OREANDA-NEWS. November 9, 2010. For the period from October 1 – October 31, 2010 the trading volume on FORTS (Futures & Options on RTS) totaled 3,069.5 billion rubles or 65.5 million contracts, including 397.7 billion rubles during the evening trading session. At the end of September 2010 the total open interest stood at 222.1 billion rubles or 6.27 million contracts.

In October 2010 the trading volume of the cash-settled futures contract on gasoil (summer grade) reached RUB245.7 million or 14.2 thousand contracts. The trading volume of the power futures contract launched by RTS Group and OJSC Moscow Energy Exchange reached RUB295.9 million or 17.0 contracts.

 

October

September

Change

Futures contracts

 

 

 

Trading volume, mln USD

2,919,837,991,639

2,395,443,553,531

21.89%

Trading volume, contracts

63,301,063

52,035,788

21.65%

Number of trades

10,080,666

9,265,313

8.80%

Total open interest, mln USD

137,052,946,029

118,292,463,700

15.86%

Total open interest, contracts

4,764,326

4,016,982

18.60%

Options Contracts

 

 

 

Trading volume, mln USD

149,636,403,691

131,923,884,429

13.43%

Trading volume, contracts

2,173,137

1,933,306

12.41%

Number of trades

226,329

185,330

22.12%

Total open interest, mln USD

85,003,211,003

61,500,521,950

38.22%

Total open interest, contracts

1,509,184

944,906

59.72%

Total

 

 

 

Trading volume, mln USD

3,069,474,395,330

2,527,367,437,959

21.45%

Trading volume, contracts

65,474,200

53,969,094

21.32%

Number of trades

10,306,995

9,450,643

9.06%

Total open interest, mln USD

222,056,157,032

179,792,985,649

23.51%

Total open interest, contracts

6,273,510

4,961,888

26.43%

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

1,954,780,894,492

20,409,716

2

Si

Cash-settled futures contract on USD/RUB exchange rate

309,566,709,387

10,161,443

3

ED

Cash-settled futures contract on EUR/USD exchange rate

281,694,721,343

6,679,131

4

SR

Deliverable futures contract on Sberbank ordinary shares

165,486,674,591

17,259,519

5

GZ

Deliverable futures contract on Gazprom ordinary shares

59,149,188,081

3,587,064

6

GD

Cash-settled futures contract on gold

34,192,845,483

837,200

7

BR

Cash-settled Brent oil futures contract

31,511,583,575

1,244,657

8

RS

Cash-settled futures contract on RTS Standard Index

26,687,924,265

259,760

9

LK

Deliverable futures contract on LUKOIL ordinary shares

18,057,803,095

1,024,312

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

7,135,723,241

131,434

11

Eu

Cash-settled futures contract on EUR/RUB exchange rate

6,978,398,566

165,092

12

SV

Cash-settled futures contract on refined silver

6,924,172,238

96,916

13

RN

Deliverable futures contract on Rosneft ordinary shares

5,565,419,143

261,856

14

VB

Deliverable futures contract on VTB Bank ordinary shares

4,270,187,506

441,523

15

SP

Deliverable futures contract on Sberbank preferred shares

3,711,469,628

548,050

16

TN

Deliverable futures contract on Transneft preferred shares

860,793,146

23,588

17

MR

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

826,052,260

836

18

PT

Cash-settled futures contract on platinum

520,785,310

10,178

19

CH

Deliverable futures contract on Severstal ordinary shares

482,694,035

10,781

20

SN

Deliverable futures contract on Surgutneftegas ordinary shares

441,471,770

14,718

21

MT

Deliverable futures contract on MTS ordinary shares

266,321,362

10,624

22

MP

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

264,359,475

23,239

23

HY

Deliverable futures contract on RusHydro ordinary shares

227,472,686

14,164

24

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

93,150,398

77,811

25

SA

Cash-settled futures contract on raw sugar

66,479,450

3,393

26

TT

Deliverable futures contract on Tatneft ordinary shares

26,646,994

1,778

27

Ro

Cash-settled futures contract on RTS Oil and Gas Index

13,250,974

1,170

28

PZ

Deliverable futures contract on Polyus Gold ordinary shares

10,520,807

692

29

PD

Cash-settled futures contract on palladium

9,930,370

55

30

SU

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

7,999,000

65

31

NK

Deliverable futures contract on NOVATEK ordinary shares

3,507,222

152

32

Rc

Cash-settled futures contract on RTS Index – Consumer and Retail

2,588,714

136

33

UR

Futures contract on Urals oil

253,032

10

34

RI

Futures-style options on RTS Index futures contract

138,077,080,151

1,477,681

35

Si

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

3,882,990,750

115,405

36

SR

Futures-style options on Sberbank futures contract

3,198,817,000

346,475

37

GZ

Futures-style options on Gazprom futures contract

2,130,720,000

127,448

38

LK

Futures-style options on LUKOIL futures contract

1,191,368,000

69,804

39

GD

Futures-style options on gold futures contract

395,803,056

9,829

40

ED

Futures-style options on EUR/USD exchange rate futures

219,639,283

5,272

41

SV

Futures-style options on refined silver futures contract

175,022,332

3,026

42

PT

Futures-style options on platinum futures contract

144,589,374

2,700

43

VB

Futures-style options on futures contract on VTB Bank ordinary shares

144,493,500

12,874

44

BR

Futures-style options on Brent oil futures contract

52,071,245

2,051

45

GM

Futures-style options on MMC NORILSK NICKEL futures contract

21,650,000

486

46

TN

Futures-style options on futures contract on Transneft preferred shares

1,138,000

38

47

RN

Futures-style options on Rosneft futures contract

1,021,000

48

 

 

Total:

3,069,474,395,330

65,474,200

Top clearing members of futures and options trading volumes: October 2010

In October 2010 the top clearing members of futures and options trading volumes are “Investment Company “ITInvest”, JSC “Investment Company “ITInvest” and OTKRITIE Group.

Rating

Position

in October

Rating

Position

in September

RTS

code

Clearing member

Turnover, RUB

1

2

ITIN

JSC "Investment Company "ITInvest"

1,029,915,137,253

2

1

BROK

Brokercreditservice Ltd.

944,741,081,737

3

3

OPEN

OTKRITIE Brokerage house JSC

893,287,850,499

4

4

ALOR

ALOR INVEST Ltd

456,120,629,698

5

5

ZERH

Zerich Capital Management IC OJSC

408,799,925,698

6

6

FINA

Investment Company FINAM CJSC

301,773,410,785

7

7

TROY

Troika Dialog

244,178,261,810

8

8

ALFC

ALFA-BANK

236,960,261,054

9

9

CITF

KIT Finance Ltd.

209,290,585,645

10

10

MEIN

Metallinvestbank OJSCo SKB

180,534,072,658

11

12

GUTB

VTB 24 (JSC)

164,685,445,145

12

11

INSI

Instroyinvest IMC

148,772,384,767

13

13

SOLD

Solid

139,759,117,305

14

14

USIB

LLC "URALSIB Capital - Financial Services"

76,559,944,427

15

15

OLMA

OLMA Investment Firm

50,666,719,328

16

18

RENC

Renaissance Broker

48,566,940,987

17

17

ATLN

ATON LLC

46,647,621,142

18

19

ABSB

Absolut Bank (ZAO)

40,895,778,771

19

21

MCAP

MAXWELL CAPITAL LLC.

40,207,475,920

20

23

AKBF

AK BARS Finance

35,056,741,565

21

20

OBRM

Obrazovanie CB (ZAO)

33,228,141,783

22

25

ELTR

Eltra IC

32,065,934,828

23

22

FORC

Fora-Capital

27,969,564,543

24

16

BFAG

Baltic Financial Agency CJSC

27,546,795,054

25

24

OCTN

Octan-Broker

24,819,403,305

According to the Derivatives market Committee, RTS publishes several types of FORTS Clearing Members activity ratings.