OREANDA-NEWS. January 21, 2011. For the year of 2010 the total trading volume on FORTS (Futures & Options on RTS) was up 107.14% compared with 2009. From the beginning of 2010 the total trading volume on FORTS amounted to RUB29.4 trillion representing 117.0 million trades on 617.5 million contracts.

The evening session trading volume totaled RUB3,997.0 billion in 2010.

The total open interest volume of standard contracts at the end of the year reached RUB141.6 billion or 4.1 million contracts. The maximum value of open interest volume was seen on December 1 at RUB186.5 billion, average daily value of open interest volume equaled RUB86.2 billion.

The most liquid contracts of 2010 on FORTS were futures contracts on RTS Index (share of this instrument in the market turnover was 69.6% or RUB20.4trillion), followed by futures contracts on USD/RUB exchange rate with the share of 8.5% and futures contracts on EUR/USD exchange rate with the share of 5.5%. The most liquid option was options on RTS Index futures contract (share in turnover 4.1%).

Last year the trading volume in the cash-settled gasoil futures contract that was launched by RTS Group and Saint Petersburg Exchange reached RUB1,768.3 million or 101.6 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB15,072.4 million or 298.8 thousand contracts.

Comparative Table of FORTS Trading Results

2010

2009

Change, %

Futures contracts

Trading volume, rubles

27,986,178,519,005

13,660,162,394,960

104.87%

Trading volume, contracts

593,679,788

454,465,573

30.63%

Number of trades

114,932,349

73,430,814

56.52%

Total open interest, rubles

100,825,267,481

67,127,736,128

50.20%

Total open interest, contracts

3,168,722

2,221,058

42.67%

Options Contracts

Trading volume, rubles

1,364,255,114,748

509,061,025,811

167.99%

Trading volume, contracts

23,775,952

19,974,470

19.03%

Number of trades

2,026,572

858,307

136.11%

Total open interest, rubles

40,774,927,963

17,436,830,312

133.84%

Total open interest, contracts

887,624

869,424

2.09%

Total

Trading volume, rubles

29,350,433,633,753

14,169,223,420,771

107.14%

Trading volume, contracts

617,455,740

474,440,043

30.14%

Number of trades

116,958,921

74,289,121

57.44%

Total open interest, rubles

141,600,195,444

84,564,566,441

67.45%

Total open interest, contracts

4,056,346

3,090,482

31.25%

Trading Volume by Contracts

No.

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

20,422,844,976,063

224,533,601

2

Si

Cash-settled futures contract on USD/RUB exchange rate

2,491,593,047,014

81,122,195

3

ED

Cash-settled futures contract on EUR/USD exchange rate

1,608,488,227,273

39,476,420

4

SR

Deliverable futures contract on Sberbank ordinary shares

1,299,776,154,464

150,438,319

5

GZ

Deliverable futures contract on Gazprom ordinary shares

792,098,008,005

46,806,199

6

BR

Cash-settled Brent oil futures contract

272,195,415,993

11,127,254

7

RS

Cash-settled futures contract on RTS Standard Index

259,303,464,795

2,617,513

8

LK

Deliverable futures contract on LUKOIL ordinary shares

235,404,306,165

14,115,526

9

GD

Cash-settled futures contract on gold

217,887,864,644

5,562,423

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary

97,725,571,996

1,841,859

11

RN

Deliverable futures contract on Rosneft ordinary shares

57,025,934,028

2,631,783

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

52,586,153,978

1,298,081

13

SV

Cash-settled futures contract on refined silver

50,885,065,683

714,645

14

VB

Deliverable futures contract on VTB Bank ordinary shares

37,697,115,907

4,387,898

15

SP

Deliverable futures contract on Sberbank preferred shares

30,611,878,090

4,631,682

16

PT

Cash-settled futures contract on platinum

13,527,606,207

275,555

17

MR

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

9,595,465,623

9,673

18

SN

Deliverable futures contract on Surgutneftegas ordinary shares

7,212,983,187

256,219

19

TN

Deliverable futures contract on Transneft preferred shares

7,026,666,414

210,847

20

GU

Cash-settled futures contract on GBP/USD Exchange Rate

5,999,514,500

124,956

21

CH

Deliverable futures contract on Severstal ordinary shares

4,510,485,552

111,586

22

AU

Cash-settled futures contract on AUD/USD Exchange Rate

2,232,526,142

73,446

23

HY

Deliverable futures contract on RusHydro ordinary shares

2,199,077,225

136,264

24

SA

Cash-settled futures contracts on raw sugar

1,639,038,205

80,809

25

MP

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

1,501,619,825

123,375

26

MT

Deliverable futures contract on MTS ordinary shares

1,285,302,946

51,779

27

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

862,555,136

817,280

28

CU

Cash-settled futures contract on copper

521,772,905

18,912

29

TT

Deliverable futures contract on Tatneft ordinary shares

446,127,188

31,306

30

PD

Cash-settled futures contract on palladium

434,956,042

1,982

31

PZ

Deliverable futures contract on Polyus Gold ordinary shares

393,004,193

26,651

32

SU

Cash-settled futures contracts on sugar

269,847,350

2,071

33

NK

Deliverable futures contract on Novatek ordinary shares

216,942,924

7,840

34

Ro

Cash-settled futures contract on RTS Oil & Gas Index

75,435,272

7,089

35

Rk

Cash-settled futures contract on RTS Telecom Index

34,373,922

2,807

36

RT

Futures contract on Rostelecom ordinary shares

31,619,594

2,093

37

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

20,525,917

1,065

38

UR

Cash-settled futures contracts on Urals oil

17,888,640

785

39

RI

Futures-style options on RTS Index futures contract

1,196,629,292,725

13,179,587

40

GZ

Futures-style options on Gazprom futures contract

48,781,303,500

2,822,663

41

Si

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

41,647,975,000

1,280,316

42

SR

Futures-style options on Sberbank futures contract

40,740,417,250

4,879,974

43

LK

Futures-style options on LUKOIL futures contract

14,720,150,500

876,177

44

GM

Futures-style options on MMC NORILSK NICKEL futures contract

11,877,712,500

234,174

45

GD

Futures-style options on gold futures contract

3,727,600,062

98,002

46

VB

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

2,474,152,750

317,977

47

SV

Futures-style options on refined silver futures contract

1,361,213,686

21,784

48

ED

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

712,487,071

17,522

49

PT

Futures-style options on futures contract on platinum

692,885,920

13,420

50

RN

Futures-style options on futures contract on Rosneft ordinary shares

351,137,500

16,633

51

BR

Futures-style options on Brent oil futures contract

340,327,783

12,251

52

TN

Futures-style options on futures contract on Transneft preferred shares

181,829,000

4,840

53

SN

Futures-style options on futures contracts on Surgutneftegas ordinary shares

16,427,000

617

54

PZ

Futures-style options on futures contracts on OJSC "Polyus Gold"  ordinary shares

202,500

15

 

 

Total:

29,350,433,633,753

617,455,740

FORTS Leading Operators in 2010

In 2010 on FORTS JSC "Investment Company "ITInvest" was the leader of FORTS Members turnover rating (including all types of trades) followed by Brokercreditservice Ltd., OTKRITIE Brokerage house JSC, Zerich Capital Management IC OJSC and ALOR INVEST Ltd.

Rating of 2010

Rating of 2009

Code in RTS

Clearing member

Turnover, RUB

1

2

ITIN

JSC "Investment Company "ITInvest"

9,507,763,877,226

2

1

BROK

Brokercreditservice Ltd.

8,735,585,268,461

3

3

OPEN

OTKRITIE Brokerage house JSC

8,546,297,884,487

4

4

ZERH

Zerich Capital Management IC OJSC

4,673,431,715,745

5

5

ALOR

ALOR INVEST Ltd.

4,503,572,148,820

6

6

FINA

Investment Company FINAM CJSC

3,015,463,005,193

7

7

TROY

Troika Dialog

2,501,871,045,990

8

9

ALFC

ALFA-BANK

2,380,702,255,377

9

8

CITF

KIT Finance Ltd.

2,064,188,009,758

10

10

GUTB

VTB 24 (JSC)

1,557,201,580,182

11

24

INSI

Instroyinvest IMC

1,461,993,559,664

12

11

MEIN

Metallinvestbank OJSCo SKB

1,248,187,366,188

13

12

SOLD

Solid

1,154,000,907,518

14

13

USIB

LLC "URALSIB Capital - Financial Services"

1,000,814,581,996

15

19

OLMA

OLMA Investment Firm

543,228,112,976

16

20

ATLN

ATON LLC

413,331,687,403

17

17

RENC

Renaissance Broker

404,983,470,677

18

16

AKBF

AK BARS Finance

388,952,626,432

19

18

ABSB

Absolut Bank (ZAO)

329,521,052,722

20

15

ELTR

Eltra IC

288,713,474,262

21

--

OBRM

Obrazovanie CB (ZAO)

265,242,098,506

22

22

FORC

Fora-Capital

257,496,729,608

23

21

OCTN

Octan-Broker

230,600,137,602

24

--

MCAP

MAXWELL CAPITAL LLC.

224,094,482,977

25

23

ZENT

Bank ZENIT OJSC

185,267,290,904

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.