OREANDA-NEWS. September 27, 2011. For the week of September 19-23, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,295.04 billion rubles or 27.35 million contracts, including 212.27 billion rubles during the evening trading session. The total open interest as of the last day of the week, September 23, 2011 reached 216.19 billion rubles or 5.47 million contracts.

Last week the trading volume in futures contracts on oil products and agricultural products that were launched by RTS Group in cooperation with Saint Petersburg Exchange reached RUB250.13 million or 12.27 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group in cooperation with Moscow Energy Exchange reached RUB3,344.11 million or 63.37 thousand contracts.

 

Week September 19-23

Week September 12 - 16

Change, %

Futures contracts

Trading volume, rubles

1,225,253,432,884

1.351.857.440.588

-9.37%

Trading volume, contracts

26,498,927

27,793,094

-4.66%

Number of trades

5,488,574

5,196,391

5.62%

Total open interest, rubles

154,440,934,350

160,078,760,966

-3.52%

Total open interest, contracts

4,458,938

4,503,708

-0.99%

Options Contracts

Trading volume, rubles

69,788,175,833

79,395,265,881

-12.10%

Trading volume, contracts

846,879

993,108

-14.72%

Number of trades

93,984

97,601

-3.71%

Total open interest, rubles

61.753.233.614

36.771.842.049

67.94%

Total open interest, contracts

1,008,202

647,678

55.66%

Total

Trading volume, rubles

1.295.041.608.718

1.431.252.706.469

-9.52%

Trading volume, contracts

27,345,806

28,786,202

-5.00%

Number of trades

5,582,558

5,293,9921

5.45%

Total open interest, rubles

216,194,167,964

196,850,603,0151

9.83%

Total open interest, contracts

5,467,140

5.151.386

6.13%

FORTS Top contracts by volume (19.09.11 - 23.09.11)

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

838,471,189,323

9,282,892

2

Si

Cash-settled futures contract on USD/RUB exchange rate

198,115,511,464

6,170,588

3

SR

Deliverable futures contract on Sberbank ordinary shares

45,554,798,664

5,908,174

4

ED

Cash-settled futures contract on EUR/USD exchange rate

36,267,252,092

840,613

5

GZ

Deliverable futures contract on Gazprom ordinary shares

28,202,168,488

1,773,326

6

GD      

Cash-settled futures contract on gold

24,872,199,227

442,176

7

LK

Deliverable futures contract on LUKOIL ordinary shares

12,482,677,613

751,911

8

BR

Cash-settled Brent oil futures contract

11,6197172,295

337,332

9

SV

Cash-settled futures contract on refined silver

8,943^44,484

74,243

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

4,528,892,607

69,120

11

RS

Cash-settled futures contract on RTS Standard Index

3,592,496,345

37,091

12

RN

Deliverable futures contract on Rosneft ordinary shares

3,003,485,386

151,391

13

Eu

Cash-settled futures contract on EUR/RUB exchange rate

2,063,033,508

47,296

14

VB

Deliverable futures contract on VTB Bank ordinary shares

1,619,474,795

220,544

15

02

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

1,271,134,442

128,277

16

04

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

1,009,906,239

99,049

17

PT

Cash-settled futures contract on platinum

883,711,442

15,868

18

GU

Cash-settled futures contract on GBP/USD exchange rate

687,993,582

13,950

19

AU

Cash-settled futures contract on AUD/USD Exchange rate

444,894,353

14,025

20

SP

Deliverable futures contract on Sberbank preferred shares

434,899,192

70,701

21

SN

Deliverable futures contract on preferred shares of Surgutneftegas

329,709,827

13,212

22

PD

Cash-settled futures contract on palladium

144,549,835

670

23

SA      

Cash-settled futures contract on raw sugar

144,031,096

7,547

24

MP

Cash-settled futures contract on the three- month MosPrime rate

139,071,000

9,104

25

UK

Deliverable futures contract on OJSC "Uralkali" ordinary shares

139,044,386

5,202

26

HY

Deliverable futures contract on RusHydro ordinary shares

72,572,035

5,948

27

CU

Cash-settled futures contract on copper

61,523,265

2,468

28

VX

Cash-settled futures contract on Russian Volatility Index

39,851,495

1,262

29

CH

Deliverable futures contract on Severstal ordinary shares

33,168,679

923

30

TN

Deliverable futures contract on Transneft preferred shares

24,990,188

734

31

NK

Deliverable futures contract on NOVATEK ordinary shares

15,028,833

382

32

Ro

Cash-settled futures contract on RTS Oil & Gas Index

13,907,801

1,366

33

MT

Deliverable futures contract on MTS ordinary shares

11,672,602

573

34

TT

Deliverable futures contract on Tatneft ordinary shares

7,085,789

501

35

SG

Deliverable futures contract on Surgutneftegas preferred shares

4,970,446

328

36

FS

Deliverable futures contract on ordinary shares of "FGC UES"

3,297,351

132

37

UR

Cash-settled Urals oil futures contract

137,913

4

38

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

84,803

4

39

Rl

Futures-style options on RTS Index futures contract

67,122,993,326

729,729

40

Si

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

551,521,750

17,190

41

SV

Futures-style options on refined silver futures contract

536,993,601

4,124

42

GZ

Futures-style options on Gazprom futures contract

520,519,000

31,504

43

SR

Futures-style options on Sberbank futures contract

401,052,250

49,012

44

GM

Futures-style options on MMC NORILSK NICKEL futures contract

165,525,000

2,009

45

PT

Futures-style options on platinum futures contract

147,371,119

2,652

46

(3D

Futures-style options on gold futures contract

137,573,884

2,487

47

LK

Futures-style options on LUKOIL futures contract

94,319,500

5,329

48

ED

Futures-style options on EUR/USD futures contract

83,055,442

1,955

49

BR

Futures-style options on Brent oil futures

25,521,711

703

50

VB

Futures-style options on futures contract on

1,346,750

167

 

 

JSC VTB Bank ordinary shares

 

 

 

51

RN

Futures-style options on Rosneft futures contract

382,500

18

 

 

 

Total:

1,295,041,608,718

27,345,806