OREANDA-NEWS. On 10 September 2009 was announced, that for the period from August 3 – August 31, 2009 the total trading volume on FORTS (Futures & Options on RTS) totaled 1,224.0 billion roubles or 41.5 million contracts, including 228.3 billion roubles during the evening trading session. The total open interest as of the last day of the month, August 31, 2009 reached 124.9 billion roubles or 7.1 million contracts.

 

August

July

Change

Futures contracts

Trading volume, rubles

1 177 667 118 519

1 146 281 667 832

2,74%

Trading volume, contracts

39 578 304

44 130 613

-10,32%

Number of trades

6 198 344

6 402 284

-3,19%

Total open interest, rubles

85 375 584 486

74 729 118 582

14,25%

Total open interest, contracts

3 319 530

3 020 112

9,91%

Options Contracts

Trading volume, rubles

46 288 438 523

32 478 591 144

42,52%

Trading volume, contracts

1 948 394

1 885 381

3,34%

Number of trades

78 630

62 238

26,34%

Total open interest, rubles

39 490 736 779

27 026 706 663

46,12%

Total open interest, contracts

3 772 438

2 760 876

36,64%

Total

Trading volume, rubles

1 223 955 557 042

1 178 760 258 976

3,83%

Trading volume, contracts

41 526 698

46 015 994

-9,76%

Number of trades

6 276 974

6 464 522

-2,90%

Total open interest, rubles

124 866 321 265

101 755 825 245

22,71%

Total open interest, contracts

7 091 968

5 780 988

22,68%

№

Code

Contract

Trading volume

RUB

contracts

1

RI

Non-delivery futures contract on RTS Index

807 721 285 340

12 172 908

2

Si

Non-delivery futures contract on USD/RUB

122 362 641 667

3 813 237

3

GZ

Delivery futures contract on Gazprom ordinary shares

96 641 148 562

5 843 363

4

SR

Delivery futures contract on Sberbank ordinary shares

65 141 902 782

13 828 508

5

ED

Non-delivery futures contract on EUR/USD exchange rate

32 148 782 158

712 476

6

LK

Delivery futures contract on LUKOIL ordinary shares

20 827 074 699

1 331 366

7

BR

Brent oil futures

14 076 163 542

609 879

8

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

4 563 490 103

136 056

9

RN

Delivery futures contract on Rosneft ordinary shares

3 864 441 879

196 730

10

GD

Futures on gold

3 706 495 603

123 233

11

VB

Delivery futures contract on VTB Bank ordinary shares

1 774 346 724

413 739

12

Eu

Non-delivery futures contract on EUR/RUR exchange rate

1 666 217 858

36 488

13

SN

Delivery futures contract on Surgutneftegaz ordinary shares

1 495 502 653

59 028

14

SP

Delivery futures contract on Sberbank privileged shares

454 870 506

162 532

15

SV

The contract on refined silver

265 601 760

5 801

16

Ro

Non-delivery futures contract on RTSI – Oil & Gas

229 416 235

23 661

17

MR

Non-delivery futures contract on average rate of the overnight MosPrime credit

199 110 373

200

18

TN

Delivery futures contract on Transneft privileged shares

166 417 239

9 407

19

TT

Delivery futures contract on Tatneft ordinary shares

114 415 522

9 024

20

HY

Delivery futures contract on RusHydro ordinary shares

51 401 776

4 381

21

UI

Delivery futures contract on Uralsvyazinform ordinary shares

41 516 518

76 031

22

NK

Delivery futures contract on NOVATEK ordinary shares 

35 158 562

2 906

23

PZ

Delivery futures contract on Polyus Gold ordinary shares

29 322 235

2 317

24

CH

Delivery futures contract on Severstal ordinary shares

27 282 893

1 230

25

MT

Delivery futures contract on MTS ordinary shares

21 090 498

1 158

26

MP

Non-delivery futures contract on average rate of the three month MosPrime credit

16 831 250

570

27

Rk

Non-delivery futures contract on RTSI – Telecom

10 907 067

1 360

28

RT

Delivery futures contract on Rostelecom ordinary shares

6 089 758

372

29

PT

The contract on refined platinum

4 423 270

112

30

Rc

Non-delivery futures contract on RTSI – Consumer & Retail

1 841 731

206

31

SU

Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94

1 010 450

10

32

PD

The contract on refined palladium

809 986

10

33

UR

The contract on URALS oil

107 320

5

34

RI

Futures-style options on RTS Index futures contract

24 360 745 590

370 140

35

Si

Options on USD/RUB futures contract

9 668 395 000

253 269

36

GZ

Options on Gazprom futures contract

7 575 439 000

472 564

37

SR

Options on Sberbank futures contract

3 363 796 700

774 024

38

LK

Options on LUKOIL futures contract

981 712 500

66 654

39

GD

Options on gold futures contract

301 861 482

10 133

40

GM

Options on MMC NORILSK NICKEL futures contract

34 472 500

1 094

41

VB

Options on VTB Bank futures contract

1 947 750

512

42

RN

Options on Rosneft futures contract

68 000

4

 

 

Total:

1 223 955 557 042

41 526 698

FORTS Leading Operators in August 2009

In July 2009 Brokercreditservice Ltd. became the leader of FORTS Members turnover rating (including all types of trades) followed by JSC "Investment Company "ITInvest" and OTKRITIE Group.

The month’s

Rating:

August 2009

The month’s

Rating:

July 2009

RTS ticker

Company name

Turnover, RUB

1

1

BROK

Brokercreditservice Ltd.

353 297 585 953

2

3

ITIN

JSC "Investment Company "ITInvest"

330 080 963 094

3

2

OPEN

OTKRITIE Group

316 425 473 695

4

4

ZERH

Zerich Capital Management IC OJSC

230 531 775 777

5

5

ALOR

ALOR Group

228 863 341 662

6

6

FINA

Investment Company FINAM CJSC

163 963 542 577

7

7

TROY

Troika Dialog

130 115 268 597

8

8

CITF

KIT Finance Ltd

95 100 323 306

9

9

ALFC

ALFA-BANK

90 469 637 286

10

11

GUTB

VTB 24 (JSC)

58 802 962 030

11

10

MEIN

Metallinvestbank OJSCo SKB

50 606 608 238

12

12

SOLD

Solid

49 339 928 175

13

13

USIB

LLC "URALSIB Capital - Financial Services"

43 950 560 419

14

14

ELTR

Eltra IC

28 172 773 193

15

20

AKBF

AK BARS Finance

24 609 042 249

16

17

ABSB

Absolut Bank (ZAO)

16 851 465 629

17

15

RENC

Renaissance Broker

16 308 423 886

18

18

BFAG

Baltic Financial Agency CJSC

16 033 361 100

19

22

OLMA

OLMA Investment Firm

15 218 755 581

20

16

OCTN

Octan-Broker

14 503 077 007

21

28

ZENT

Zerich Capital Management IC OJSC

13 803 005 655

22

21

INSI

Instroyinvest IMC

11 992 836 703

23

24

FORC

Fora-Capital

11 688 341 628

24

19

ATLN

ATON LLC

10 625 305 684

25

26

NMOS

NOMOS-BANK (OJSC)

10 495 586 163