RTS Announced FORTS Monthly Trading Results
OREANDA-NEWS. October 07, 2010. For the period from September 1 – September 31, 2010 the trading volume on FORTS (Futures & Options on RTS) totaled 2,527.4 billion rubles or 54.0 million contracts, including 302.1 billion rubles during the evening trading session. At the end of August 2010 the total open interest stood at 179.8 billion rubles or 4.96 million contracts.
In September 2010 the trading volume of the cash-settled futures contract on gasoil (summer grade) reached RUB221.4 million or 13.4 thousand contracts. The trading volume of the power futures contract launched by RTS Group and OJSC Moscow Energy Exchange reached RUB259.0 million or 13.4 contracts.
FORTS Trading results: September 2010
|
|
September |
August |
Change |
|
Futures contracts |
|
|
|
|
Trading volume, mln USD |
77,740 |
73,425 |
5.88% |
|
Trading volume, contracts |
52,035,788 |
46,943,997 |
10.85% |
|
Number of trades |
9,265,313 |
9,586,380 |
-3.35% |
|
Total open interest, mln USD |
3,890 |
3,719 |
4.60% |
|
Total open interest, contracts |
4,016,982 |
4,160,908 |
-3.46% |
|
Options Contracts |
|
|
|
|
Trading volume, mln USD |
4,284 |
3,894 |
10.02% |
|
Trading volume, contracts |
1,933,306 |
1,733,449 |
11.53% |
|
Number of trades |
185,330 |
173,203 |
7.00% |
|
Total open interest, mln USD |
2,022 |
2,448 |
-17.40% |
|
Total open interest, contracts |
944,906 |
1,908,302 |
-50.48% |
|
Total |
|
|
|
|
Trading volume, mln USD |
82,024 |
77,319 |
6.09% |
|
Trading volume, contracts |
53,969,094 |
48,677,446 |
10.87% |
|
Number of trades |
9,450,643 |
9,759,583 |
-3.17% |
|
Total open interest, mln USD |
5,913 |
6,167 |
-4.12% |
|
Total open interest, contracts |
4,961,888 |
6,069,210 |
-18.24% |
FORTS contracts by volume in September 2010
|
№ |
Code |
Contract |
Turnover | |
|
RUB |
contracts | |||
|
1 |
RI |
Cash-settled futures contract on RTS Index |
1,674,777,752,257 |
18,412,111 |
|
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
248,381,971,250 |
8,010,986 |
|
3 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
191,553,958,088 |
4,725,509 |
|
4 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
101,176,466,628 |
12,148,355 |
|
5 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
60,924,214,650 |
3,752,034 |
|
6 |
BR |
Cash-settled Brent oil futures contract |
32,457,077,374 |
1,352,082 |
|
7 |
GD |
Cash-settled futures contract on gold |
22,055,818,988 |
561,113 |
|
8 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
21,283,172,157 |
1,230,674 |
|
9 |
RS |
Cash-settled futures contract on RTS Standard Index |
7,922,483,250 |
81,576 |
|
10 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
7,562,357,347 |
147,438 |
|
11 |
Eu |
Cash-settled futures contract on EUR/RUB exchange rate |
6,966,842,617 |
172,978 |
|
12 |
SV |
Cash-settled futures contract on refined silver |
5,163,492,094 |
82,371 |
|
13 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
4,552,316,634 |
523,885 |
|
14 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
4,012,606,830 |
197,621 |
|
15 |
SP |
Deliverable futures contract on Sberbank preferred shares |
2,531,897,491 |
420,653 |
|
16 |
PT |
Cash-settled futures contract on platinum |
1,624,238,180 |
33,506 |
|
17 |
TN |
Deliverable futures contract on Transneft preferred shares |
660,189,634 |
19,477 |
|
18 |
CH |
Deliverable futures contract on Severstal ordinary shares |
645,037,674 |
15,084 |
|
19 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
545,140,179 |
18,254 |
|
20 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
168,760,785 |
10,418 |
|
21 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
158,089,825 |
13,126 |
|
22 |
UI |
Deliverable futures contract on Uralsvyazinform ordinary shares |
118,352,483 |
101,154 |
|
23 |
MR |
Cash-settled futures contract on average interest rate of the overnight credit MosPrime |
99,382,215 |
100 |
|
24 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
44,354,168 |
3,049 |
|
25 |
MT |
Deliverable futures contract on MTS ordinary shares |
23,210,013 |
915 |
|
26 |
PZ |
Deliverable futures contract on Polyus Gold ordinary shares |
12,610,212 |
897 |
|
27 |
SU |
Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
9,051,400 |
78 |
|
28 |
PD |
Cash-settled futures contract on palladium |
6,307,257 |
37 |
|
29 |
Rc |
Cash-settled futures contract on RTS Index – Consumer and Retail |
3,999,728 |
196 |
|
30 |
NK |
Deliverable futures contract on NOVATEK ordinary shares |
2,334,859 |
106 |
|
31 |
Ro |
Cash-settled futures contract on RTS Oil and Gas Index |
44,516 |
4 |
|
32 |
|
Futures contract on Urals oil |
22,747 |
1 |
|
33 |
RI |
Futures-style options on RTS Index futures contract |
117,907,719,203 |
1,335,980 |
|
34 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
5,617,834,000 |
168,249 |
|
35 |
GM |
Маржируемые опционы на фьючерсный контракт на Futures-style options on MMC NORILSK NICKEL futures contract |
3,494,347,500 |
70,770 |
|
36 |
GZ |
Futures-style options on Gazprom futures contract |
2,395,453,000 |
145,292 |
|
37 |
SR |
Futures-style options on Sberbank futures contract |
1,402,607,750 |
169,268 |
|
38 |
LK |
Futures-style options on LUKOIL futures contract |
465,938,000 |
27,494 |
|
39 |
GD |
Futures-style options on gold futures contract |
217,292,592 |
5,655 |
|
40 |
PT |
Futures-style options on platinum futures contract |
198,951,040 |
4,000 |
|
41 |
ED |
Futures-style options on EUR/USD exchange rate futures |
181,467,397 |
4,554 |
|
42 |
RN |
Futures-style options on Rosneft futures contract |
15,371,000 |
732 |
|
43 |
SV |
Futures-style options on refined silver futures contract |
14,357,447 |
238 |
|
44 |
VB |
Futures-style options on futures contract on VTB Bank ordinary shares |
8,447,500 |
948 |
|
45 |
TN |
Futures-style options on futures contract on Transneft preferred shares |
4,098,000 |
126 |
|
|
|
Total: |
2,527,367,437,959 |
53,969,094 |
Top clearing members of futures and options trading volumes: September 2010
In September 2010 the top clearing members of futures and options trading volumes are Brokercreditservice Ltd., JSC “Investment Company “ITInvest” and OTKRITIE Group.
|
Rating Position in Sept. |
Rating Position in Aug. |
RTS code |
Clearing member |
Turnover, RUB |
|
1 |
2 |
Brokercreditservice Ltd. |
829,144,815,430 | |
|
2 |
1 |
JSC “Investment Company “ITInvest” |
737,105,108,748 | |
|
3 |
3 |
OTKRITIE Group |
734,973,183,253 | |
|
4 |
4 |
ALOR Group |
374,361,388,492 | |
|
5 |
5 |
Zerich Capital Management IC OJSC |
344,663,666,964 | |
|
6 |
7 |
Investment Company FINAM CJSC |
245,656,281,187 | |
|
7 |
6 |
Troika Dialog |
228,227,004,183 | |
|
8 |
8 |
ALFA-BANK |
176,962,475,377 | |
|
9 |
9 |
KIT Finance Ltd |
174,195,835,880 | |
|
10 |
13 |
Metallinvestbank OJSCo SKB |
155,862,180,145 | |
|
11 |
10 |
Instroyinvest IMC |
148,168,109,330 | |
|
12 |
11 |
VTB 24 (JSC) |
127,040,963,659 | |
|
13 |
12 |
Solid |
110,739,575,156 | |
|
14 |
14 |
LLC "URALSIB Capital - Financial Services" |
75,457,880,295 | |
|
15 |
15 |
OLMA Investment Firm |
42,392,266,249 | |
|
16 |
30 |
Baltic Financial Agency CJSC |
40,266,247,168 | |
|
17 |
17 |
ATON LLC |
37,605,090,001 | |
|
18 |
16 |
Renaissance Broker |
34,348,722,943 | |
|
19 |
21 |
Absolut Bank (ZAO) |
34,184,966,323 | |
|
20 |
18 |
Obrazovanie CB (ZAO) |
32,804,870,907 | |
|
21 |
19 |
MAXWELL CAPITAL LLC. |
28,584,370,023 | |
|
22 |
22 |
Fora-Capital |
25,642,504,578 | |
|
23 |
20 |
AK BARS Finance |
23,955,860,979 | |
|
24 |
23 |
Octan-Broker |
21,454,989,630 | |
|
25 |
24 |
Eltra IC |
19,141,395,304 |
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