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

UK

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

UR

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