Standard Index |
1,750,434,090 |
17,750 |
|
|
Deliverable futures contract on the four-year Russian |
|
|
16 |
O4 |
Federation government bonds |
1,438,605,566 |
138,616 |
|
|
Cash-settled futures contract on AUD/USD |
|
|
17 |
AU |
Exchange rate |
613,661,222 |
20,364 |
|
|
Deliverable futures contract on Sberbank preferred |
|
|
18 |
SP |
shares |
486,117,743 |
69,481 |
19 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
251,071,427 |
10,861 |
20 |
SA |
Cash-settled futures contracts on raw sugar |
225,189,532 |
11,866 |
|
|
Deliverable futures contract on the two-year Russian |
|
|
21 |
O2 |
Federation government bonds |
190,877,926 |
18,477 |
22 |
PT |
Cash-settled futures contract on platinum |
162,702,575 |
3,059 |
23 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
128,734,041 |
10,734 |
|
|
Cash-settled futures contract on RTS Oil & Gas |
|
|
24 |
Ro |
Index |
96,657,093 |
8,742 |
25 |
CU |
Cash-settled futures contract on copper |
76,086,355 |
2,974 |
|
|
Deliverable futures contract on Transneft preferred |
|
|
26 |
TN |
shares |
71,428,291 |
1,887 |
|
|
Deliverable futures contract on Severstal ordinary |
|
|
27 |
CH |
shares |
56,463,451 |
1,338 |
|
|
Deliverable futures contract on preferred shares of |
|
|
28 |
SG |
Surgutneftegas |
45,306,525 |
3,499 |
|
|
Cash-settled futures contract on RTS Consumer and |
|
|
29 |
Rc |
Retail Index |
38,101,726 |
1,935 |
30 |
PD |
Cash-settled futures contract on palladium |
28,392,374 |
130 |
|
|
Cash-settled futures contract on Russian Volatility |
|
|
31 |
VX |
Index |
24,795,588 |
1,136 |
32 |
MT |
Deliverable futures contract on MTS ordinary shares |
11,249,239 |
518 |
|
|
Deliverable futures contract on Uralkali ordinary |
|
|
33 |
|
shares |
11,159,657 |
442 |
|
|
Deliverable futures contract on ordinary shares of |
|
|
34 |
FS |
FGC UES |
9,730,079 |
337 |
|
|
Deliverable futures contract on Tatneft ordinary |
|
|
35 |
TT |
shares |
4,013,973 |
255 |
|
|
Deliverable futures contract on NOVATEK ordinary |
|
|
36 |
NK |
shares |
3,689,291 |
102 |
37 |
|
Cash-settled futures contract on Urals oil |
2,264,642 |
72 |
38 |
RI |
Futures-style options on RTS Index futures contract |
57,387,348,742 |
610,979 |
39 |
GZ |
Futures-style options on Gazprom ordinary shares |
672,814,500 |
39,410 |
40 |
SR |
Futures-style options on futures contract on Sberbank ordinary shares |
621,583,500 |
69,487 |
41 |
GD |
Futures-style options on gold futures contract |
267,124,615 |
5,440 |
42 |
PT |
Futures-style options on futures contract on platinum |
142,338,809 |
2,738 |
43 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
133,686,000 |
4,476 |
|
|
Futures-style options on futures contract on LUKOIL |
|
|
44 |
LK |
ordinary shares |
77,850,000 |
4,368 |
45 |
ED |
Futures-style options on EUR/USD futures contract |
75,763,528 |
1,829 |
46 |
BR |
Futures-style options on Brent oil futures |
33,754,042 |
1,023 |
|
|
Futures-style options on refined silver futures |
|
|
47 |
SV |
contract |
33,596,955 |
292 |
48 |
VB |
Futures-style options on futures contract on VTB Bank ordinary shares |
10,290,000 |
1,144 |
49 |
TN |
Futures-style options on futures contract on Transneft preferred shares |
1,777,000 |
46 |
50 |
GM |
Futures-style options on futures contract on MMC NORILSK NICKEL ordinary shares |
165,000 |
2 |
|
|
Total: |
1,321,039,847,718 |
27,059,721 |
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