OREANDA-NEWS. December 19, 2011. For the week of December 5-9, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,279.20 billion rubles or 25.48 million contracts, including 197.00 billion rubles during the evening trading session. The total open interest as of the last day of the week, December 9, 2011 reached 356.04 billion rubles or 8.46 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 RUB126.67 million or 6.11 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB2,043.59 million or 44.08 thousand contracts.

 

Week December 5-9

Week November 28 - December 2

Change, %

Futures contracts

Trading volume, rubles

1,206,428,899,889

1,137,863,763,285

6.03%

Trading volume, contracts

24,565,769

24,179,682

1.60%

Number of trades

5,458,340

5,085,268

7.34%

Total open interest, rubles

221,783,653,160

206,369,857,626

7.47%

Total open interest, contracts

6,067,726

5,860,776

3.53%

Options Contracts

Trading volume, rubles

72,769,894,189

63,097,851,777

15.33%

Trading volume, contracts

917,219

855,640

7.20%

Number of trades

88,954

76,303

16.58%

Total open interest, rubles

134,251,617,833

118,535,616,794

13.26%

Total open interest, contracts

2,392,886

2,221,362

7.72%

Total

Trading volume, rubles

1,279,198,794,077

1,200,961,615,061

6.51%

Trading volume, contracts

25,482,988

25,035,322

1.79%

Number of trades

5,547,294

5,161,571

7.47%

Total open interest, rubles

356,035,270,993

324,905,474,420

9.58%

Total open interest, contracts

8,460,612

8,082,138

4.68%

 

 

 

 

Turnover

No

Code

Contract

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

889,432,097,258

9,607,375

 

 

Cash-settled futures contract on USD/RUB

 

 

2

Si

exchange rate

165,011,816,483

5,269,190

 

 

Deliverable futures contract on Sberbank

 

 

3

SR

ordinary shares

49,090,302,406

5,684,249

4

GZ

Deliverable futures contract on Gazprom ordinary shares

30,195,263,878

1,701,652

 

 

Cash-settled futures contract on EUR/USD

 

 

5

ED

exchange rate

26,187,464,635

626,099

 

 

Deliverable futures contract on LUKOIL ordinary

 

 

6

LK

shares

8,936,512,746

533,840

7

GD

Cash-settled futures contract on gold

8,750,492,735

161,941

8

MX

Cash-settled futures contract on MICEX Index

6,287,267,475

43,087

9

BR

Cash-settled Brent oil futures contract

5,517,606,333

161,094

 

 

Deliverable futures contract on MMC NORILSK

 

 

10

GM

NICKEL ordinary shares

3,435,928,655

64,178

11

SV

Cash-settled futures contract on refined silver

2,731,579,433

27,002

 

 

Cash-settled futures contract on RTS Standard

 

 

12

RS

Index

2,344,027,495

23,585

 

 

Deliverable futures contract on Rosneft ordinary

 

 

13

RN

shares

1,894,460,358

87,043

 

 

Deliverable futures contract on VTB Bank

 

 

14

VB

ordinary shares

1,472,145,595

217,602

 

 

Deliverable futures contract on the four-year

 

 

15

O4

Russian Federation government bonds

917,963,531

89,234

 

 

Deliverable futures contract on the two-year

 

 

16

O2

Russian Federation government bonds

728,019,055

71,081

 

 

Deliverable futures contract on Sberbank

 

 

17

SP

preferred shares

554,095,214

84,970

 

 

Cash-settled futures contract on EUR/RUB

 

 

18

Eu

exchange rate

507,686,061

12,122

 

 

Deliverable futures contract on the six-year

 

 

19

NK

Russian Federation

367,015,730

9,089

 

 

Deliverable futures contract on the six-year

 

 

20

O6

Russian Federation government bonds

363,910,633

35,879

 

 

Cash-settled futures contract on GBP/USD

 

 

21

GU

Exchange rate

329,212,858

6,749

 

 

Deliverable futures contract on Transneft

 

 

22

TN

preferred shares

301,203,749

6,235

 

 

Cash-settled futures contract on AUD/USD

 

 

23

AU

Exchange rate

291,142,515

9,170

24

SN

Deliverable futures contract on Surgutneftegas ordinary shares

229,987,632

8,238

25

SA

Cash-settled futures contracts on raw sugar

67,947,896

4,011

26

PT

Cash-settled futures contract on platinum

67,547,845

1,422

 

 

Deliverable futures contract on RusHydro

 

 

27

HY

ordinary shares

65,382,706

5,764

 

 

Deliverable futures contract on Severstal

 

 

28

CH

ordinary shares

54,886,498

1,359

29

CU

Cash-settled futures contract on copper

54,810,455

2,255

 

 

Cash-settled futures contract on Russian

 

 

30

VX

Volatility Index

48,182,819

1,566

 

 

Deliverable futures contract on MTS ordinary

 

 

31

MT

shares

41,846,003

2,084

 

 

Deliverable futures contract on Uralkali ordinary

 

 

32

UK

shares

41,316,204

1,862

33

PD

Cash-settled futures contract on palladium

39,694,252

190

 

 

Deliverable futures contract on Tatneft ordinary

 

 

34

TT

shares

35,322,577

2,160

 

 

Cash-settled futures contract on RTS Oil & Gas

 

 

35

Ro

Index

13,610,264

1,196

 

 

Deliverable futures contract on preferred shares

 

 

36

SG

of Surgutneftegas

11,624,309

705

 

 

Deliverable futures contract on Rostelecom

 

 

37

RT

ordinary shares

5,198,974

343

 

 

Deliverable futures contract on FGC UES

 

 

38

FS

ordinary shares

3,619,205

110

 

 

Cash-settled futures contract on RTS Consumer

 

 

39

Rc

& Retail Index

606,170

32

 

 

Cash-settled futures contract on average rate of

 

 

40

MP

the three month MosPrime credit

101,250

6

 

 

Futures-style options on RTS Index futures

 

 

41

RI

contract

69,828,431,969

756,207

42

GZ

Futures-style options on Gazprom ordinary shares

995,210,500

54,916

43

SR

Futures-style options on futures contract on Sberbank ordinary shares

696,616,000

79,685

44

GM

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

410,807,500

6,824

45

Si

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

297,905,750

9,459

46

MX

Futures-style options on MICEX futures contract

191,795,000

1,300

47

GD

Futures-style options on gold futures contract

149,361,589

2,723

 

 

Futures-style options on refined silver futures

 

 

48

SV

contract

72,758,537

699

49

PT

Futures-style options on futures on platinum

57,628,614

1,200

50

LK

Futures-style options on futures contract on LUKOIL ordinary shares

56,418,500

3,278

51

VB

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

5,989,000

742

52

BR

Futures-style options on Brent oil futures

3,904,716

111

53

ED

Futures-style options on EUR/USD futures contract

2,530,513

60

54

TN

Futures-style options on futures contract on Transneft preferred shares

315,000

6

55

SN

Futures-style options on futures contract on Surgutneftegas ordinary shares

175,000

7

56

RN

Futures-style options on futures contract on Rosneft ordinary shares

46,000

2

 

 

Total:

1,279,198,794,077

25,482,988