OREANDA-NEWS. December 8, 2011. For the week of November 28 - December 2, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,200.96 billion rubles or 25.04 million contracts, including 162.42 billion rubles during the evening trading session. The total open interest as of the last day of the week, December 2, 2011 reached 324.91 billion rubles or 8.08 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 RUB102.45 million or 5.16 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB814.51 million or 18.52 thousand contracts.

 

Week November 28 - December 2

Week November 21-25

Change, %

Futures contracts

Trading volume, rubles

1,137,863,763,285

1,098,591,133,736

3.57%

Trading volume, contracts

24,179,682

23,062,531

4.84%

Number of trades

5,085,268

5,094,440

-0.18%

Total open interest, rubles

206,369,857,626

226,227,353,206

-8.78%

Total open interest, contracts

5,860,776

6,493,368

-9.74%

Options Contracts

Trading volume, rubles

63,097,851,777

49,731,311,944

26.88%

Trading volume, contracts

855,640

692,889

23.49%

Number of trades

76,303

63,219

20.70%

Total open interest, rubles

118,535,616,794

114,795,361,734

3.26%

Total open interest, contracts

2,221,362

2,126,078

4.48%

Total

Trading volume, rubles

1,200,961,615,061

1,148,322,445,679

4.58%

Trading volume, contracts

25,035,322

23,755,420

5.39%

Number of trades

5,161,571

5,157,659

0.08%

Total open interest, rubles

324,905,474,420

341,022,714,939

-4.73%

Total open interest, contracts

8,082,138

8,619,446

-6.23%

 

 

 

 

Turnover

No

Code

Contract

RUB

Contracs

1

RI

Cash-settled futures contract on RTS Index

826,114,212,642

8,840,093

 

 

Cash-settled futures contract on USD/RUB

 

 

2

Si

exchange rate

147,602,716,806

4,738,454

 

 

Deliverable futures contract on Sberbank ordinary

 

 

3

SR

shares

52,073,306,212

6,065,391

 

 

Cash-settled futures contract on EUR/USD

 

 

4

ED

exchange rate

33,087,954,258

794,642

5

GZ

Deliverable futures contract on Gazprom ordinary shares

30,618,175,334

1,731,676

6

GD

Cash-settled futures contract on gold

9,136,556,480

169,714

 

 

Deliverable futures contract on LUKOIL ordinary

 

 

7

LK

shares

8,258,180,966

482,429

8

BR

Cash-settled Brent oil futures contract

6,034,277,182

176,970

9

MX

Cash-settled futures contract on the MICEX Index

4,390,596,145

29,540

 

 

Deliverable futures contract on the four-year

 

 

10

O4

Russian Federation government bonds

3,592,039,502

352,585

 

 

Cash-settled futures contract on RTS Standard

 

 

11

RS

Index

3,050,339,145

30,191

12

SV

Cash-settled futures contract on refined silver

2,708,702,414

26,923

 

 

Deliverable futures contract on MMC NORILSK

 

 

13

GM

NICKEL ordinary shares

2,633,599,933

48,802

 

 

Deliverable futures contract on the two-year Russian

 

 

14

O2

Federation government bonds

2,177,991,906

216,335

 

 

Deliverable futures contract on Rosneft ordinary

 

 

15

RN

shares

1,584,783,043

71,891

 

 

Deliverable futures contract on VTB Bank ordinary

 

 

16

VB

shares

1,382,644,517

207,633

 

 

Cash-settled futures contract on EUR/RUB

 

 

17

Eu

exchange rate

673,007,068

16,111

 

 

Deliverable futures contract on Sberbank preferred

 

 

18

SP

shares

598,683,084

92,293

 

 

Cash-settled futures contract on GBP/USD

 

 

19

GU

Exchange rate

338,999,580

6,975

 

 

Cash-settled futures contract on AUD/USD

 

 

20

AU

Exchange rate

278,085,494

8,862

 

 

Deliverable futures contract on NOVATEK ordinary

 

 

22

NK

shares

259,134,016

6,228

23

MT

Deliverable futures contract on MTS ordinary shares

150,291,229

7,196

24

CU

Cash-settled futures contract on copper

142,163,310

6,004

25

SN

Deliverable futures contract on Surgutneftegas ordinary shares

132,039,951

4,571

 

 

Deliverable futures contract on Transneft preferred

 

 

26

TN

shares

124,397,512

2,476

 

 

Deliverable futures contract on Severstal ordinary

 

 

27

CH

shares

92,439,197

2,175

 

 

Deliverable futures contract on Uralkali ordinary

 

 

28

UK

shares

85,091,114

3,463

29

PT

Cash-settled futures contract on platinum

63,686,088

1,325

30

HY

Deliverable futures contract on RusHydro ordinary shares

49,348,481

4,156

31

SA

Cash-settled futures contracts on raw sugar

49,266,267

2,956

 

 

Deliverable futures contract on Tatneft ordinary

 

 

32

TT

shares

45,176,813

2,785

33

PD

Cash-settled futures contract on palladium

26,409,286

139

 

 

Deliverable futures contract on preferred shares of

 

 

34

SG

Surgutneftegas

19,500,867

1,183

 

 

Cash-settled futures contract on RTS Consumer

 

 

35

Rc

and Retail Index

7,443,813

420

 

 

Cash-settled futures contract on Russian Volatility

 

 

36

VX

Index

7,148,257

243

 

 

Deliverable futures contract on Rostelecom ordinary

 

 

37

RT

shares

4,702,008

293

 

 

Deliverable futures contract on FGC UES ordinary

 

 

38

FS

shares

3,662,877

109

 

 

Cash-settled futures contract on RTS Oil & Gas

 

 

39

Ro

Index

1,385,729

114

 

 

Cash-settled futures contract on average rate of the

 

 

40

MP

three month MosPrime credit

439,200

28

41

RI

Futures-style options on RTS Index futures contract

59,851,327,560

652,287

42

GZ

Futures-style options on Gazprom futures contract

1,316,641,000

74,713

43

SR

Futures-style options on futures contract on Sberbank ordinary shares

838,768,250

97,851

44

Si

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

695,867,250

22,238

45

GM

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

170,257,500

2,853

46

GD

Futures-style options on gold futures contract

77,366,733

1,425

 

 

Futures-style options on refined silver futures

 

 

47

SV

contract

75,115,519

744

48

LK

Futures-style options on LUKOIL futures contract

27,219,000

1,622

 

 

Futures-style options on MICEX Index futures

 

 

49

MX

contract

17,910,000

116

50

VB

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

10,805,250

1,422

51

TN

Futures-style options on futures contract on Transneft preferred shares

10,385,500

196

52

BR

Futures-style options on Brent oil future

4,711,588

134

53

ED

Futures-style options on EUR/USD futures contract

1,266,627

29

54

SN

Futures-style options on futures contract on Surgutneftegas ordinary shares

210,000

10

 

 

Total:

1,200,961,615,061

25,035,322