OREANDA-NEWS. June 6, 2011. For the period from May 1 – May 31, 2011 the trading volume on FORTS (Futures & Options on RTS) totaled 4,838.61 billion rubles or 88.51 million contracts, including 666.86 billion rubles during the evening trading session. At the end of May 2011 the total open interest stood at 405.01 billion rubles or 9.75 million contracts.

In May 2011 the trading volume of the cash-settled futures contract on gasoil (summer grade) launched within the framework of the joint project between RTS Group and Saint Petersburg Exchange reached RUB374.32 million or 15.68 thousand contracts and the trading volume of the futures contract on wheat amounted to RUB547.48 million or 69.09 thousand contracts. The trading volume of the power futures contract launched by RTS Group and OJSC Moscow Energy Exchange reached RUB290.90 million or 9.80 contracts.

 

May

April

Change

Futures contracts

 

 

 

Trading volume, mln USD

157,103

136,842

14.81%

Trading volume, contracts

83,105,456

67,849,438

22.49%

Number of trades

16,473,829

13,620,848

20.95%

Total open interest, mln USD

7,843

7,369

6.43%

Total open interest, contracts

6,597,096

5,876,520

12.26%

Options contracts

 

 

 

Trading volume, mln USD

16,494

13,620

21.10%

Trading volume, contracts

5,406,098

3,830,104

41.15%

Number of trades

430,467

367,803

17.04%

Total open interest, mln USD

6,585

4,921

33.81%

Total open interest, contracts

3,154,566

2,064,692

52.79%

Total

 

 

 

Trading volume, mln USD

173,597

150,462

15.38%

Trading volume, contracts

88,511,554

71,679,542

23.48%

Number of trades

16,904,296

13,988,651

20.84%

Total open interest, mln USD

14,429

12,290

17.40%

Total open interest, contracts

9,751,662

7,941,212

22.80%

 

No

Code

Contract

Turnover

USD

contracts

1

RI

RTS Index Futures

112,313,256,132

30,271,936

2

Si

Futures on USD/RUB Exchange Rate

16,952,973,112

16,853,469

3

GZ

Futures on Gazprom ordinary shares

6,047,000,141

8,255,503

4

ED

Futures on EUR/USD Exchange Rate

5,833,182,408

4,060,256

5

SR

Futures on Sberbank ordinary shares

5,071,134,108

14,570,136

6

BR

Futures on Brent oil

3,001,211,163

2,640,110

7

SV

Futures on Silver

2,837,284,334

762,049

8

GD

Gold futures

1,590,953,612

1,050,036

9

LK

Futures on LUKoil ordinary shares

1,152,806,451

1,827,117

10

GM

Futures on Norilsk Nickel ordinary shares

519,137,571

203,117

11

RN

Futures on Rosneft ordinary shares

339,107,531

407,185

12

RS

RTS Standard Index Futures

311,659,185

78,183

13

VB

Futures on VTB BANK ordinary shares

275,327,438

907,403

14

GU

Futures on GBP/USD Exchange Rate

246,385,846

150,777

15

AU

Futures on AUD/USD Exchange Rate

127,289,106

119,486

16

Eu

Futures on EUR/RUB Exchange Rate

95,371,553

66,383

17

O4

Delivery futures contract on 4-year’s Federal bonds issued by the Russian Federation

84,096,863

225,239

18

SP

Futures on Sberbank preferred shares

81,590,850

341,660

19

SN

Futures on Surgutneftegas ordinary shares

38,645,721

40,189

20

O2

Delivery futures contract on 2-year Federal loan bonds

36,155,575

98,257

21

PT

Futures on Platinum

25,609,999

14,225

22

CH

Futures on Severstal ordinary shares

21,797,524

12,789

23

HY

Futures on RusHydro ordinary shares

18,625,909

38,350

24

TN

Futures on Transneft preferred shares

17,149,350

12,421

25

SA

Sugar futures

15,769,315

31,726

26

UK

Futures on OJSC "Uralkali" ordinary shares

12,824,033

16,551

27

MP

Futures on Three-month MosPRIME rate

12,451,300

27,353

28

PD

Futures on Palladium

5,907,027

806

29

CU

Futures on Copper

5,814,556

6,490

30

TT

Futures on Tatneft ordinary shares

4,537,002

7,901

31

MT

Futures on MTS ordinary shares

3,039,427

3,539

32

NK

Futures on Novatek ordinary shares

1,965,218

1,550

33

MR

Futures on Average Interest Rate of the Overnight Credit MosPrime

1,765,814

50

34

SG

Futures on Surgutneftegas preferred shares

1,315,685

2,724

35

FS

Futures on "FGC UES" ordinary shares

199,705

166

36

Ro

Futures on RTS Oil and Gas Index

140,832

324

37

RI

Futures-style option on RTS Index futures contract

15,693,395,201

4,168,084

38

GZ

Futures-style option on futures on Gazprom ordinary shares

412,399,853

562,395

39

SR

Futures-style option on futures on Sberbank ordinary shares

164,095,960

469,529

40

Si

Futures-style option on USD/RUB Exchange Rate Futures

68,889,700

67,903

41

LK

Futures-style option on futures on LUKoil ordinary shares

55,596,334

84,431

42

GM

Futures-style option on futures on Norilsk Nickel ordinary shares

50,407,909

19,665

43

GD

Futures-style option on Gold futures

17,784,235

11,768

44

SV

Futures-style option on Silver futures

13,211,414

3,405

45

RN

Futures-style option on futures on Rosneft ordinary shares

11,212,282

12,372

46

BR

Futures-style option on Brent oil futures

4,234,126

3,649

47

ED

Futures-style option on EUR/USD Exchange Rate Futures

1,303,965

923

48

TN

Futures-style option on Transneft futures contract

638,052

466

49

VB

Futures-style option on futures on VTB BANK ordinary shares

480,982

1,323

50

SN

Futures-style option on futures on Surgutneftegas ordinary shares

135,842

141

51

PT

Futures-style option on futures on Platinum

79,692

44

 

 

Total:

173,597,346,946

88,511,554

Top clearing members of futures and options trading volumes: May 2011

In May 2011 the top clearing members of futures and options trading volumes are OTKRITIE Group, JSC "Investment Company "ITInvest" and Brokercreditservice Ltd. 

The month’s rating:

May 2011

The month’s rating:

April 2011

RTS code

Clearing member

Turnover, RUB

1

1

OPEN

OTKRITIE Group

2,342,143,709,583

2

3

ITIN

JSC "Investment Company "ITInvest"

1,318,891,857,033

3

2

BROK

Brokercreditservice Ltd.

1,260,203,653,092

4

4

ZERH

Zerich Capital Management IC OJSC

807,431,774,136

5

5

ALOR

ALOR INVEST Ltd

587,259,217,387

6

6

FINA

Investment Company FINAM CJSC

433,732,979,516

7

7

ALFC

ALFA-BANK

363,018,086,597

8

8

TROY

Troika Dialog

260,974,119,467

9

9

GUTB

VTB 24 (JSC)

231,524,833,499

10

10

INSI

Instroyinvest IMC

206,987,841,946

11

11

CITF

KIT Finance Ltd.

196,091,059,848

12

12

SOLD

Solid

177,000,000,137

13

13

USIB

LLC "URALSIB Capital - Financial Services"

156,003,788,621

14

14

OLMA

OLMA Investment Firm

132,360,082,440

15

16

RICF

RIC-Finance

123,310,926,424

16

15

MEIN

Metallinvestbank OJSCo SKB

102,905,900,419

17

32

MCAP

MAXWELL CAPITAL LLC.

78,474,043,947

18

18

ATLN

ATON LLC

73,407,204,689

19

19

RENC

Renaissance Broker

57,809,890,005

20

17

AKBF

AK BARS Finance

53,411,628,809

21

20

BSPB

Saint-Peterburg Bank PLC

48,753,604,165

22

24

ELTR

Eltra IC

43,809,294,832

23

21

FORC

Fora-Capital

34,792,068,225

24

22

NMOS

NOMOS-BANK (OJSC)

31,200,542,988

25

35

RENO

Renaissance Online Limited

26,584,463,170

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.