OREANDA-NEWS. January 15, 2010. For the period from December 1 – December 31, 2009 the total trading volume on FORTS (Futures & Options on RTS) totaled 1,565.5 billion rubles or 39.1 million contracts, including 197.9 billion rubles during the evening trading session. At the end of December 2009 the total open interest stood at 84.6 billion rubles or 3.1 million contracts.

 

December

November

Change

Futures contracts

Trading volume, rubles

1,516,444,677,863

1,753,132,041,464

-13.50%

Trading volume, contracts

37,855,291

43,906,239

-13.78%

Number of trades

6,932,557

8,620,948

-19.58%

Total open interest, rubles

67,127,736,128

99,498,780,338

-32.53%

Total open interest, contracts

2,221,058

3,255,658

-31.78%

Options Contracts

Trading volume, rubles

49,043,294,353

79,250,958,558

-38.12%

Trading volume, contracts

1,238,330

1,912,328

-35.24%

Number of trades

89,179

102,583

-13.07%

Total open interest, rubles

17,436,830,312

55,153,462,128

-68.38%

Total open interest, contracts

869,424

2,273,094

-61.75%

Total

Trading volume, rubles

1,565,487,972,216

1,832,383,000,022

-14.57%

Trading volume, contracts

39,093,621

45,818,567

-14.68%

Number of trades

7,021,736

8,723,531

-19.51%

Total open interest, rubles

84,564,566,441

154,652,242,465

-45.32%

Total open interest, contracts

3,090,482

5,528,752

-44.10%

FORTS contracts by volume in December 2009

No

Code

Contract

Trading volume

RUB

Contracts

1

RI

Non-delivery futures contract on RTS Index

1,055,273,132,100

12,630,542

2

Si

Non-delivery futures contract on USD/RUB exchange rate

163,157,181,329

5,381,586

3

SR

Delivery futures contract on Sberbank ordinary shares

75,579,351,542

9,906,479

4

ED

Non-delivery futures contract on EUR/USD exchange rate

73,517,736,374

1,672,780

5

GZ

Delivery futures contract on Gazprom ordinary shares

67,620,852,273

3,908,605

6

LK

Delivery futures contract on LUKOIL ordinary shares

21,599,876,521

1,291,627

7

BR

Brent oil futures

17,560,480,790

777,777

8

GD

Futures on gold

11,662,750,741

341,541

9

Eu

Non-delivery futures contract on EUR/RUB exchange rate

5,625,976,892

126,726

10

RN

Delivery futures contract on Rosneft ordinary shares

5,512,383,651

222,410

11

SP

Delivery futures contract on Sberbank privileged shares

5,128,481,545

785,041

12

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

4,965,644,010

118,736

13

MR

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

2,282,463,363

2,300

14

VB

Delivery futures contract on VTB Bank ordinary shares

2,182,344,222

326,321

15

SN

Delivery futures contract on Surgutneftegas ordinary shares

1,401,355,541

52,471

16

SV

The contract on refined silver

828,556,428

15,586

17

PT

The contract on refined platinum

757,848,030

17,409

18

CH

Delivery futures contract on Severstal ordinary shares

541,008,163

22,527

19

TN

Delivery futures contract on Transneft privileged shares

393,433,929

17,199

20

TT

Delivery futures contract on Tatneft ordinary shares

197,568,327

14,030

21

NK

Delivery futures contract on NOVATEK ordinary shares

149,940,472

9,044

22

UI

Delivery futures contract on Uralsvyazinform ordinary shares

145,414,408

195,392

23

MT

Delivery futures contract on MTS ordinary shares

131,108,084

5,773

24

PZ

Delivery futures contract on Polyus Gold ordinary shares

64,621,631

4,038

25

HY

Delivery futures contract on RusHydro ordinary shares

46,385,895

4,047

26

RT

Delivery futures contract on Rostelecom ordinary shares

32,156,437

2,021

27

SU

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

26,129,100

194

28

PD

The contract on refined palladium

23,728,654

206

29

Rk

Non-delivery futures contract on RTS Telecom Index

18,475,437

1,770

30

MP

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

11,335,875

619

31

Rc

Non-delivery futures contract on RTS Consumer & Retail Index

4,633,631

318

32

Ro

Non-delivery futures contract on RTS Oil & Gas Index

1,582,010

144

33

UR

The contract on URALS oil

740,459

32

34

RI

Futures-style options on RTS Index futures contract

36,330,227,950

440,172

35

GZ

Options on Gazprom futures contract

5,295,524,000

309,470

36

Si

Options on USD/RUB exchange rate futures contract

2,432,576,750

80,813

37

LK

Options on LUKOIL futures contract

2,325,687,000

127,403

38

SR

Options on Sberbank futures contract

1,871,270,500

254,522

39

GD

Options on gold futures contract

441,484,033

12,982

40

GM

Options on MMC NORILSK NICKEL futures contract

112,615,000

2,728

41

RN

Options on Rosneft futures contract

98,045,000

4,397

42

SV

Options on silver futures contract

56,513,121

964

43

TN

Options on Transneft futures contract

35,386,500

1,334

44

SN

Options on Surgutneftegas futures contract

18,795,000

815

45

VB

Options on VTB Bank futures contract

16,169,500

2,028

46

PZ

Options on Polyus Gold futures contract

9,000,000

702

 

 

Total:

1,565,487,972,216

39,093,621

FORTS Leading Operators in December 2009

In December 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.

Month’s rating:
December 2009

Month’s rating:
November 2009

RTS
ticker

Company name

Turnover, RUB

1

3

BROK

Brokercreditservice Ltd.

478,341,497,217

2

1

ITIN

JSC "Investment Company "ITInvest"

457,112,753,132

3

2

OPEN

OTKRITIE Group

420,259,031,466

4

4

ZERH

Zerich Capital Management IC OJSC

337,396,230,575

5

5

ALOR

ALOR Group

232,805,843,700

6

6

FINA

Investment Company FINAM CJSC

186,887,682,852

7

7

TROY

Troika Dialog

156,084,201,092

8

8

ALFC

ALFA-BANK

132,331,409,599

9

9

CITF

KIT Finance Ltd.

96,880,435,911

10

12

MEIN

Metallinvestbank OJSCo SKB

90,224,275,339

11

10

GUTB

VTB 24 (JSC)

80,764,539,238

12

11

SOLD

Solid

65,289,865,697

13

14

USIB

LLC "URALSIB Capital - Financial Services"

39,949,186,602

14

16

ELTR

Eltra IC

21,088,672,906

15

21

ABSB

Absolut Bank (ZAO)

20,243,089,812

16

15

ZENT

Bank ZENIT OJSC

19,513,346,590

17

23

OLMA

OLMA Investment Firm

19,378,119,502

18

19

FORC

Fora-Capital

17,950,245,643

19

20

RENC

Renaissance Broker

17,526,785,520

20

17

OCTN

Octan-Broker

16,738,543,356

21

13

AKBF

AK BARS Finance

16,679,439,866

22

22

INSI

Instroyinvest IMC

16,426,558,763

23

18

ATLN

ATON LLC

16,182,162,853

24

47

CKBN

CentroCredit Bank

16,025,587,956

25

24

NMOS

NOMOS-BANK (OJSC)

11,134,598,617

In compliance with the resolution passed by the Derivatives Market Committee RTS publishes several ratings of FORTS Members ranked by trading volume and number of clients.

For access to all ratings, please visit our website.