OREANDA-NEWS. February 04, 2010. For the period from January 11 – January 29, 2010 the total trading volume on FORTS (Futures & Options on RTS) totaled 1,294.1 billion rubles or 26.1 million contracts, including 160.6 billion rubles during the evening trading session. At the end of January 2010 the total open interest stood at 125.0 billion rubles or 4.1 million contracts.

 

January

December

Change

Futures contracts

 

 

 

Trading volume, rubles

1,254,562,107,329

1,516,444,677,863

-17.27%

Trading volume, contracts

25,317,995

37,855,291

-33.12%

Number of trades

5,797,933

6,932,557

-16.37%

Total open interest, rubles

92,818,603,186

67,127,736,128

38.27%

Total open interest, contracts

2,933,424

2,221,058

32.07%

Options Contracts

 

 

 

Trading volume, rubles

39,491,606,839

49,043,294,353

-19.48%

Trading volume, contracts

811,928

1,238,330

-34.43%

Number of trades

69,984

89,179

-21.52%

Total open interest, rubles

32,084,792,103

17,436,830,312

84.01%

Total open interest, contracts

1,172,428

869,424

34.85%

Total

 

 

 

Trading volume, rubles

1,294,053,714,167

1,565,487,972,216

-17.34%

Trading volume, contracts

26,129,923

39,093,621

-33.16%

Number of trades

5,867,917

7,021,736

-16.43%

Total open interest, rubles

124,903,395,289

84,564,566,441

47.70%

Total open interest, contracts

4,105,852

3,090,482

32.85%

FORTS contracts by volume in January 2010

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

992,989,245,762

10,959,971

2

Si

Cash-settled futures contract on USD/RUB exchange rate

86,240,163,103

2,861,576

3

SR

Deliverable futures contract on Sberbank ordinary shares

53,592,758,772

6,057,857

4

GZ

Deliverable futures contract on Gazprom ordinary shares

43,081,396,419

2,304,484

5

ED

Cash-settled futures contract on EUR/USD exchange rate

26,570,211,839

627,516

6

BR

Cash-settled Brent oil futures contract

13,813,331,896

614,330

7

LK

Deliverable futures contract on LUKOIL ordinary shares

13,633,600,546

801,297

8

GD

Cash-settled futures contract on gold

6,104,977,704

183,562

9

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

6,015,057,551

125,226

10

RN

Deliverable futures contract on Rosneft ordinary shares

4,469,313,517

176,149

11

PT

Cash-settled futures contract on platinum

2,498,285,569

53,662

12

VB

Deliverable futures contract on VTB Bank ordinary shares

1,554,964,768

209,489

13

SP

Deliverable futures contract on Sberbank privileged shares

1,390,907,302

193,981

14

SN

Deliverable futures contract on Surgutneftegas ordinary shares

674,622,313

25,101

15

Eu

Cash-settled futures contract on EUR/RUB exchange rate

662,248,824

15,456

16

SV

Cash-settled futures contract on refined silver

360,842,899

6,955

17

MR

Cash-settled futures contract on average rate of the overnight MosPrime credit

298,119,747

300

18

CH

Deliverable futures contract on Severstal ordinary shares

242,860,510

7,069

19

TN

Deliverable futures contract on Transneft privileged shares

131,715,088

5,047

20

MT

Deliverable futures contract on MTS ordinary shares

70,716,982

3,009

21

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

63,325,952

78,862

22

TT

Deliverable futures contract on Tatneft ordinary shares

35,704,666

2,494

23

HY

Deliverable futures contract on RusHydro ordinary shares

24,524,510

1,944

24

PZ

Deliverable futures contract on Polyus Gold ordinary shares

15,725,111

1,007

25

RT

Deliverable futures contract on Rostelecom ordinary shares

15,647,834

1,010

26

MP

Cash-settled futures contract on average rate of the three month MosPrime credit

9,017,500

601

27

SU

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

2,481,150

17

28

NK

Deliverable futures contract on NOVATEK ordinary shares

161,550

9

29

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

102,430

7

30

Rk

Cash-settled futures contract on RTS Telecom Index

51,514

5

31

Ro

Cash-settled futures contract on RTS Oil & Gas Index

24,000

2

32

RI

Futures-style options on RTS Index futures contract

31,573,273,916

355,461

33

GZ

Options on Gazprom futures contract

3,310,755,000

182,815

34

Si

Options on USD/RUB exchange rate futures contract

2,190,952,750

66,743

35

SR

Options on Sberbank futures contract

1,341,376,000

158,133

36

LK

Options on LUKOIL futures contract

612,842,000

36,149

37

GD

Futures-style options on gold futures contract

299,024,173

8,945

38

GM

Futures-style options on MMC NORILSK NICKEL futures contract

162,550,000

3,650

39

RN

Futures-style options on Rosneft futures contract

540,000

20

40

TN

Futures-style options on Transneft futures contract

285,500

11

41

VB

Futures-style options on VTB Bank futures contract

7,500

1

 

 

Total

1,294,053,714,167

26,129,923

FORTS Leading Operators in January 2010

In January 2010 JSC "Investment Company "ITInvest" became the leader of FORTS Members turnover rating (including all types of trades) followed by Brokercreditservice Ltd. and OTKRITIE Group.

Month’s rating:
January 2010

Month’s rating:
December 2009

RTS
ticker

Company name

Turnover, RUB

1

2

ITIN

JSC "Investment Company "ITInvest"

477,588,202,892

2

1

BROK

Brokercreditservice Ltd.

375,206,035,182

3

3

OPEN

OTKRITIE Group

324,136,818,577

4

4

ZERH

Zerich Capital Management IC OJSC

265,215,646,828

5

5

ALOR

ALOR Group

185,584,970,468

6

6

FINA

Investment Company FINAM CJSC

152,242,065,343

7

8

ALFC

ALFA-BANK

118,977,765,347

8

9

CITF

KIT Finance Ltd.

95,519,938,618

9

13

USIB

LLC "URALSIB Capital - Financial Services"

83,340,368,081

10

7

TROY

Troika Dialog

82,332,360,555

11

11

GUTB

VTB 24 (JSC)

64,072,984,203

12

10

MEIN

Metallinvestbank OJSCo SKB

45,877,315,550

13

12

SOLD

Solid

35,696,804,691

14

22

INSI

Instroyinvest IMC

21,961,860,443

15

17

OLMA

OLMA Investment Firm Renaissance Broker

21,481,499,840

16

21

AKBF

AK BARS Finance

19,259,773,320

17

15

ABSB

Absolut Bank (ZAO)

18,066,645,599

18

14

ELTR

Eltra IC

17,942,764,575

19

19

RENC

Renaissance Broker

15,803,156,520

20

16

ZENT

Bank ZENIT OJSC

14,139,493,360

21

23

ATLN

ATON LLC

13,704,274,874

22

18

FORC

Fora-Capital

12,373,885,642

23

20

OCTN

Octan-Broker

9,903,381,986

24

25

NMOS

NOMOS-BANK (OJSC)

7,815,874,909

25

26

BFAG

Baltic Financial Agency CJSC

6,886,841,079