OREANDA-NEWS. December 6, 2010. For the period from November 1 – November 30, 2010 the trading volume on FORTS (Futures & Options on RTS) totaled 3,409.6 billion rubles or 68.6 million contracts, including 453.9 billion rubles during the evening trading session. At the end of November 2010 the total open interest stood at 291.3 billion rubles or 7.4 million contracts.

In November 2010 the trading volume of the cash-settled futures contract on gasoil (summer grade) reached RUB244.7 million or 13.0 thousand contracts. The trading volume of the power futures contract launched by RTS Group and OJSC Moscow Energy Exchange reached RUB331.9 million or 14.5 contracts

 

November

October

Change

Futures contracts

 

 

 

Trading volume, mln USD

3,198,279,261,145

2,919,837,991,639

9.54%

Trading volume, contracts

65,703,153

63,301,063

3.79%

Number of trades

10,313,547

10,080,666

2.31%

Total open interest, mln USD

176,772,983,079

137,052,946,029

28.98%

Total open interest, contracts

5,266,908

4,764,326

10.55%

Options Contracts

 

 

 

Trading volume, mln USD

211,347,075,232

149,636,403,691

41.24%

Trading volume, contracts

2,885,190

2,173,137

32.77%

Number of trades

286,550

226,329

26.61%

Total open interest, mln USD

114,537,311,605

85,003,211,003

34.74%

Total open interest, contracts

2,161,398

1,509,184

43.22%

Total

 

 

 

Trading volume, mln USD

3,409,626,336,377

3,069,474,395,330

11.08%

Trading volume, contracts

68,588,343

65,474,200

4.76%

Number of trades

10,600,097

10,306,995

2.84%

Total open interest, mln USD

291,310,294,684

222,056,157,032

31.19%

Total open interest, contracts

7,428,306

6,273,510

18.41%

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

2,105,777,599,636

21,153,938

2

Si

Cash-settled futures contract on USD/RUB exchange rate

355,190,802,666

11,414,574

3

ED

Cash-settled futures contract on EUR/USD exchange rate

335,732,770,617

7,947,270

4

SR

Deliverable futures contract on Sberbank ordinary shares

160,510,141,787

16,015,467

5

GZ

Deliverable futures contract on Gazprom ordinary shares

62,021,684,000

3,601,122

6

RS

Cash-settled futures contract on RTS Standard Index

44,418,958,575

419,842

7

GD

Cash-settled futures contract on gold

38,661,685,822

907,226

8

BR

Cash-settled Brent oil futures contract

26,335,648,471

988,645

9

LK

Deliverable futures contract on LUKOIL ordinary shares

18,362,159,613

1,054,782

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

12,781,760,876

216,739

11

SV

Cash-settled futures contract on refined silver

12,549,105,624

150,757

12

VB

Deliverable futures contract on VTB Bank ordinary shares

5,411,222,099

521,401

13

SP

Deliverable futures contract on Sberbank preferred shares

5,170,430,035

730,813

14

Eu

Cash-settled futures contract on EUR/RUB exchange rate

4,918,414,624

115,999

15

RN

Deliverable futures contract on Rosneft ordinary shares

4,413,830,743

205,335

16

PT

Cash-settled futures contract on platinum

1,119,450,101

21,259

17

SA

Cash-settled futures contract on raw sugar

865,795,312

44,025

18

MR

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

697,075,434

700

19

CH

Deliverable futures contract on Severstal ordinary shares

688,602,619

15,479

20

TN

Deliverable futures contract on Transneft preferred shares

673,834,885

17,298

21

SN

Deliverable futures contract on Surgutneftegas ordinary shares

490,526,162

16,343

22

MP

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

449,152,475

38,978

23

MT

Deliverable futures contract on MTS ordinary shares

300,040,476

11,663

24

HY

Deliverable futures contract on RusHydro ordinary shares

255,844,632

15,955

25

PD

Cash-settled futures contract on palladium

164,926,790

768

26

CU

Cash-settled futures contract on copper

132,471,355

5,075

27

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

84,002,062

64,614

28

TT

Deliverable futures contract on Tatneft ordinary shares

50,258,662

3,366

29

Ro

Cash-settled futures contract on RTS Oil and Gas Index

23,956,056

2,384

30

NK

Deliverable futures contract on NOVATEK ordinary shares

9,973,534

378

31

Rk

Cash-settled futures contract on RTS Telecom Index

6,081,790

508

32

PZ

Deliverable futures contract on Polyus Gold ordinary shares

5,838,022

348

33

SU

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

3,257,150

22

34

Rc

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

1,958,439

80

35

RI

Futures-style options on RTS Index futures contract

196,886,853,372

2,026,632

36

SR

Futures-style options on Sberbank futures contract

4,839,613,750

505,567

37

Si

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

4,663,666,750

137,217

38

GZ

Futures-style options on Gazprom futures contract

2,506,255,000

143,923

39

GD

Futures-style options on gold futures contract

536,509,714

12,642

40

LK

Futures-style options on LUKOIL futures contract

507,778,500

28,437

41

GM

Futures-style options on MMC NORILSK NICKEL futures contract

352,897,500

6,007

42

PT

Futures-style options on platinum futures contract

348,411,042

6,700

43

SV

Futures-style options on refined silver futures contract

267,136,686

3,160

44

BR

Futures-style options on Brent oil futures contract

222,322,162

7,876

45

ED

Futures-style options on EUR/USD exchange rate futures

154,465,506

3,687

46

RN

Futures-style options on Rosneft futures contract

25,770,500

1,147

47

VB

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

19,002,750

1,736

48

TN

Futures-style options on futures contract on Transneft preferred shares

15,547,000

431

49

SN

Futures-style options on futures contract on Surgutneftegas ordinary shares

845,000

28

 

 

Total:

3,409,626,336,377

68,588,343

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

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

The month’s rating: November

The month’s rating: October

RTS code

Clearing member

Turnover, RUB

1

1

ITIN

JSC "Investment Company "ITInvest"

1,139,521,263,542

2

3

OPEN

OTKRITIE Group

1,109,897,196,071

3

2

BROK

Brokercreditservice Ltd.

1,039,712,081,250

4

5

ZERH

Zerich Capital Management IC OJSC

446,768,696,930

5

4

ALOR

ALOR INVEST Ltd

414,390,097,545

6

6

FINA

Investment Company FINAM CJSC

324,048,380,713

7

9

CITF

KIT Finance Ltd.

273,041,909,615

8

7

TROY

Troika Dialog

270,439,166,992

9

8

ALFC

ALFA-BANK

255,325,031,267

10

10

MEIN

Metallinvestbank OJSCo SKB

200,904,066,058

11

11

GUTB

VTB 24 (JSC)

170,189,225,844

12

13

SOLD

Solid

149,752,657,477

13

12

INSI

Instroyinvest IMC

125,804,271,862

14

14

USIB

LLC "URALSIB Capital - Financial Services"

90,303,279,816

15

15

OLMA

OLMA Investment Firm

73,506,792,963

16

17

ATLN

ATON LLC

57,335,555,603

17

18

ABSB

Absolut Bank (ZAO)

54,500,769,137

18

19

MCAP

MAXWELL CAPITAL LLC.

49,518,387,415

19

16

RENC

Renaissance Broker

38,457,051,121

20

21

OBRM

Obrazovanie CB (ZAO)

36,141,817,373

21

22

ELTR

Eltra IC

33,778,959,183

22

20

AKBF

AK BARS Finance

33,765,609,783

23

23

FORC

Fora-Capital

30,688,716,069

24

25

OCTN

Octan-Broker

22,194,127,541

25

39

CSFB

CJSC "BANK CREDIT SUISSE (MOSCOW)"

21,578,507,638

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

All ratings are available at the page Members Ratings.