OREANDA-NEWS. December 04, 2009. For the period from November 1 – November 30, 2009 the total trading volume on FORTS (Futures & Options on RTS) totaled 1,832.4 billion rubles or 45.8 million contracts, including 235.4 billion rubles during the evening trading session. At the end of November 2009 the total open interest stood at 154.7 billion rubles or 5.5 million contracts.

 

November

October

Change

Futures contracts

Trading volume, rubles

1,753,132,041,464

1,917,679,402,475

-8.58%

Trading volume, contracts

43,906,239

52,879,594

-16.97%

Number of trades

8,620,948

9,198,526

-6.28%

Total open interest, rubles

99,498,780,338

82,132,227,118

21.14%

Total open interest, contracts

3,255,658

2,757,798

18.05%

Options Contracts

Trading volume, rubles

79,250,958,558

72,851,287,886

8.78%

Trading volume, contracts

1,912,328

1,894,001

0.97%

Number of trades

102,583

97,141

5.60%

Total open interest, rubles

55,153,462,128

44,263,038,513

24.60%

Total open interest, contracts

2,273,094

1,857,684

22.36%

Total

Trading volume, rubles

1,832,383,000,022

1,990,530,690,361

-7.95%

Trading volume, contracts

45,818,567

54,773,595

-16.35%

Number of trades

8,723,531

9,295,667

-6.15%

Total open interest, rubles

154,652,242,465

126,395,265,631

22.36%

Total open interest, contracts

5,528,752

4,615,482

19.79%

FORTS contracts by volume in November 2009

No

Code

Contract

Trading volume

RUB

Contracts

1

RI

Non-delivery futures contract on RTS Index

1,360,501,791,782

16,881,989

2

SR

Delivery futures contract on Sberbank ordinary shares

95,183,208,071

13,883,278

3

Si

Non-delivery futures contract on USD/RUB exchange rate

90,043,591,840

3,086,614

4

GZ

Delivery futures contract on Gazprom ordinary shares

86,132,602,725

4,840,220

5

ED

Non-delivery futures contract on EUR/USD exchange rate

40,305,785,277

931,405

6

LK

Delivery futures contract on LUKOIL ordinary shares

28,898,102,996

1,674,434

7

BR

Brent oil futures

20,348,957,356

909,608

8

GD

Futures on gold

9,875,820,166

298,187

9

RN

Delivery futures contract on Rosneft ordinary shares

5,820,448,902

240,101

10

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

5,236,037,108

129,748

11

SP

Delivery futures contract on Sberbank privileged shares

2,558,569,839

493,716

12

VB

Delivery futures contract on VTB Bank ordinary shares

2,316,416,920

375,888

13

MR

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

2,198,452,532

2,215

14

Eu

Non-delivery futures contract on EUR/RUB exchange rate

1,187,550,375

27,223

15

SN

Delivery futures contract on Surgutneftegas ordinary shares

1,149,305,806

43,615

16

SV

The contract on refined silver

429,588,001

8,301

17

TN

Delivery futures contract on Transneft privileged shares

239,068,801

10,491

18

PZ

Delivery futures contract on Polyus Gold ordinary shares

207,485,980

12,495

19

TT

Delivery futures contract on Tatneft ordinary shares

120,970,047

8,773

20

PT

The contract on refined platinum

110,964,196

2,748

21

HY

Delivery futures contract on RusHydro ordinary shares

80,243,877

7,170

22

NK

Delivery futures contract on RusHydro ordinary shares

68,197,354

5,168

23

MT

Delivery futures contract on MTS ordinary shares

58,330,775

2,610

24

MP

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

24,572,125

1,205

25

UI

Delivery futures contract on Uralsvyazinform ordinary shares

20,454,662

28,302

26

RT

Delivery futures contract on Rostelecom ordinary shares

10,356,205

548

27

SU

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

1,942,550

18

28

CH

Delivery futures contract on Severstal ordinary shares

1,778,973

76

29

UR

The contract on URALS oil

890,207

40

30

Ro

Non-delivery futures contract on RTS Oil & Gas Index

254,132

24

31

Rc

Non-delivery futures contract on RTS Consumer & Retail Index

212,227

19

32

Rk

Non-delivery futures contract on RTS Telecom Index

89,658

10

33

RI

Futures-style options on RTS Index futures contract

51,888,532,868

649,744

34

Si

Options on USD/RUB exchange rate futures contract

15,251,134,250

406,569

35

GZ

Options on Gazprom futures contract

7,556,621,000

415,437

36

SR

Options on Sberbank futures contract

2,095,156,750

311,039

37

LK

Options on LUKOIL futures contract

2,008,279,000

115,795

38

GD

Options on gold futures contract

385,917,190

12,258

39

GM

Options on MMC NORILSK NICKEL futures contract

64,595,000

1,358

40

VB

Options on VTB Bank futures contract

722,500

128

 

 

Total:

1,832,383,000,022

45,818,567

FORTS Leading Operators in November 2009

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

Month’s rating:
November 2009

Month’s rating:
October 2009

RTS
ticker

Company name

Turnover, RUB

1

1

ITIN

JSC "Investment Company "ITInvest"

553,917,627,386

2

3

OPEN

OTKRITIE Group

544,036,427,598

3

2

BROK

Brokercreditservice Ltd.

536,558,440,816

4

4

ZERH

Zerich Capital Management IC OJSC

429,443,753,598

5

5

ALOR

ALOR Group

301,369,379,508

6

6

FINA

Investment Company FINAM CJSC

201,548,487,583

7

8

TROY

Troika Dialog

162,694,954,409

8

7

ALFC

ALFA-BANK

137,769,544,904

9

9

CITF

KIT Finance Ltd.

115,077,204,199

10

10

GUTB

VTB 24 (JSC)

95,103,618,489

11

12

SOLD

Solid

61,261,273,087

12

14

MEIN

Metallinvestbank OJSCo SKB

51,084,756,262

13

13

AKBF

AK BARS Finance

48,808,873,481

14

11

USIB

LLC "URALSIB Capital - Financial Services"

48,215,060,442

15

21

ZENT

Bank ZENIT OJSC

34,983,314,990

16

15

ELTR

Eltra IC

25,940,745,370

17

17

OCTN

Octan-Broker

24,225,679,288

18

19

ATLN

ATON LLC

24,186,285,985

19

22

FORC

Fora-Capital

21,727,373,541

20

16

RENC

Renaissance Broker

19,680,864,843

21

18

ABSB

Absolut Bank (ZAO)

19,498,156,595

22

23

INSI

Instroyinvest IMC

16,937,086,736

23

20

OLMA

OLMA Investment Firm Renaissance Broker

15,184,947,307

24

24

NMOS

NOMOS-BANK (OJSC)

14,031,230,985

25

29

BINV

Joint Stock Company "Bitza-Invest"

10,305,808,423