OREANDA-NEWS. December 29, 2011. For the week of December 19-23, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 789.50 billion rubles or 18.01 million contracts, including 96.25 billion rubles during the evening trading session. The total open interest as of the last day of the week, December 23, 2011 reached 227.42 billion rubles or 6.14 million contracts.

Last week the trading volume in futures contract on oil products and agricultural products that were launched by MICEX-RTS Group and Saint Petersburg Exchange reached RUB91.19 million or 4.53 thousand contracts. The trading volume in the power futures contract that was introduced by MICEX-RTS Group and Moscow Energy Exchange reached RUB817.66 million or 13.30 thousand contracts.

 

Week December 19-23

Week December 12-16

Change, %

Futures contracts

Trading volume, rubles

760,046,185,264

1,330,550,006,222

-42.88%

Trading volume, contracts

17,608,208

27,959,775

-37.02%

Number of trades

3,665,584

5,979,632

-38.70%

Total open interest, rubles

190,514,926,081

163,059,591,206

16.84%

Total open interest, contracts

5,558,298

4,807,016

15.63%

Options Contracts

Trading volume, rubles

29,453,807,423

73,178,600,890

-59.75%

Trading volume, contracts

397,245

925,390

-57.07%

Number of trades

40,463

84,847

-52.31%

Total open interest, rubles

36,909,225,659

25,530,672,942

44.57%

Total open interest, contracts

579,520

380,798

52.19%

Total

Trading volume, rubles

789,499,992,686

1,403,728,607,112

-43.76%

Trading volume, contracts

18,005,453

28,885,165

-37.67%

Number of trades

3,706,047

6,064,479

-38.89%

Total open interest, rubles

227,424,151,740

188,590,264,148

20.59%

Total open interest, contracts

6,137,818

5,187,814

18.31%

 

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

489,130,690,311

5,647,186

2

Si

Cash-settled futures contract on USD/RUB exchange rate

162,366,091,318

5,063,434

3

SR

Deliverable futures contract on Sberbank ordinary shares

32,757,641,153

4,000,182

4

ED

Cash-settled futures contract on EUR/USD exchange rate

27,144,148,110

653,239

5

GZ

Deliverable futures contract on Gazprom ordinary shares

20,442,272,585

1,190,639

6

GD

Cash-settled futures contract on gold

6,447,039,117

125,520

7

LK

Deliverable futures contract on LUKOIL ordinary shares

4,877,187,591

295,050

8

BR

Cash-settled Brent oil futures contract

3,893,962,626

115,583

9

MX

Cash-settled futures contract on MICEX Index

2,486,428,005

18,013

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

1,838,312,957

37,398

 

 

 

Turnover

No

Code

Contract

RUB

Contracts

11

RS

Cash-settled futures contract on RTS Standard Index

1,820,309,240

18,954

12

SV

Cash-settled futures contract on refined silver

1,310,429,226

14,006

13

RN

Deliverable futures contract on Rosneft ordinary shares

1,226,074,417

57,719

 

 

Deliverable futures contract on VTB Bank ordinary

 

 

14

VB

shares

1,070,158,611

172,543

 

 

Cash-settled futures contract on EUR/RUB exchange

 

 

15

Eu

rate

897,608,661

21,438

 

 

Deliverable futures contract on the two-year Russian

 

 

16

O2

Federation government bonds

459,171,011

44,912

 

 

Cash-settled futures contract on GBP/USD Exchange

 

 

17

GU

rate

400,921,325

8,113

 

 

Deliverable futures contract on Sberbank preferred

 

 

18

SP

shares

289,694,577

47,842

 

 

Deliverable futures contract on the four-year Russian

 

 

19

O4

Federation government bonds

253,340,040

24,717

 

 

Cash-settled futures contract on 3-month MosPRIME

 

 

20

MP

rate

202,890,300

11,903

 

 

Deliverable futures contract on the six-year Russian

 

 

21

O6

Federation government bonds

177,001,869

17,605

 

 

Cash-settled futures contract on AUD/USD Exchange

 

 

22

AU

rate

157,627,478

4,989

23

SN

Deliverable futures contract on Surgutneftegas ordinary shares

123,221,100

4,891

24

SA

Cash-settled futures contracts on raw sugar

38,371,099

2,267

25

PT

Cash-settled futures contract on platinum

34,788,785

759

 

 

Deliverable futures contract on Transneft preferred

 

 

26

TN

shares

34,449,486

723

27

HY

Deliverable futures contract on RusHydro ordinary shares

30,601,157

2,928

28

UK

Deliverable futures contract on Uralkali ordinary shares

25,517,521

1,088

29

CU

Cash-settled futures contract on copper

19,231,295

815

 

 

Deliverable futures contract on NOVATEK ordinary

 

 

30

NK

shares

19,202,940

505

 

 

Deliverable futures contract on preferred shares of

 

 

31

SG

Surgutneftegas

19,038,831

1,178

32

PD

Cash-settled futures contract on palladium

14,712,156

73

 

 

Deliverable futures contract on Rostelecom ordinary

 

 

33

RT

shares

13,439,805

915

 

 

Deliverable futures contract on Severstal ordinary

 

 

34

CH

shares

9,630,950

259

35

TT

Deliverable futures contract on Tatneft ordinary shares

6,773,072

456

36

MT

Deliverable futures contract on MTS ordinary shares

4,616,249

245

 

 

Deliverable futures contract on FGC UES ordinary

 

 

37

FS

shares

1,847,182

61

38

VX

Cash-settled futures contract on Russian Volatility Index

1,732,028

59

39

Ro

Cash-settled futures contract on RTS Oil & Gas Index

11,080

1

40

RI

Futures-style options on RTS Index futures contract

26,605,850,353

299,480

41

Si

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

1,900,056,000

58,737

42

SV

Futures-style options on refined silver futures contract

354,652,697

3,645

43

GZ

Futures-style options on Gazprom ordinary shares

204,864,000

11,661

 

 

Futures-style options on futures contract on Sberbank

 

 

44

SR

ordinary shares

149,685,500

18,581

 

 

 

Turnover

No

Code

Contract

RUB

Contracts

45

GD

Futures-style options on gold futures contract

97,919,336

1,903

46

PT

Futures-style options on futures on platinum

57,609,833

1,258

47

MX

Futures-style options on MICEX futures contract

42,620,000

256

48

GM

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

13,745,000

273

49

BR

Futures-style options on Brent oil futures

12,492,742

404

 

 

Futures-style options on futures contract on LUKOIL

 

 

50

LK

ordinary shares

6,608,500

395

 

 

Futures-style options on futures contract on VTB Bank

 

 

51

VB

ordinary shares

4,691,500

586

 

 

Futures-style options on futures contract on Transneft

 

 

52

TN

preferred shares

1,960,000

40

53

ED

Futures-style options on EUR/USD futures contract

1,051,961

26

 

 

Total:

789,499,992,686

18,005,453