OREANDA-NEWS. July 09, 2010. For the period from June 1 – June 30, 2010 the trading volume on FORTS (Futures & Options on RTS) totaled 2,566.6 billion rubles or 56.5 million contracts, including 363.4 billion rubles during the evening trading session. At the end of June 2010 the total open interest stood at 139.5 billion rubles or 4.4 million contracts.

In June the trading volume in the cash-settled gasoil futures contract that was launched by RTS Group and Saint Petersburg Exchange reached RUB174.5 million or 10.6 thousand contracts. The trading volume in the power futures contract that was also recently introduced by RTS Group and Saint Petersburg Exchange reached RUB10.67 million or 299 contracts.

 

June

May

Change

Futures contracts

Trading volume, rubles

2,469,912,054,673

2,703,865,327,333

-8.65%

Trading volume, contracts

54,678,210

61,729,852

-11.42%

Number of trades

11,733,091

12,996,118

-9.72%

Total open interest, rubles

105,724,621,638

121,530,497,061

-13.01%

Total open interest, contracts

3,601,948

4,516,296

-20.25%

Options Contracts

Trading volume, rubles

96,706,476,782

127,581,899,455

-24.20%

Trading volume, contracts

1,842,622

2,710,382

-32.02%

Number of trades

168,963

198,214

-14.76%

Total open interest, rubles

33,764,306,289

85,673,599,728

-60.59%

Total open interest, contracts

785,434

3,743,374

-79.02%

Total

Trading volume, rubles

2,566,618,531,455

2,831,447,226,788

-9.35%

Trading volume, contracts

56,520,832

64,440,234

-12.29%

Number of trades

11,902,054

13,194,332

-9.79%

Total open interest, rubles

139,488,927,926

207,204,096,789

-32.68%

Total open interest, contracts

4,387,382

8,259,670

-46.88%

FORTS contracts by volume in June 2010

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

1,879,500,663,709

21,866,260

2

Si

Cash-settled futures contract on USD/RUB exchange rate

235,564,491,206

7,505,545

3

SR

Deliverable futures contract on Sberbank ordinary shares

109,801,686,957

14,490,073

4

ED

Cash-settled futures contract on EUR/USD exchange rate

77,424,760,032

2,029,918

5

GZ

Deliverable futures contract on Gazprom ordinary shares

72,322,300,043

4,543,224

6

LK

Deliverable futures contract on LUKOIL ordinary shares

28,967,821,643

1,768,041

7

BR

Cash-settled Brent oil futures contract

12,667,471,692

535,055

8

GD

Cash-settled futures contract on gold

11,871,446,068

307,425

9

RS

Cash-settled futures contract on RTS Standard Index

9,885,740,043

107,346

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

7,629,164,168

154,237

11

RN

Deliverable futures contract on Rosneft ordinary shares

7,551,844,660

358,625

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

6,349,788,868

165,403

13

VB

Deliverable futures contract on VTB Bank ordinary shares

2,826,162,876

374,900

14

SV

Cash-settled futures contract on refined silver

2,203,178,344

38,174

15

SP

Deliverable futures contract on Sberbank preferred shares

1,686,534,931

293,994

16

PT

Cash-settled futures contract on platinum

1,438,452,128

29,677

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

679,345,452

23,786

18

CH

Deliverable futures contract on Severstal ordinary shares

446,709,367

13,657

19

TN

Deliverable futures contract on Transneft preferred shares

327,327,438

11,931

20

MR

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

251,272,936

252

21

MP

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

125,778,150

8,394

22

MT

Deliverable futures contract on MTS ordinary shares

117,948,182

5,031

23

HY

Deliverable futures contract on RusHydro ordinary shares

97,892,393

5,887

24

PZ

Deliverable futures contract on Polyus Gold ordinary shares

46,661,903

3,017

25

TT

Deliverable futures contract on Tatneft ordinary shares

38,965,173

2,806

26

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

32,350,941

32,102

27

Ro

Cash-settled futures contract on RTS Oil & Gas Index

23,044,369

2,200

28

NK

Deliverable futures contract on NOVATEK ordinary shares

19,593,471

854

29

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

6,008,646

320

30

PD

Cash-settled futures contract on palladium

4,119,884

29

31

SU

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

3,153,200

29

32

UR

Cash-settled Urals oil futures contract

326,560

14

33

Rk

Cash-settled futures contract on RTS Telecom Index

49,240

4

34

RI

Futures-style options on RTS Index futures contract

80,246,095,679

963,097

35

GM

Futures-style options on MMC NORILSK NICKEL futures contract

6,346,532,500

127,938

36

GZ

Futures-style options on Gazprom futures contract

4,417,033,000

277,535

37

Si

Futures-style options on USD/RUB exchange rate futures contract

1,631,561,000

52,110

38

SR

Futures-style options on Sberbank futures contract

1,489,321,250

205,120

39

LK

Futures-style options on LUKOIL futures contract

1,468,540,000

90,422

40

VB

Futures-style options on VTB Bank futures contract

885,623,750

120,079

41

GD

Futures-style options on gold futures contract

184,076,103

4,798

42

RN

Futures-style options on Rosneft futures contract

21,714,000

1,034

43

TN

Futures-style options on futures contract on Transneft preferred shares

15,979,500

489

 

 

Total

2,566,618,531,455

56,520,832

FORTS Leading Operators in June 2010

In June 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:
June 2010

Month’s rating:
May 2010

RTS
ticker

Company name

Turnover, RUB

1

1

ITIN

JSC "Investment Company "ITInvest"

756,480,902,021

2

3

BROK

Brokercreditservice Ltd.

739,268,514,962

3

2

OPEN

OTKRITIE Group

730,565,834,881

4

4

ZERH

Zerich Capital Management IC OJSC

501,117,478,631

5

5

ALOR

ALOR Group

500,010,804,799

6

6

FINA

Investment Company FINAM CJSC

257,758,159,047

7

9

TROY

Troika Dialog

214,016,393,186

8

8

ALFC

ALFA-BANK

193,407,114,804

9

10

INSI

Instroyinvest IMC

173,266,959,546

10

7

CITF

KIT Finance Ltd.

146,463,870,121

11

11

GUTB

VTB 24 (JSC)

137,520,312,303

12

13

MEIN

Metallinvestbank OJSCo SKB

101,706,915,407

13

14

USIB

LLC "URALSIB Capital - Financial Services"

87,841,421,863

14

12

SOLD

Solid

84,902,554,758

15

20

OBRM

Obrazovanie CB (ZAO)

40,145,469,667

16

15

RENC

Renaissance Broker

37,221,601,665

17

17

OLMA

OLMA Investment Firm

33,795,963,418

18

19

ATLN

ATON LLC

29,132,402,674

19

16

AKBF

AK BARS Finance

25,620,944,748

20

23

FORC

Fora-Capital

21,518,803,703

21

25

CSFB

CJSC "BANK CREDIT SUISSE (MOSCOW)"

18,453,875,493

22

18

ELTR

Eltra IC

18,090,944,821

23

21

ABSB

Absolut Bank (ZAO)

17,571,781,718

24

22

OCTN

Octan-Broker

17,551,120,803

25

24

BFAG

Baltic Financial Agency CJSC

16,832,956,344

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.