OREANDA-NEWS. August 5, 2011. For the period from July 1 - July 31, 2011, trading volume on FORTS (Futures & Options on RTS) totaled 4,314.16 billion rubles or 74.62 million contracts, including 524.96 billion rubles during the evening trading session. At the end of July 2011, the total open interest stood at 363.87 billion rubles or 7.93 million contracts.

In July 2011, trading volume of the cash-settled futures contract on oil products and agricultural products launched jointly between RTS Group and Saint Petersburg Exchange reached a value of RUB837.28 million or 67.32 thousand contracts. The trading volume of the power futures contract launched by RTS Group and OJSC Moscow Energy Exchange reached RUB1,016.96 million or 21.78 thousand contracts.

 

July

June

Change

Futures contracts

 

 

 

Trading volume, mln USD

139,227

161,095

-13.57%

Trading volume, contracts

70,007,443

82,141,498

-14.77%

Number of trades

13,504,965

15,814,487

-14.60%

Total open interest, mln USD

7,482

6,744

10.94%

Total open interest, contracts

5,892,358

5,052,590

16.62%

Options contracts

 

 

 

Trading volume, mln USD

15,189

15,039

0.99%

Trading volume, contracts

4,614,161

4,719,445

-2.23%

Number of trades

356,586

413,243

-13.71%

Total open interest, mln USD

5,707

4,765

19.77%

Total open interest, contracts

2,033,628

1,559,456

30.41%

Total

 

 

 

Trading volume, mln USD

154,415

176,134

-12.33%

Trading volume, contracts

74,621,604

86,860,943

-14.09%

Number of trades

13,861,551

16,227,730

-14.58%

Total open interest, mln USD

13,188

11,509

14.59%

Total open interest, contracts

7,925,986

6,612,046

19.87%

 

N°

Code

Contract

Turnover

USD

contracts

1

RI

RTS Index Futures

101,053,662,919

26,094,224

2

Si

Futures on USD/RUB Exchange Rate

12,795,581,483

12,716,097

3

ED

Futures on EUR/USD Exchange Rate

7,944,030,667

5,584,742

4

SR

Futures on Sberbank ordinary shares

4,772,512,483

12,831,915

5

GZ

Futures on Gazprom ordinary shares

3,795,308,105

5,211,318

6

BR

Futures on Brent oil

2,265,444,017

1,948,439

7

SV

Futures on Silver

1,965,849,491

509,981

8

GD

Gold futures

1,506,126,500

953,494

9

LK

Futures on LUKoil ordinary shares

943,907,691

1,434,290

10

GM

Futures on Norilsk Nickel ordinary shares

397,305,069

147,527

11

RS

RTS Standard Index Futures

337,451,237

81,079

12

VB

Futures on VTB BANK ordinary shares

300,920,248

988 366

13

RN

Futures on Rosneft ordinary shares

271,846,505

319,258

14

AU

Futures on AUD/USD Exchange Rate

231,152,355

218,055

15

GU

Futures on GBP/USD Exchange Rate

170,519,095

106,125

16

Eu

Futures on EUR/RUB Exchange Rate

127,877,510

88,847

17

04

Delivery futures contract on 4-year Russian Federation government bonds

102,718,685

274,902

18

SP

Futures on Sberbank preferred shares

79,780,353

273,366

19

SA

Sugar futures

28,827,895

43,828

20

02

Delivery futures contract on 2-year Russian Federation government bonds

28,318,199

75,948

21

PT

Futures on Platinum

23,169,356

13,121

22

SN

Futures on Surgutneftegas ordinary shares

21,258,161

21,067

23

UK

Futures on OJSC "Uralkali" ordinary shares

11,426 685

12,343

24

HY

Futures on RusHydro ordinary shares

10,448,211

21,316

25

TN

Futures on Transneft preferred shares

9,762,641

6,375

26

CU

Futures on Copper

5,496,174

5,651

27

CH

Futures on Severstal ordinary shares

5,114,421

2,774

28

NK

Futures on Novatek ordinary shares

5,017,941

3,567

29

TT

Futures on Tatneft ordinary shares

3,877,617

5,736

30

PD

Futures on Palladium

3,413,535

423

31

VX

Russian Volatility Index Futures

2,611,839

5,355

32

MT

Futures on MTS ordinary shares

1,854,862

2,150

33

SG

Futures on Surgutneftegas preferred shares

1,532,450

2,934

34

FS

Futures on "FGC UES" ordinary shares

809,489

578

35

Ro

Futures on RTS Oil and Gas Index

595,229

1,318

36

MR

Futures on Average Interest Rate of the Overnight Credit MosPrime

352,132

10

37

MP

Futures on Three-month MosPRIME rate

221,199

514

38

Rc

Futures on RTS Consumer and Retail Index

211,657

242

39

UR

Futures on Urals oil

194,785

168

40

Rl

Futures-style option on RTS Index futures contract

14,751,581,874

3,870,813

41

SR

Futures-style option on futures on Sberbank ordinary shares

165,146,484

457,140

42

GZ

Futures-style option on futures on Gazprom ordinary shares

140,545,927

187,347

43

Si

Futures-style option on USD/RUB Exchange Rate Futures

36,564,331

35,300

44

GM

Futures-style option on futures on Norilsk Nickel ordinary shares

36,106,944

13,236

45

SV

Futures-style option on Silver futures

17,816,133

4,791

46

GD

Futures-style option on Gold futures

16,671,282

10,493

47

LK

Futures-style option on futures on LUKoil ordinary shares

11,831,935

18,164

48

BR

Futures-style option on Brent oil futures

4,238,840

3,683

49

VB

Futures-style option on futures on VTB BANK ordinary shares

2,830,550

9,128

50

TN

Futures-style option on Transneft futures contract

2,137,628

1,412

51

ED

Futures-style option on EUR/USD Exchange Rate Futures

1,599,667

1,120

52

RN

Futures-style option on futures on Rosneft ordinary shares

1,182,727

1,366

53

PT

Futures-style option on futures on Platinum

236,153

138

54

SN

Futures-style option on futures on Surgutneftegas ordinary shares

34,406

30

 

 

Total:

154,415,033,772

74,621,604

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

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

The month's rating: July 2011

The month's rating: June 2011

RTS code

Clearing member

Turnover, RUB

1

1

OPEN

OTKRITIE Group

2,276,351,553,395

2

3

BROK

Brokercreditservice Ltd.

1,130,145,953,636

3

2

ITIN

JSC "Investment Company "ITInvest"

1,041,597,775,441

4

4

ZERH

Zerich Capital Management IC OJSC

691,766,963,299

5

5

FINA

Investment Company FINAM CJSC

491,927,846,318

6

6

ALOR

ALOR INVEST Ltd

405,014,829,124

7

7

ALFC

ALFA-BANK

288,752,594,780

8

8

TROY

Troika Dialog

257,116,228,106

9

11

CITF

KIT Finance Ltd.

220,788,810,430

10

9

INSI

Instroyinvest IMC

214,323,523,068

11

10

GUTB

VTB 24 (JSC)

208,849,805,372

12

13

SOLD

Solid

163,264,901,105

13

12

USIB

LLC "URALSIB Capital - Financial Services"

141,403,477,885

14

14

MEIN

Metallinvestbank OJSCo SKB

137,041,973,705

15

16

ATLN

ATON LLC

67,013,959,970

16

25

AKBF

AK BARS Finance

59,679,302,898

17

17

RENC

Renaissance Broker

50,025,221,364

18

21

RENO

Renaissance Online Limited

49,744,614,280

19

23

FORC

Fora-Capital

48,807,567,907

20

19

OLMA

OLMA Investment Firm

46,662,668,021

21

27

NMOS

NOMOS-BANK (OJSC)

41,131,469,104

22

15

RICF

RIC-Finance

39,111,270,051

23

20

CSFB

CJSC "BANK CREDIT SUISSE

35,531,588,175

 

 

 

(MOSCOW)"

 

24

22

ELTR

Eltra IC

33,623,019,671

25

32

NORD

Nord-Capital, LLC

29,381,544,410

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.