OREANDA-NEWS. November 22, 2011. For the week of November 14-18, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,315.91 billion rubles or 25.80 million contracts, including 184.67 billion rubles during the evening trading session. The total open interest as of the last day of the week, November 18, 2011 reached 311.72 billion rubles or 7.94 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 RUB16.18 million or 2.32 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB2,727.86 million or 45.10 thousand contracts.

 

Week November 14-18

Week November 7-11

Change, %

Futures contracts

Trading volume, rubles

1,249,910,660,118

1,238,088,698,413

0.95%

Trading volume, contracts

25,000,678

25,575,133

-2.25%

Number of trades

5,789,774

5,894,204

-1.77%

Total open interest, rubles

214,409,857,684

205,165,608,729

4.51%

Total open interest, contracts

6,062,326

5,799,338

4.53%

Options Contracts

Trading volume, rubles

66,002,614,796

65,862,493,081

0.21%

Trading volume, contracts

803,144

860,422

-6.66%

Number of trades

77,530

83,453

-7.10%

Total open interest, rubles

97,313,991,588

117,099,561,168

-16.90%

Total open interest, contracts

1,879,488

2,120,700

-11.37%

Total

Trading volume, rubles

1,315,913,274,914

1,303,951,191,494

0.92%

Trading volume, contracts

25,803,822

26,435,555

-2.39%

Number of trades

5,867,304

5,977,657

-1.85%

Total open interest, rubles

311,723,849,272

322,265,169,897

-3.27%

Total open interest, contracts

7,941,814

7,920,038

0.27%

 

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

950,946,904,205

10,258,834

2

Si

Cash-settled futures contract on USD/RUB exchange rate

154,507,035,243

5,009,576

3

SR

Deliverable futures contract on Sberbank ordinary shares

48,304,722,160

6,006,887

4

GZ

Deliverable futures contract on Gazprom ordinary shares

27,889,154,227

1,504,123

5

ED

Cash-settled futures contract on EUR/USD exchange rate

23,952,287,423

575,464

6

LK

Deliverable futures contract on LUKOIL ordinary shares

8,388,110,159

482,025

7

BR

Cash-settled Brent oil futures contract

6,814,902,363

198,972

8

GD

Cash-settled futures contract on gold

6,240,687,032

115,092

9

MX

Cash-settled futures contract on MICEX Index

4,886,910,190

33,115

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

3,898,403,666

73,817

11

SV

Cash-settled futures contract on refined silver

2,751,486,972

26,771

12

RS

Cash-settled futures contract on RTS Standard Index

2,118,902,115

21,014

13

RN

Deliverable futures contract on Rosneft ordinary shares

2,095,656,277

94,733

14

O4

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

2,026,773,932

198,648

15

O2

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

1,272,261,150

127,959

16

VB

Deliverable futures contract on VTB Bank ordinary shares

1,035,376,388

146,541

17

Eu

Cash-settled futures contract on EUR/RUB exchange rate

866,037,302

20,743

18

NK

Deliverable futures contract on NOVATEK ordinary shares

364,236,006

8,845

19

SP

Deliverable futures contract on Sberbank preferred shares

272,161,273

42,897

20

TN

Deliverable futures contract on Transneft preferred shares

222,743,301

5,035

21

SN

Deliverable futures contract on Surgutneftegas ordinary shares

211,745,206

7,523

22

CH

Deliverable futures contract on Severstal ordinary shares

162,629,640

3,658

23

TT

Deliverable futures contract on Tatneft ordinary shares

127,180,315

7,875

24

HY

Deliverable futures contract on RusHydro ordinary shares

91,323,114

7,832

25

UK

Deliverable futures contract on Uralkali ordinary shares

88,845,341

3,637

26

GU

Cash-settled futures contract on GBP/USD Exchange rate

60,260,622

1,238

27

MP

Cash-settled futures contract on average rate of the three month MosPrime credit

49,210,075

2,685

28

SA

Cash-settled futures contracts on raw sugar

47,264,899

2,742

29

Ro

Cash-settled futures contract on RTS Oil & Gas Index

35,461,147

2,963

30

SG

Deliverable futures contract on preferred shares of Surgutneftegas

34,890,209

2,193

31

O6

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

32,143,055

3,201

32

MT

Deliverable futures contract on MTS ordinary shares

31,687,481

1,672

33

AU

Cash-settled futures contract on AUD/USD Exchange rate

26,562,879

863

34

CU

Cash-settled futures contract on copper

18,616,795

808

35

PT

Cash-settled futures contract on platinum

16,869,797

340

36

FS

Deliverable futures contract on FGC UES ordinary shares

7,799,343

242

37

MR

Cash-settled futures contract on average rate of the one day MosPrime credit

5,962,943

6

38

PD

Cash-settled futures contract on palladium

5,553,259

29

39

VX

Cash-settled futures contract on Russian Volatility Index

1,321,499

47

40

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

477,784

26

41

RT

Deliverable futures contract on Rostelecom ordinary shares

103,331

7

42

RI

Futures-style options on RTS Index futures contract

64,393,440,564

702,862

43

GZ

Futures-style options on Gazprom ordinary shares

817,085,500

41,766

44

SR

Futures-style options on futures contract on Sberbank ordinary shares

388,574,750

47,699

45

Si

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

208,036,000

6,714

46

GM

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

72,355,000

1,243

47

SV

Futures-style options on refined silver futures contract

47,819,256

412

48

GD

Futures-style options on gold futures contract

30,398,848

530

49

LK

Futures-style options on futures contract on LUKOIL ordinary shares

14,683,000

853

50

ED

Futures-style options on EUR/USD futures contract

11,218,807

265

51

BR

Futures-style options on Brent oil futures

9,331,321

265

52

MX

Futures-style options on MICEX futures contract

5,580,000

39

53

VB

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

4,063,750

495

54

SN

Futures-style options on futures contract on Surgutneftegas ordinary shares

28,000

1

 

 

Total:

1,315,913,274,914

25,803,822