RTS Released FORTS Weekly Trading Results: November 7-11, 2011
OREANDA-NEWS. November 18, 2011. For the week of November 7-11, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,303.95 billion rubles or 26.44 million contracts, including 198.71 billion rubles during the evening trading session. The total open interest as of the last day of the week, November 11, 2011 reached 322.27 billion rubles or 7.92 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 RUB81.16 million or 3.21 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB5,288.28 million or 78.57 thousand contracts.
|
Week November 7-11 |
Week October 31 - November 3 |
Change, % |
Futures contracts | |||
Trading volume, rubles |
1,238,088,698,413 |
1,001,331,286,526 |
23.64% |
Trading volume, contracts |
25,575,133 |
21,188,953 |
20.70% |
Number of trades |
5,894,204 |
4,786,779 |
23.14% |
Total open interest, rubles |
205,165,608,729 |
194,025,809,322 |
5.74% |
Total open interest, contracts |
5,799,338 |
5,502,314 |
5.40% |
Options Contracts | |||
Trading volume, rubles |
65,862,493,081 |
50,498,244,117 |
30.43% |
Trading volume, contracts |
860,422 |
716,316 |
20.12% |
Number of trades |
83,453 |
63,663 |
31.09% |
Total open interest, rubles |
117,099,561,168 |
99,814,709,646 |
17.32% |
Total open interest, contracts |
2,120,700 |
1,881,446 |
12.72% |
Total | |||
Trading volume, rubles |
1,303,951,191,494 |
1,051,829,530,644 |
23.97% |
Trading volume, contracts |
26,435,555 |
21,905,269 |
20.68% |
Number of trades |
5,977,657 |
4,850,442 |
23.24% |
Total open interest, rubles |
322,265,169,897 |
293,840,518,968 |
9.67% |
Total open interest, contracts |
7,920,038 |
7,383,760 |
7.26% |
|
|
|
Turnover | |
No |
Code |
Contract |
RUB |
contracts |
1 |
RI |
Cash-settled futures contract on RTS Index |
915,207,022,049 |
9,810,833 |
|
|
Cash-settled futures contract on USD/RUB |
|
|
2 |
Si |
exchange rate |
177,921,506,852 |
5,799,518 |
|
|
Deliverable futures contract on Sberbank |
|
|
3 |
SR |
ordinary shares |
49,341,822,870 |
6,061,984 |
|
|
Deliverable futures contract on Gazprom |
|
|
4 |
GZ |
ordinary shares |
31,594,486,017 |
1,725,684 |
|
|
Cash-settled futures contract on EUR/USD |
|
|
5 |
ED |
exchange rate |
20,195,051,715 |
483,998 |
|
|
Deliverable futures contract on LUKOIL ordinary |
|
|
6 |
LK |
shares |
11,264,941,702 |
632,512 |
7 |
BR |
Cash-settled Brent oil futures contract |
6,024,227,257 |
174,123 |
8 |
GD |
Cash-settled futures contract on gold |
5,726,443,956 |
105,366 |
9 |
MX |
Cash-settled futures contract on MICEX Index |
4,563,965,260 |
30,659 |
|
|
Deliverable futures contract on Rosneft ordinary |
|
|
10 |
RN |
shares |
3,086,532,018 |
138,510 |
|
|
Deliverable futures contract on MMC NORILSK |
|
|
11 |
GM |
NICKEL ordinary shares |
2,817,942,069 |
48,870 |
12 |
SV |
Cash-settled futures contract on refined silver |
2,696,244,416 |
25,716 |
|
|
Cash-settled futures contract on RTS Standard |
|
|
13 |
RS |
Index |
2,244,368,070 |
21,994 |
|
|
Deliverable futures contract on the four-year |
|
|
14 |
O4 |
|
1,398,753,653 |
136,701 |
15 |
O2 |
Deliverable futures contract on the two-year |
1,212,822,767 |
122,123 |
|
|
|
|
|
16 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
1,182,155,170 |
161,912 |
17 |
Eu |
Cash-settled futures contract on EUR/RUB exchange rate |
633,250,933 |
15,112 |
18 |
SP |
Deliverable futures contract on Sberbank preferred shares |
343,167,009 |
53,569 |
19 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
140,937,116 |
5,239 |
20 |
NK |
Deliverable futures contract on NOVATEK ordinary shares |
75,352,506 |
1,855 |
21 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
64,850,904 |
5,570 |
22 |
CH |
Deliverable futures contract on Severstal ordinary shares |
64,550,658 |
1,460 |
23 |
|
Deliverable futures contract on Uralkali ordinary shares |
41,471,457 |
1,672 |
24 |
SA |
Cash-settled futures contracts on raw sugar |
34,063,716 |
1,931 |
25 |
PT |
Cash-settled futures contract on platinum |
27,747,230 |
556 |
26 |
MT |
Deliverable futures contract on MTS ordinary shares |
27,386,930 |
1,434 |
27 |
TN |
Deliverable futures contract on Transneft preferred shares |
26,521,827 |
668 |
28 |
VX |
Cash-settled futures contract on Russian Volatility Index |
22,565,579 |
784 |
29 |
MR |
Cash-settled futures contract on average rate of the one day MosPrime credit |
19,842,439 |
20 |
30 |
Ro |
Cash-settled futures contract on RTS Oil & Gas Index |
18,010,903 |
1,508 |
31 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
15,411,286 |
967 |
32 |
AU |
Cash-settled futures contract on AUD/USD Exchange rate |
14,839,934 |
475 |
33 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
10,337,575 |
610 |
34 |
GU |
Cash-settled futures contract on GBP/USD Exchange rate |
7,688,142 |
157 |
35 |
SG |
Deliverable futures contract on preferred shares of Surgutneftegas |
7,455,274 |
487 |
36 |
CU |
Cash-settled futures contract on copper |
5,739,295 |
252 |
37 |
FS |
Deliverable futures contract on FGC UES ordinary shares |
4,339,591 |
146 |
38 |
PD |
Cash-settled futures contract on palladium |
2,616,373 |
13 |
39 |
RT |
Deliverable futures contract on Rostelecom ordinary shares |
1,899,985 |
125 |
40 |
Rc |
Cash-settled futures contract on RTS Consumer & Retail Index |
365,911 |
20 |
41 |
RI |
Futures-style options on RTS Index futures contract |
63,120,860,770 |
683,477 |
42 |
GZ |
Futures-style options on Gazprom ordinary shares |
1,616,799,500 |
83,691 |
43 |
SR |
Futures-style options on futures contract on Sberbank ordinary shares |
640,227,750 |
76,969 |
44 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
247,908,750 |
7,814 |
45 |
LK |
Futures-style options on futures contract on LUKOIL ordinary shares |
86,694,000 |
4,861 |
46 |
GM |
Futures-style options on futures contract on MMC NORILSK NICKEL ordinary shares |
77,637,500 |
1,351 |
47 |
BR |
Futures-style options on Brent oil futures |
36,429,328 |
1,038 |
48 |
SV |
Futures-style options on refined silver futures contract |
14,706,315 |
141 |
49 |
GD |
Futures-style options on gold futures contract |
9,300,280 |
170 |
50 |
VB |
Futures-style options on futures contract on VTB Bank ordinary shares |
7,141,250 |
875 |
51 |
MX |
Futures-style options on MICEX futures contract |
4,570,000 |
30 |
52 |
ED |
Futures-style options on EUR/USD futures contract |
168,761 |
4 |
53 |
PT |
Futures-style options on platinum futures contract |
48,877 |
1 |
|
|
Total: |
1,303,951,191,494 |
26,435,555 |
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