OREANDA-NEWS. March 3, 2010. For the period from February 1 – February 27, 2010 the trading volume on FORTS (Futures & Options on RTS) totaled 1,897.3 billion rubles or 39.9 million contracts, including 273.4 billion rubles during the evening trading session. At the end of February 2010 the total open interest stood at 146.3 billion rubles or 4.8 million contracts.

 

February

January

Change

Futures contracts

Trading volume, rubles

1,840,464,428,942

1,254,562,107,329

46.70%

Trading volume, contracts

38,567,737

25,317,995

52.33%

Number of trades

8,697,743

5,797,933

50.01%

Total open interest, rubles

99,018,411,562

92,818,603,186

6.68%

Total open interest, contracts

3,081,166

2,933,424

5.04%

Options Contracts

Trading volume, rubles

56,789,313,805

39,491,606,839

43.80%

Trading volume, contracts

1,339,761

811,928

65.01%

Number of trades

114,847

69,984

64.10%

Total open interest, rubles

47,283,422,060

32,084,792,103

47.37%

Total open interest, contracts

1,713,360

1,172,428

46.14%

Total

Trading volume, rubles

1,897,253,742,747

1,294,053,714,167

46.61%

Trading volume, contracts

39,907,498

26,129,923

52.73%

Number of trades

8,812,590

5,867,917

50.18%

Total open interest, rubles

146,301,833,623

124,903,395,289

17.13%

Total open interest, contracts

4,794,526

4,105,852

16.77%

FORTS contracts by volume in February 2010

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

1,430,357,689,477

16,700,897

2

Si

Cash-settled futures contract on USD/RUB exchange rate

110,399,159,602

3,641,382

3

SR

Deliverable futures contract on Sberbank ordinary shares

73,484,444,970

9,016,906

4

GZ

Deliverable futures contract on Gazprom ordinary shares

71,635,580,846

4,082,101

5

ED

Cash-settled futures contract on EUR/USD exchange rate

61,206,052,364

1,482,128

6

RS

Cash-settled futures contract on RTS Standard Index

27,001,639,360

293,376

7

BR

Cash-settled Brent oil futures contract

20,524,464,090

917,106

8

LK

Deliverable futures contract on LUKOIL ordinary shares

18,071,233,991

1,126,180

9

GD

Cash-settled futures contract on gold

8,685,626,776

262,822

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

5,837,668,080

127,617

11

RN

Deliverable futures contract on Rosneft ordinary shares

4,833,137,161

211,300

12

VB

Deliverable futures contract on VTB Bank ordinary shares

2,042,332,150

277,937

13

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,849,764,352

44,805

14

SP

Deliverable futures contract on Sberbank preferred shares

1,326,202,453

198,170

15

PT

Cash-settled futures contract on platinum

1,048,984,188

22,552

16

SV

Cash-settled futures contract on refined silver

917,378,541

19,190

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

670,256,739

27,184

18

CH

Deliverable futures contract on Severstal ordinary shares

138,731,612

4,042

19

TN

Deliverable futures contract on Transneft preferred shares

103,983,971

4,263

20

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

83,832,452

93,216

21

MT

Deliverable futures contract on MTS ordinary shares

69,777,830

2,990

22

PZ

Deliverable futures contract on Polyus Gold ordinary shares

57,432,249

3,931

23

TT

Deliverable futures contract on Tatneft ordinary shares

31,350,700

2,224

24

HY

Deliverable futures contract on RusHydro ordinary shares

25,701,070

2,050

25

Rk

Cash-settled futures contract on RTS Telecom Index

22,055,080

1,832

26

SU

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

18,034,650

152

27

RT

Deliverable futures contract on Rostelecom ordinary shares

7,113,426

469

28

MP

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

6,560,000

293

29

Ro

Cash-settled futures contract on RTS Oil & Gas Index

4,426,182

400

30

NK

Deliverable futures contract on NOVATEK ordinary shares

3,434,600

204

31

UR

Cash-settled Urals oil futures contract

350,766

16

32

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

29,214

2

33

RI

Futures-style options on RTS Index futures contract

45,236,857,671

527,676

34

GZ

Options on Gazprom futures contract

6,237,122,000

347,887

35

SR

Options on Sberbank futures contract

2,691,523,000

333,423

36

LK

Options on LUKOIL futures contract

1,572,126,000

96,814

37

Si

Options on USD/RUB exchange rate futures contract

836,916,000

27,713

38

GD

Futures-style options on gold futures contract

193,881,134

5,768

39

GM

Futures-style options on MMC NORILSK NICKEL futures contract

20,650,000

460

40

VB

Futures-style options on VTB Bank futures contract

92,500

14

41

RN

Futures-style options on Rosneft futures contract

81,000

3

42

PZ

Futures-style options on Polyus Gold futures contract

36,000

2

43

TN

Futures-style options on futures contract on Transneft preferred shares

28,500

1

 

 

Total

1,897,253,742,747

39,907,498

FORTS Leading Operators in February 2010

In February 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:
February 2010

Month’s rating:
January 2010

RTS
ticker

Company name

Turnover, RUB

1

1

ITIN

JSC "Investment Company "ITInvest"

677,028,681,663

2

2

BROK

Brokercreditservice Ltd.

551,438,801,309

3

3

OPEN

OTKRITIE Group

514,912,795,052

4

4

ZERH

Zerich Capital Management IC OJSC

340,544,760,716

5

5

ALOR

ALOR Group

270,417,652,522

6

6

FINA

Investment Company FINAM CJSC

220,952,759,679

7

7

ALFC

ALFA-BANK

176,167,640,178

8

10

TROY

Troika Dialog

128,999,722,954

9

9

USIB

LLC "URALSIB Capital - Financial Services"

119,877,166,222

10

8

CITF

KIT Finance Ltd.

118,022,729,321

11

11

GUTB

VTB 24 (JSC)

117,289,845,607

12

12

MEIN

Metallinvestbank OJSCo SKB

74,276,381,692

13

13

SOLD

Solid

66,646,342,054

14

14

INSI

Instroyinvest IMC

45,814,074,944

15

16

AKBF

AK BARS Finance

34,659,749,279

16

15

OLMA

OLMA Investment Firm

33,355,938,466

17

18

ELTR

Eltra IC

23,919,838,793

18

21

ATLN

ATON LLC

21,551,758,910

19

20

ZENT

Bank ZENIT OJSC

21,107,052,448

20

19

RENC

Renaissance Broker

20,433,445,644

21

17

ABSB

Absolut Bank (ZAO)

19,449,814,125

22

22

FORC

Fora-Capital

14,959,263,846

23

23

OCTN

Octan-Broker

13,900,741,969

24

27

BINV

Joint Stock Company "Bitza-Invest"

12,229,772,724

25

25

BFAG

Baltic Financial Agency CJSC

11,418,778,370

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.