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

Russian Federation government bonds

1,398,753,653

136,701

15

O2

Deliverable futures contract on the two-year

1,212,822,767

122,123

 

 

Russian Federation government bonds

 

 

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

UK

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