OREANDA-NEWS. December 30, 2011. For the week of December 12-16, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,403.73 billion rubles, or 28.89 million contracts, including 204.63 billion rubles during the evening trading session. The total open interest as of the last day of the week, December 16, 2011 reached 188.59 billion rubles, or 5.19 million contracts.

Last week the trading volume in futures contracts on oil products and agricultural products that were launched by RTS Group in cooperation with Saint Petersburg Exchange reached RUB96.01 million, or 4.60 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group in cooperation with Moscow Energy Exchange reached RUB1,316.34 million, or 25.17 thousand contracts.

Week December 12-16

Week December 5 - 9

Change, %

Futures contracts

Trading volume, rubles

1,330,550,006,222

1,206,428,899,889

10.29%

Trading volume, contracts

27,959,775

24,565,769

-

13.82%

Number of trades

5,979,632

5,458,340

9.55%

Total open interest, rubles

163,059,591,206

221,783,653,160

-26.48%

Total open interest, contracts

4,807,016

6,067,726

-20.78%

Options Contracts

Trading volume, rubles

73,178,600,890

72,769,894,189

0.56%

Trading volume, contracts

925,390

917,219

=

0.89%

Number of trades

84,847

88,954

-4.62%

Total open interest, rubles

25,530,672,942

134,251,617,833

-80.98%

Total open interest, contracts

380,798

2,392,886

-84.09%

Total

Trading volume, rubles

1,403,728,607,112

1,279,198,794,077

9.73%

Trading volume, contracts

28,885,165

25,482,988

13.35%

Number of trades

6,064,479

5,547,294

9.32%

Total open interest, rubles

188,590,264,148

356,035,270,993

-47.03%

Total open interest, contracts

5,187,814

8,460,612

-38.68% j

 

FORTS Top contracts by volume (12.12.11 - 16.12.11)

No

Code

Contract

Turnover

 

RUB

Contracts

 

1

Rl

Cash-settled futures contract on RTS Index

972,129,034,819

11,192,154

 

2 I

Si

Cash-settled futures contract on USD/RUB exchange rate

169,439,845,988

5,304,788

 

3

SR

Deliverable futures contract on Sberbank ordinary shares

53,032,305,745

6,455,800

 

4

ED

Cash-settled futures contract on EUR/USD exchange rate

40,747,842,253

979,748

 

5

GZ

Deliverable futures contract on Gazprom ordinary shares

31,873,646,662

1,885,253

 

6

GD

Cash-settled futures contract on gold

17,155,592,164

332,302

 

7

LK

Deliverable futures contract on LUKOIL ordinary shares

8,804,017,539

541,876

 

8

BR

Cash-settled Brent oil futures contract

7,396,794,113

218,390

 

            9

MX

Cash-settled futures contract on MICEX Index

6,053,840,680

43,933

 

10

SV

Cash-settled futures contract on refined silver

4,033,124,415

42,113

 

11

RS

Cash-settled futures contract on RTS Standard Index

3,944,389,750

41,671

 

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

2,872,948,896

68,638

 

13

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

2,797,052,089

56,021

 

14

VB

Deliverable futures contract on VTB Bank ordinary shares

2,410,389,113

388,311

 

15

RN

Deliverable futures contract on Rosneft ordinary shares

2,157,751,552

104,338

 

16

PT

Cash-settled futures contract on platinum

1,743,232,186

37,245

 

17

GU

Cash-settled futures contract on GBP/USD exchange rate

767,494,967

15,560

 

18

SP

Deliverable futures contract on Sberbank preferred shares

554,612,716

90,699

 

19

AU

Cash-settled futures contract on AUD/USD Exchange rate

408,298,480

12,928

 

20

06

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

403,256,847

40,005

 

21

02

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

401,386,390

39,270

 

22

MT

Deliverable futures contract on MTS ordinary shares

269,884,124

14,285

 

23

SN

Deliverable futures contract on ordinary shares of Surgutneftegas

240,141,446

9,232

 

24

TN

Deliverable futures contract on Transneft preferred shares

137,742,286

2,947

 

25

CU

Cash-settled futures contract on copper

110,175,315

4,629

 

26

NK

Deliverable futures contract on NOVATEK ordinary shares

89,756,627

2,371

 

27

HY

Deliverable futures contract on RusHydro

82,030,261

7,792

 

ordinary shares

28

04

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

80,918,862

7,884

29

UK

Deliverable futures contract on OJSC "Uralkali" ordinary shares

75,687,380

3,530

30

SG

Deliverable futures contract on preferred shares of Surgutneftegas

72,088,075

4,451

31

CH

Deliverable futures contract on Severstal ordinary shares

62,864,129

1,660

32

SA

Cash-settled futures contract on raw sugar

56,007,295

3,333

33

PD

Cash-settled futures contract on palladium

55,194,708

275

34

TT

Deliverable futures contract on Tatneft ordinary shares

48,368,029

3,187

35

Ro

Cash-settled futures contract on RTS Oil & Gas Index

23,277,048

2,055

36

RT

Deliverable futures contract on ordinary shares of Rostelecom

11,168,232

780

37

FS

Deliverable futures contract on ordinary shares of "FGC UES"

3,938,479

130

38

MP

Cash-settled futures contract on the three- month MosPrime rate

2,412,100

143

39

VX

Cash-settled futures contract on Russian Volatility Index

1,222,173

40

40

UR

Cash-settled Urals oil futures contract

272,290

8

41

Rl

Futures-style options on RTS Index futures contract

70,418,516,063

791,342

42

Si

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

1,004,679,000

31,061

43

GZ

Futures-style options on Gazprom futures contract

814,901,500

47,478

44

SR

Futures-style options on Sberbank futures contract

387,244,500

47,095

45

SV

Futures-style options on refined silver futures contract

276,389,090

2,294

46

MX

Futures-style options on MICEX Index futures contract

96,650,000

687

47

GD

Futures-style options on gold futures contract

72,437,507

1,431

48

LK

Futures-style options on LUKOIL futures contract

38,287,000

2,365

49

GM

Futures-style options on MMC NORILSK NICKEL futures contract

24,525,000

438

50

TN

Futures-style options on futures contracts on Transneft preferred shares

17,748,000

348

51

ED

Futures-style options on EUR/USD futures contract

12,605,016

300

 

52

BR

Futures-style options on Brent oil futures

11,404,869

329

 

53

VB

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

1,178,000

158

 

54

SN

Futures-style options on futures contracts on Surgutneftegas ordinary shares

986,000

36

 

55

PT

Futures-style options on platinum futures contract

815,346

16

 

56

RN

Futures-style options on Rosneft futures contract

234,000

12

 

 

 

Total

1,403,728,607,112

28,885,165