OREANDA-NEWS. September 14, 2011. For the week of September 5-9, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,144.47 billion rubles or 22.46 million contracts, including 147.24 billion rubles during the evening trading session. The total open interest as of the last day of the week, September 9, 2011 reached 431.22 billion rubles or 9.51 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 RUB151.05 million or 9.27 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB4,624.27 million or 92.09 thousand contracts.

 

Week September 5-9

Week

 

 

August 29 - September 2

Change, %

Futures contracts

Trading volume, rubles

1,087,948,516,981

976,674,441,631

11.39%

Trading volume, contracts

21,662,205

20,338,503

6.51%

Number of trades

4,333,528

4,277,979

1.30%

Total open interest, rubles

252,835,702,698

235,240,954,472

7.48%

Total open interest, contracts

6,582,896

6,499,224

1.29%

Options Contracts

Trading volume, rubles

56,519,872,392

64,253,392,813

-12.04%

Trading volume, contracts

798,901

993,576

-19.59%

Number of trades

79,310

72,275

9.73%

Total open interest, rubles

178,385,146,533

167,343,772,124

6.60%

Total open interest, contracts

2,930,768

2,697,262

8.66%

Total

Trading volume, rubles

1,144,468,389,373

1,040,927,834,443

9.95%

Trading volume, contracts

22,461,106

21,332,079

5.29%

Number of trades

4,412,838

4,350,254

1.44%

Total open interest, rubles

431,220,849,231

402,584,726,597

7.11%

Total open interest, contracts

9,513,664

9,196,486

3.45%

 

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

759,534,622,529

7,887,582

2

Si

Cash-settled futures contract on USD/RUB exchange rate

149,628,501,907

5,054,082

3

ED

Cash-settled futures contract on EUR/USD exchange rate

45,787,937,548

1,103,662

4

SR

Deliverable futures contract on Sberbank ordinary shares

34,909,951,960

4,220,458

5

GD

Cash-settled futures contract on gold

34,072,142,412

615,950

6

GZ

Deliverable futures contract on Gazprom ordinary shares

22,755,117,840

1,326,862

7

BR

Cash-settled Brent oil futures contract

9,636,809,271

287,726

8

LK

Deliverable futures contract on LUKOIL ordinary shares

7,374,368,193

425,551

9

SV

Cash-settled futures contract on refined silver

6,916,545,387

55,559

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

4,329,826,423

59,616

11

RS

Cash-settled futures contract on RTS Standard Index

2,794,967,030

27,090

12

RN

Deliverable futures contract on Rosneft ordinary shares

2,318,061,220

103,015

13

GU

Cash-settled futures contract on GBP/USD Exchange rate

1,579,593,931

33,384

14

VB

Deliverable futures contract on VTB Bank ordinary shares

1,567,838,165

210,896

15

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,446,173,722

34,768

16

AU

Cash-settled futures contract on AUD/USD Exchange rate

1,150,314,396

36,749

17

SP

Deliverable futures contract on Sberbank preferred shares

446,984,726

63,671

18

O4

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

439,525,990

42,384

19

O2

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

370,693,612

36,991

20

PT

Cash-settled futures contract on platinum

227,480,571

4,126

21

SA

Cash-settled futures contracts on raw sugar

204,749,542

10,664

22

SN

Deliverable futures contract on Surgutneftegas ordinary shares

138,995,467

5,844

23

HY

Deliverable futures contract on RusHydro ordinary shares

89,464,880

7,212

24

VX

Cash-settled futures contract on Russian Volatility Index

60,592,218

2,337

25

CU

Cash-settled futures contract on copper

29,108,810

1,092

26

UK

Deliverable futures contract on Uralkali ordinary shares

27,033,830

977

27

PD

Cash-settled futures contract on palladium

26,921,004

119

28

NK

Deliverable futures contract on NOVATEK ordinary shares

20,471,273

533

29

CH

Deliverable futures contract on Severstal ordinary shares

16,787,537

386

30

Ro

Cash-settled futures contract on RTS Oil & Gas Index

13,131,476

1,127

31

SG

Deliverable futures contract on preferred shares of Surgutneftegas

11,751,234

809

32

TT

Deliverable futures contract on Tatneft ordinary shares

9,436,898

582

33

TN

Deliverable futures contract on Transneft preferred shares

6,578,000

173

34

FS

Deliverable futures contract on ordinary shares of FGC UES

4,927,365

176

35

MT

Deliverable futures contract on MTS ordinary shares

1,110,615

52

36

RI

Futures-style options on RTS Index futures contract

52,957,942,865

556,004

37

SR

Futures-style options on futures contract on Sberbank ordinary shares

1,485,285,000

163,157

38

GZ

Futures-style options on Gazprom ordinary shares

872,603,000

48,570

39

GD

Futures-style options on gold futures contract

528,127,606

9,672

40

TN

Futures-style options on futures contract on Transneft preferred shares

151,800,000

4,000

41

Si

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

145,614,750

4,846

42

ED

Futures-style options on EUR/USD futures contract

115,766,506

2,761

43

LK

Futures-style options on futures contract on LUKOIL ordinary shares

107,136,000

6,212

44

SV

Futures-style options on refined silver futures contract

98,253,712

821

45

BR

Futures-style options on Brent oil futures

42,325,077

1,268

46

VB

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

11,856,000

1,532

47

PT

Futures-style options on futures contract on platinum

2,636,877

48

48

GM

Futures-style options on futures contract on MMC NORILSK NICKEL ordinary shares

525,000

10

 

 

Total:

1,144,468,389,373

22,461,106