OREANDA-NEWS. October 26, 2011. For the week of October 17-21, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,218.09 billion rubles or 27.42 million contracts, including 169.26 billion rubles during the evening trading session. The total open interest as of the last day of the week, October 21, 2011 reached 287.79 billion rubles or 7.55 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 RUB133.37 million or 7.74 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group in cooperation with Moscow Energy Exchange reached RUB1,067.31 million or 20.65 thousand contracts.

 

Week October 17-21

Week October 10 - 14

Change, %

Futures contracts

Trading volume, rubles

1,180,503,554,144

1.087.134.613.223 8.59%

Trading volume, contracts

26,889,179

24.605.814

9.28%

Number of trades

5,802,491

5.400.130

7.45%

Total open interest, rubles

223,985,899,973

193,735,116,058] 15.61%

Total open interest, contracts

6,240,824

5,423,338

15.07%

Options Contracts

Trading volume, rubles

37,586,336,287

58.124.314.491 -35.33%

Trading volume, contracts

534,118

841,456

-36.52%

Number of trades

60.519

98.319

-38.45%

Total open interest, rubles

63,802,740,878

96.832.904.582 -34.11%

Total open interest, contracts

1.309.536

1.575.420

-16.88%

Total

Trading volume, rubles

1,218,089,890,431

1.145.258.927.714 6.36%

Trading volume, contracts

27,423,297

25.447.270

7.77%

Number of trades

5.863.010

5.498.449

6.63%

Total open interest, rubles

287,788,640,851

290.568.020.640 -0.96%

Total open interest, contracts

7,550,360

6.998.758

7.88%

FORTS Top contracts by volume (17.10.11 - 21.10.11)

Nol

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

821,457,222,236

9,379,037

2

Si

Cash-settled futures contract on USD/RUB exchange rate

169,575,052,757

5,395,548

3

SR

Deliverable futures contract on Sberbank ordinary shares

60,889,352,462

7,553,238

4

ED

Cash-settled futures contract on EUR/USD exchange rate

34,555,543,805

806,730

5

GZ

Deliverable futures contract on Gazprom ordinary shares

25,678,627,168

1,571,000

6

GD

Cash-settled futures contract on gold

16,986,083,176

329,962

7

MX

Cash-settled futures contract on MICEX Index

11,266,719,700

80,132

8

LK

Deliverable futures contract on LUKOIL ordinary shares

8,568,060,946

501,090

9

BR

Cash-settled Brent oil futures contract

8,029,416,805

233,717

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

4,460,652,829

69,870

11

RS

Cash-settled futures contract on RTS Standard Index

3,948,611,685

41,025

12

SV

Cash-settled futures contract on refined silver

3,795,265,990

38,832

13

O4

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

2,818,854,374

279,560

14

RN

Deliverable futures contract on Rosneft ordinary shares

2,276,010,792

115,285

15

VB

Deliverable futures contract on VTB Bank ordinary shares

1,779,579,930

267,198

16

AU

Cash-settled futures contract on AUD/USD exchange rate

1,028,751,189

32,422

17

GU

Cash-settled futures contract on GBP/USD exchange rate

911,628,581

18,553

18

Eu

Cash-settled futures contract on EUR/RUB exchange rate

570,450,286

13,177

19

O2

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

561,479,438

56,826

20

SP

Deliverable futures contract on Sberbank preferred shares

402,065,667

66,955

21

SA

Cash-settled futures contract on raw sugar

137,382,992

7,114

22

PT

Cash-settled futures contract on platinum

127,479,552

2,644

23

SN

Deliverable futures contract on ordinary shares of Surgutneftegas

106,508,409

4,270

24

PD

Cash-settled futures contract on palladium

100,561,065

530

25

HY

Deliverable futures contract on RusHydro ordinary shares

71,837,188

6,509

26

CU

Cash-settled futures contract on copper

70,926,030

3,216

27

MT

Deliverable futures contract on MTS ordinary shares

68,071,747

3,679

28

TN

Deliverable futures contract on Transneft preferred shares

65,874,377

2,035

29

MP

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

53,314,550

3,202

30

UK

Deliverable futures contract on OJSC "Uralkali" ordinary shares

50,959,835

2,099

31

NK

Deliverable futures contract on NOVATEK ordinary shares

46,968,188

1,244

32

SG

Deliverable futures contract on preferred shares of Surgutneftegas

22,482,864

1,590

33

CH

Deliverable futures contract on Severstal ordinary shares

8,371,829

223

34

VX

Cash-settled futures contract on Russian Volatility Index

4,997,199

161

35

TT

Deliverable futures contract on Tatneft ordinary shares

4,419,032

313

36

FS

Deliverable futures contract on ordinary shares of "FGC UES"

2,306,868

84

37

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

1,154,420

61

38

Ro

Cash-settled futures contract on RTS Oil & Gas Index

508,182

48

39

RI

Futures-style options on RTS Index futures contract

35,279,068,342

399,426

40

GZ

Futures-style options on Gazprom futures contract

1,203,932,500

66,610

41

SR

Futures-style options on Sberbank futures contract

363,955,000

46,523

42

GD

Futures-style options on gold futures contract

209,718,838

4,389

43

Si

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

193,754,250

6,096

44

GM

Futures-style options on MMC NORILSK NICKEL futures contract

141,342,500

2,632

45

LK

Futures-style options on LUKOIL futures contract

124,533,500

6,606

46

SV

Futures-style options on refined silver futures contract

40,669,100

390

47

BR

Futures-style options on Brent oil futures

18,047,764

518

48

VB

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

6,424,750

834

49

ED

Futures-style options on EUR/USD futures contract

2,361,655

54

50

MX

Futures-style options on MICEX Index futures contract

1,575,000

11

51

TN

Futures-style options on futures contract on Transneft preferred shares

903,000

28

52

PT

Futures-style options on platinum futures contract

50,088

1

 

 

Total

1,218,089,890,431

27,423,297