OREANDA-NEWS. October 4, 2011. For the week of September 26-30, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,208.05 billion rubles or 27.32 million contracts, including 189.99 billion rubles during the evening trading session. The total open interest as of the last day of the week, September 30, 2011 reached 240.32 billion rubles or 6.11 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 RUB212.60 million or 13.8 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB2,591.58 million or 58.18 thousand contracts.

 

Week

Week

 

 

September 26-30

September 19-23

Change, %

Futures contracts

Trading volume, rubles

1,167,444,012,098

1,225,253,432,884

-4.72%

Trading volume, contracts

26,785,685

26,498,927

1.08%

Number of trades

5,883,127

5,488,574

7.19%

Total open interest, rubles

161,068,426,167

154,440,934,350

4.29%

Total open interest, contracts

4,871,000

4,458,938

9.24%

Options Contracts

Trading volume, rubles

40,603,597,100

69,788,175,833

-41.82%

Trading volume, contracts

533,533

846,879

-37.00%

Number of trades

84,153

93,984

-10.46%

Total open interest, rubles

79,249,206,062

61,753,233,614

28.33%

Total open interest, contracts

1,241,582

1,008,202

23.15%

Total

Trading volume, rubles

1,208,047,609,198

1,295,041,608,718

-6.72%

Trading volume, contracts

27,319,218

27,345,806

-0.10%

Number of trades

5,967,280

5,582,558

6.89%

Total open interest, rubles

240,317,632,230

216,194,167,964

11.16%

Total open interest, contracts

6,112,582

5,467,140

11.81%

 

 

 

 

Turnover

No

Code

Contract

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

790,940,736,866

9,237,602

 

 

Cash-settled futures contract on USD/RUB

 

 

2

Si

exchange rate

201,448,202,743

6,195,683

 

 

Deliverable futures contract on Sberbank

 

 

3

SR

ordinary shares

46,695,397,044

6,466,606

 

 

Deliverable futures contract on Gazprom

 

 

4

GZ

ordinary shares

29,468,336,453

1,877,622

 

 

Cash-settled futures contract on EUR/USD

 

 

5

ED

exchange rate

24,659,702,037

568,946

6

GD

Cash-settled futures contract on gold

24,080,089,467

460,795

 

 

Deliverable futures contract on LUKOIL

 

 

7

LK

ordinary shares

12,805,585,490

788,003

8

BR

Cash-settled Brent oil futures contract

9,279,953,572

276,890

9

SV

Cash-settled futures contract on refined silver

7,995,651,765

81,290

 

 

Deliverable futures contract on MMC

 

 

10

GM

NORILSK NICKEL ordinary shares

5,643,163,610

84,620

 

 

Cash-settled futures contract on RTS

 

 

11

RS

Standard Index

3,173,834,855

33,935

 

 

Deliverable futures contract on Rosneft

 

 

12

RN

ordinary shares

2,794,776,834

145,206

 

 

Deliverable futures contract on the four-year

 

 

13

O4

Russian Federation government bonds

1,402,145,480

139,128

 

 

Cash-settled futures contract on EUR/RUB

 

 

14

Eu

exchange rate

1,072,305,237

24,342

 

 

Deliverable futures contract on VTB Bank

 

 

15

VB

ordinary shares

1,067,925,268

157,355

 

 

Deliverable futures contract on the two-year

 

 

16

O2

Russian Federation government bonds

1,044,076,059

105,882

 

 

Cash-settled futures contract on the MICEX

 

 

17

MX

Index

933,195,340

6,827

 

 

Cash-settled futures contract on GBP/USD

 

 

18

GU

Exchange rate

855,850,185

17,179

19

PT

Cash-settled futures contract on platinum

560,843,136

11,211

 

 

Cash-settled futures contract on AUD/USD

 

 

20

AU

Exchange rate

338,892,324

10,905

 

 

Deliverable futures contract on Sberbank

 

 

21

SP

preferred shares

323,201,886

56,669

 

 

Deliverable futures contract on

 

 

22

SN

Surgutneftegas ordinary shares

277,822,057

10,819

23

SA

Cash-settled futures contracts on raw sugar

215,139,981

11,525

 

 

Deliverable futures contract on Uralkali

 

 

24

UK

ordinary shares

108,654,673

4,725

25

CU

Cash-settled futures contract on copper

64,956,965

2,792

 

 

Deliverable futures contract on RusHydro

 

 

26

HY

ordinary shares

55,857,573

5,174

 

 

Deliverable futures contract on Severstal

 

 

27

CH

ordinary shares

37,901,061

1,112

 

 

Deliverable futures contract on Transneft

 

 

28

TN

preferred shares

37,560,085

1,177

29

PD

Cash-settled futures contract on palladium

33,006,707

164

 

 

Cash-settled futures contract on Russian

 

 

30

VX

Volatility Index

12,712,358

391

 

 

Deliverable futures contract on Tatneft

 

 

31

TT

ordinary shares

6,440,523

489

 

 

Cash-settled futures contract on RTS Oil &

 

 

32

Ro

Gas Index

3,594,660

345

 

 

Deliverable futures contract on FGC UES

 

 

33

FS

ordinary shares

2,796,017

117

 

 

Deliverable futures contract on NOVATEK

 

 

34

NK

ordinary shares

2,147,091

59

 

 

Deliverable futures contract on preferred

 

 

35

SG

shares of Surgutneftegas

1,026,994

72

 

 

Deliverable futures contract on MTS ordinary

 

 

36

MT

shares

485,370

26

 

 

Cash-settled futures contract on RTS

 

 

37

Rc

Consumer and Retail Index

44,331

2

 

 

Futures-style options on RTS Index futures

 

 

38

RI

contract

39,167,562,639

455,602

39

GZ

Futures-style options on Gazprom futures contract

567,782,000

33,697

40

GM

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

212,817,500

2,965

41

SR

Futures-style options on futures contract on Sberbank ordinary shares

195,987,250

25,205

 

 

Futures-style options on LUKOIL futures

 

 

42

LK

contract

164,038,000

9,579

43

Si

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

108,484,250

3,344

 

 

Futures-style options on refined silver futures

 

 

44

SV

contract

103,790,746

902

45

GD

Futures-style options on gold futures contract

38,932,032

723

46

SN

Futures-style options on futures contract on Surgutneftegas ordinary shares

18,960,000

632

47

TN

Futures-style options on futures contract on Transneft preferred shares

11,681,000

366

48

ED

Futures-style options on EUR/USD futures contract

7,517,286

170

49

PT

Futures-style options on futures contract on platinum

2,288,606

44

50

VB

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

2,087,750

255

51

BR

Futures-style options on Brent oil future

1,529,542

42

52

RN

Futures-style options on futures contract on Rosneft ordinary shares

138,500

7

 

 

Total:

1,208,047,609,198

27,319,218