OREANDA-NEWS. April 07, 2010. For the period from March 1 – March 31, 2010 the trading volume on FORTS (Futures & Options on RTS) totaled 2,076.9 billion rubles or 44.3 million contracts, including 239.7 billion rubles during the evening trading session. At the end of March 2010 the total open interest stood at 128.7 billion rubles or 4.4 million contracts.

 

March

February

Change

Futures contracts

Trading volume, rubles

2,008,154,606,555

1,840,464,428,942

9.11%

Trading volume, contracts

42,531,686

38,567,737

10.28%

Number of trades

8,755,653

8,697,743

0.67%

Total open interest, rubles

91,209,410,787

99,018,411,562

-7.89%

Total open interest, contracts

2,989,314

3,081,166

-2.98%

Options Contracts

Trading volume, rubles

68,785 ,271,122

56,789,313,805

21.12%

Trading volume, contracts

1, 764,170

1,339,761

31.68%

Number of trades

105,061

114,847

-8.52%

Total open interest, rubles

37,531,506,039

47,283,422,060

-20.62%

Total open interest, contracts

1,428,486

1,713,360

-16.63%

Total

Trading volume, rubles

2,076,939,877,677

1,897,253,742,747

9.47%

Trading volume, contracts

44,295,856

39,907,498

11.00%

Number of trades

8,860, 714

8,812,590

0.55%

Total open interest, rubles

128,740,916,826

146,301,833,623

-12.00%

Total open interest, contracts

4, 417,800

4,794,526

-7.86%

№

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

1,537,532,357,883

17,227,867

2

Si

Cash-settled futures contract on USD/RUB exchange rate

125,808,508,325

4,232,050

3

SR

Deliverable futures contract on Sberbank ordinary shares

94,117,696,941

10,878,256

4

GZ

Deliverable futures contract on Gazprom ordinary shares

71,548,378,408

4,227,285

5

ED

Cash-settled futures contract on EUR/USD exchange rate

60,131,930,743

1,496,629

6

RS

Cash-settled futures contract on RTS Standard Index

38,548,395,761

399,423

7

LK

Deliverable futures contract on LUKOIL ordinary shares

24,995,499,796

1,548,382

8

BR

Cash-settled Brent oil futures contract

24,329,585,020

1,030,948

9

GD

Cash-settled futures contract on gold

8,451,789,286

256,269

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

5,465,669,389

110,030

11

RN

Deliverable futures contract on Rosneft ordinary shares

4,263,104,061

182,221

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

3,301,379,649

81,880

13

VB

Deliverable futures contract on VTB Bank ordinary shares

3,013,789,925

384,172

14

SV

Cash-settled futures contract on refined silver

2,054,449,486

40,304

15

SP

Deliverable futures contract on Sberbank preferred shares

1,372,998,604

198,549

16

PT

Cash-settled futures contract on platinum

952,323,045

20,307

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

808,036,937

30,994

18

MR

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

408,089,501

410

19

TN

Deliverable futures contract on Transneft preferred shares

276,142,893

9,723

20

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

140,116,351

141,740

21

CH

Deliverable futures contract on Severstal ordinary shares

134,423,605

3 512

22

MP

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

122,054,825

8,778

23

HY

Deliverable futures contract on RusHydro ordinary shares

107,808,186

7,475

24

MT

Deliverable futures contract on MTS ordinary shares

70,803,877

2,994

25

PZ

Deliverable futures contract on Polyus Gold ordinary shares

60,287,125

4,116

26

TT

Deliverable futures contract on Tatneft ordinary shares

55,846,156

3,881

27

SU

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

28,524,800

243

28

UR

Cash-settled Urals oil futures contract

15,541,567

680

29

NK

Deliverable futures contract on NOVATEK ordinary shares

12,566,182

697

30

RT

Deliverable futures contract on Rostelecom ordinary shares

8,858,334

614

31

Ro

Cash-settled futures contract on RTS Oil & Gas Index

7,115,842

633

32

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

5,546,311

348

33

Rk

Cash-settled futures contract on RTS Telecom Index

3,153,825

260

34

PD

Cash-settled futures contract on palladium

1,833,917

16

35

RI

Futures-style options on RTS Index futures contract

48,863,425,510

559,136

36

Si

Options on USD/RUB exchange rate futures contract

7,129,877,000

227,487

37

GZ

Options on Gazprom futures contract

5,800,433,000

337,476

38

SR

Options on Sberbank futures contract

3,647,334,250

448,769

39

LK

Options on LUKOIL futures contract

2,963,198,000

180,004

40

GD

Futures-style options on gold futures contract

228,719,202

7,081

41

SV

Futures-style options on refined silver futures contract

104,037,160

2,000

42

RN

Futures-style options on Rosneft futures contract

36,834,000

1,754

43

GM

Futures-style options on MMC NORILSK NICKEL futures contract

9,000,000

190

44

VB

Futures-style options on VTB Bank futures contract

1,637,500

240

45

TN

Futures-style options on futures contract on Transneft preferred shares

686,000

26

46

PZ

Futures-style options on Polyus Gold futures contract

89,500

7

 

 

Total:

2,076,939,877,677

44,295,856

FORTS Leading Operators in March 2010

In March 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:

March 2010

Month’s

Rating:

February 2010

RTS

ticker

Company name

Turnover, RUB

1

1

ITIN

JSC "Investment Company "ITInvest"

677,320,576,419

2

2

BROK

Brokercreditservice Ltd.

613,968,776,411

3

3

OPEN

OTKRITIE Group

514,824,627,683

4

4

ZERH

Zerich Capital Management IC OJSC

406,750,211,601

5

5

ALOR

ALOR Group

301,941,151,551

6

6

FINA

Investment Company FINAM CJSC

246,850,341,036

7

8

TROY

Troika Dialog

216,421,738,302

8

7

ALFC

ALFA-BANK

168,355,274,341

9

10

CITF

KIT Finance Ltd.

125,545,005,146

10

11

GUTB

VTB 24 (JSC)

118 451 926 238

11

13

SOLD

Solid

69,534,542,184

12

12

MEIN

Metallinvestbank OJSCo SKB

64,578,315,387

13

9

USIB

LLC "URALSIB Capital - Financial Services"

63,693 402 503

14

14

INSI

Instroyinvest IMC

63,118,091,801

15

16

OLMA

OLMA Investment Firm

50,486,340,222

16

15

AKBF

AK BARS Finance

44,314,280,116

17

18

ATLN

ATON LLC

28,989,877 039

18

20

RENC

Renaissance Broker

26,177,447,435

19

48

RSHB

RAB

25,886, 616,706

20

21

ABSB

Absolut Bank (ZAO)

23,368,200,305

21

17

ELTR

Eltra IC

21,781,893,755

22

19

ZENT

Bank ZENIT OJSC

19,748,488,446

23

23

OCTN

Octan-Broker

17,788,073,165

24

22

FORC

Fora-Capital

17,678,731,016

25

32

CKBN

CentroCredit Bank

17,011,891,424