OREANDA-NEWS. December 1, 2011. For the week of November 21-25, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,148.32 billion rubles or 23.76 million contracts, including 174.61 billion rubles during the evening trading session. The total open interest as of the last day of the week, November 25, 2011 reached 341.02 billion rubles or 8.62 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 RUB134.28 million or 9.25 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB1,722.30 million or 38.61 thousand contracts.

 

Week November 21-25

Week November 14-18

Change, %

Futures contracts

Trading volume, rubles

1,098,591,133,736

1,249,910,660,118

-12.11%

Trading volume, contracts

23,062,531

25,000,678

-7.75%

Number of trades

5,094,440

5,789,774

-12.01%

Total open interest, rubles

226,227,353,206

214,409,857,684

5.51%

Total open interest, contracts

6,493,368

6,062,326

7.11%

Options Contracts

Trading volume, rubles

49,731,311,944

66,002,614,796

-24.65%

Trading volume, contracts

692,889

803,144

-13.73%

Number of trades

63,219

77,530

-18.46%

Total open interest, rubles

114,795,361,734

97,313,991,588

17.96%

Total open interest, contracts

2,126,078

1,879,488

13.12%

Total

Trading volume, rubles

1,148,322,445,679

1,315,913,274,914

-12.74%

Trading volume, contracts

23,755,420

25,803,822

-7.94%

Number of trades

5,157,659

5,867,304

-12.09%

Total open interest, rubles

341,022,714,939

311,723,849,272

9.40%

Total open interest, contracts

8,619,446

7,941,814

8.53%

 

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

820,757,481,015

9,306,164

2

Si

Cash-settled futures contract on USD/RUB exchange rate

143,246,553,850

4,566,426

3

SR

Deliverable futures contract on Sberbank ordinary shares

41,541,383,322

5,407,435

4

GZ

Deliverable futures contract on Gazprom ordinary shares

26,900,465,922

1,581,247

5

ED

Cash-settled futures contract on EUR/USD exchange rate

21,712,308,703

516,821

6

GD

Cash-settled futures contract on gold

9,211,172,538

173,333

7

LK

Deliverable futures contract on LUKOIL ordinary shares

7,185,278,145

433,829

8

BR

Cash-settled Brent oil futures contract

5,131,042,425

152,522

9

MX

Cash-settled futures contract on MICEX Index

4,141,278,995

29,557

10

SV

Cash-settled futures contract on refined silver

3,494,480,485

35,185

11

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

2,829,483,142

54,589

12

O4

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

2,358,954,645

232,497

13

RS

Cash-settled futures contract on RTS Standard Index

2,167,615,730

22,508

14

RN

Deliverable futures contract on Rosneft ordinary shares

1,686,004,225

81,679

15

O2

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

1,495,833,136

149,386

 

 

Deliverable futures contract on VTB Bank ordinary

 

 

16

VB

shares

1,076,067,952

170,633

 

 

Cash-settled futures contract on GBP/USD

 

 

17

GU

Exchange rate

904,468,954

18,556

 

 

Cash-settled futures contract on EUR/RUB

 

 

18

Eu

exchange rate

692,287,534

16,457

 

 

Cash-settled futures contract on AUD/USD

 

 

19

AU

Exchange rate

351,096,044

11,494

 

 

Deliverable futures contract on NOVATEK ordinary

 

 

20

NK

shares

305,258,587

7,747

 

 

Deliverable futures contract on the six-year Russian

 

 

21

O6

Federation government bonds

239,807,495

24,002

 

 

Deliverable futures contract on Sberbank preferred

 

 

22

SP

shares

200,180,733

33,612

 

 

Deliverable futures contract on Transneft preferred

 

 

23

TN

shares

167,901,809

3,562

24

SN

Deliverable futures contract on Surgutneftegas ordinary shares

160,683,531

5,926

 

 

Deliverable futures contract on Severstal ordinary

 

 

25

CH

shares

130,250,946

3,249

26

MT

Deliverable futures contract on MTS ordinary shares

114,152,851

6,119

27

PT

Cash-settled futures contract on platinum

94,585,944

1,956

28

HY

Deliverable futures contract on RusHydro ordinary shares

62,085,689

5,475

 

 

Deliverable futures contract on Uralkali ordinary

 

 

29

UK

shares

44,897,158

1,940

30

SA

Cash-settled futures contracts on raw sugar

40,389,200

2,400

31

PD

Cash-settled futures contract on palladium

32,268,296

169

 

 

Cash-settled futures contract on Russian Volatility

 

 

32

VX

Index

31,922,804

1,060

33

CU

Cash-settled futures contract on copper

23,376,095

1,024

 

 

Deliverable futures contract on Tatneft ordinary

 

 

34

TT

shares

19,362,588

1,315

 

 

Deliverable futures contract on preferred shares of

 

 

35

SG

Surgutneftegas

13,627,756

858

 

 

Cash-settled futures contract on average rate of the

 

 

36

MP

three month MosPrime credit

10,235,500

740

 

 

Cash-settled futures contract on RTS Oil & Gas

 

 

37

Ro

Index

6,425,338

548

 

 

Cash-settled futures contract on RTS Consumer &

 

 

38

Rc

Retail Index

5,150,852

280

 

 

Deliverable futures contract on FGC UES ordinary

 

 

39

FS

shares

3,350,500

106

 

 

Deliverable futures contract on Rostelecom ordinary

 

 

40

RT

shares

1,963,303

125

41

RI

Futures-style options on RTS Index futures contract

46,504,672,113

512,586

42

GZ

Futures-style options on Gazprom ordinary shares

1,544,202,500

83,143

 

 

Futures-style options on futures contract on Rosneft

 

 

43

RN

ordinary shares

641,550,000

30,550

44

SR

Futures-style options on futures contract on Sberbank ordinary shares

375,128,500

49,910

45

Si

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

346,152,000

10,926

46

GM

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

181,645,000

2,500

47

GD

Futures-style options on gold futures contract

67,502,775

1,262

 

 

Futures-style options on refined silver futures

 

 

48

SV

contract

25,544,264

219

 

 

Futures-style options on futures contract on LUKOIL

 

 

49

LK

ordinary shares

19,329,500

1,042

50

BR

Futures-style options on Brent oil futures

11,820,028

353

51

ED

Futures-style options on EUR/USD futures contract

8,935,836

212

52

MX

Futures-style options on MICEX futures contract

2,085,000

14

53

PT

Futures-style options on futures on platinum

1,598,677

34

54

VB

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

1,073,750

135

55

SN

Futures-style options on futures contract on Surgutneftegas ordinary shares

72,000

3

 

 

Total:

1,148,322,445,679

23,755,420