OREANDA-NEWS. September 14, 2011. For the week of August 29 - September 2, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,040.93 billion rubles or 21.33 million contracts, including 153.40 billion rubles during the evening trading session. The total open interest as of the last day of the week, September 2, 2011 reached 402.58 billion rubles or 9.20 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 RUB116.19 million or 8.00 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB763.29 million or 16.36 thousand contracts.

 

Week August 29 - September 2

Week August 22-26

Change, %

Futures contracts

Trading volume, rubles

976,674,441,631

1,200,611,331,392

-18.65%

Trading volume, contracts

20,338,503

26,056,578

-21.94%

Number of trades

4,277,979

5,698,406

-24.93%

Total open interest, rubles

235,240,954,472

221,220,439,661

6.34%

Total open interest, contracts

6,499,224

6,380,172

1.87%

Options Contracts

Trading volume, rubles

64,253,392,813

47,025,903,944

36.63%

Trading volume, contracts

993,576

683,475

45.37%

Number of trades

72,275

72,183

0.13%

Total open interest, rubles

167,343,772,124

145,133,193,946

15.30%

Total open interest, contracts

2,697,262

2,231,160

20.89%

Total

Trading volume, rubles

1,040,927,834,443

1,247,637,235,336

-16.57%

Trading volume, contracts

21,332,079

26,740,053

-20.22%

Number of trades

4,350,254

5,770,589

-24.61%

Total open interest, rubles

402,584,726,597

366,353,633,607

9.89%

Total open interest, contracts

9,196,486

8,611,332

6.80%

 

 

 

 

Turnover

No

Code

Contract

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

698,634,617,153

7,275,734

 

 

Cash-settled futures contract on USD/RUB

 

 

2

Si

exchange rate

123,273,833,289

4,250,886

 

 

Deliverable futures contract on Sberbank ordinary

 

 

3

SR

shares

35,865,427,907

4,326,944

 

 

Cash-settled futures contract on EUR/USD

 

 

4

ED

exchange rate

32,090,692,428

770,567

5

GZ

Deliverable futures contract on Gazprom ordinary shares

26,115,733,965

1,479,803

6

GD

Cash-settled futures contract on gold

19,009,661,812

359,303

7

BR

Cash-settled Brent oil futures contract

9,993,562,780

304,519

 

 

Deliverable futures contract on LUKOIL ordinary

 

 

8

LK

shares

7,738,258,100

447,859

 

 

Deliverable futures contract on Rosneft ordinary

 

 

9

RN

shares

4,059,587,921

180,783

10

SV

Cash-settled futures contract on refined silver

4,015,517,701

33,357

 

 

Deliverable futures contract on MMC NORILSK

 

 

11

GM

NICKEL ordinary shares

3,673,080,993

52,202

 

 

Deliverable futures contract on the four-year

 

 

12

O4

Russian Federation government bonds

2,913,833,202

280,564

 

 

Deliverable futures contract on VTB Bank ordinary

 

 

13

VB

shares

2,515,752,695

335,977

 

 

Cash-settled futures contract on RTS Standard

 

 

14

RS

Index

2,396,222,740

23,122

 

 

Cash-settled futures contract on EUR/RUB

 

 

15

Eu

exchange rate

942,371,586

22,588

 

 

Cash-settled futures contract on GBP/USD

 

 

16

GU

Exchange rate

567,788,795

12,050

 

 

Deliverable futures contract on the two-year

 

 

17

O2

Russian Federation government bonds

552,747,393

54,662

18

SA

Cash-settled futures contracts on raw sugar

507,627,037

26,173

 

 

Cash-settled futures contract on AUD/USD

 

 

19

AU

Exchange rate

488,124,274

15,792

 

 

Deliverable futures contract on Sberbank preferred

 

 

20

SP

shares

381,511,817

54,830

 

 

Cash-settled futures on average interest rate of the

 

 

21

MR

overnight credit MosPrime

199,672,889

200

22

SN

Deliverable futures contract on Surgutneftegas ordinary shares

141,436,450

5,837

 

 

Deliverable futures contract on NOVATEK ordinary

 

 

23

NK

shares

110,049,616

2,992

24

HY

Deliverable futures contract on RusHydro ordinary shares

104,787,303

8,466

25

PT

Cash-settled futures contract on platinum

95,459,511

1,777

 

 

Deliverable futures contract on Transneft preferred

 

 

26

TN

shares

65,136,250

1,651

 

 

Deliverable futures contract on Uralkali ordinary

 

 

27

UK

shares

60,686,526

2,161

 

 

Cash-settled futures contract on Russian Volatility

 

 

28

VX

Index

48,783,377

2,210

 

 

Cash-settled futures contract on average rate of the

 

 

29

MP

three month MosPrime credit

41,025,000

3,000

 

 

Deliverable futures contract on Severstal ordinary

 

 

30

CH

shares

17,216,806

390

31

PD

Cash-settled futures contract on palladium

14,929,486

67

32

CU

Cash-settled futures contract on copper

13,490,005

511

 

 

Deliverable futures contract on Tatneft ordinary

 

 

33

TT

shares

8,016,126

517

 

 

Deliverable futures contract on FGC UES ordinary

 

 

34

FS

shares

6,540,579

232

 

 

Deliverable futures contract on preferred shares of

 

 

35

SG

Surgutneftegas

4,930,311

354

 

 

Cash-settled futures contract on RTS Oil & Gas

 

 

36

Ro

Index

3,122,031

275

 

 

Deliverable futures contract on MTS ordinary

 

 

37

MT

shares

3,042,099

140

 

 

Cash-settled futures contract on RTS Consumer

 

 

38

Rc

and Retail Index

163,678

8

39

RI

Futures-style options on RTS Index futures contract

59,639,607,208

640,805

40

SR

Futures-style options on Sberbank futures contract

2,192,649,750

250,639

41

GZ

Futures-style options on Gazprom futures contract

1,348,904,000

72,971

42

GD

Futures-style options on gold futures contract

454,585,384

8,662

43

LK

Futures-style options on LUKOIL futures contract

190,011,500

10,194

 

 

Futures-style options on refined silver futures

 

 

44

SV

contract

164,995,868

1,360

45

ED

Futures-style options on EUR/USD futures contract

70,401,106

1,697

46

TN

Futures-style options on futures contract on Transneft preferred shares

63,180,000

1,580

47

BR

Futures-style options on Brent oil future

49,275,961

1,508

 

 

Futures-style options on futures contract on Rosneft

 

 

48

RN

ordinary shares

38,225,000

1,370

49

Si

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

23,150,750

799

50

VB

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

16,208,000

1,951

51

PT

Futures-style options on futures contract on platinum

2,198,285

40

 

 

Total:

1,040,927,834,443

21,332,079