RTS Released FORTS Trading Results: October 2011
OREANDA-NEWS. November 7, 2011. For the period from October 1 - October 31, 2011 the trading volume on FORTS (Futures & Options on RTS) totaled 5,073.70 billion rubles or 111.78 million contracts, including 726.42 billion rubles during the evening trading session. At the end of October 2011 the total open interest stood at 301.79 billion rubles or 7.55 million contracts.
In October 2011 the trading volume in futures contract on oil products and agricultural products that were launched by RTS Group and Saint Petersburg Exchange reached RUB554.10 million or 37.36 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB2,631.17 million or 53.57 thousand contracts.
|
October 2011 |
September 2011 |
Change |
Futures contracts |
|
|
|
Trading volume, mln USD |
4,869,149,994,261 |
5,251,962,653,270 |
-7.29% |
Trading volume, contracts |
108,776,785 |
111,220,573 |
-2.20% |
Number of trades |
24,034,203 |
22,690,835 |
5.92% |
Total open interest, mln USD |
212,143,381,432 |
161,068,426,167 |
31.71% |
Total open interest, contracts |
5,760,274 |
4,871,000 |
18.26% |
Options Contracts |
|
|
|
Trading volume, mln USD |
204,552,599,670 |
274,589,792,681 |
-25.51% |
Trading volume, contracts |
3,004,970 |
3,646,682 |
-17.60% |
Number of trades |
337,126 |
383,683 |
-12.13% |
Total open interest, mln USD |
89,645,515,509 |
79,249,206,062 |
13.12% |
Total open interest, contracts |
1,788,736 |
1,241,582 |
44.07% |
Total |
|
|
|
Trading volume, mln USD |
5,073,702,593,931 |
5,526,552,445,951 |
-8.19% |
Trading volume, contracts |
111,781,755 |
114,867,255 |
-2.69% |
Number of trades |
24,371,329 |
23,074,518 |
5.62% |
Total open interest, mln USD |
301,788,896,941 |
240,317,632,230 |
25.58% |
Total open interest, contracts |
7,549,010 |
6,112,582 |
23.50% |
No |
Code |
Contract |
Turnover | |
RUB |
Contracts | |||
1 |
RI |
Cash-settled futures contract on RTS Index |
3,390,400,119,987 |
38,847,308 |
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
735,420,941,005 |
23,249,154 |
3 |
SR |
Deliverable futures on Sberbank ordinary shares |
206,609,627,435 |
27,089,637 |
4 |
ED |
Cash-settled futures on EUR/USD Exchange Rate |
131,126,292,668 |
3,059,017 |
5 |
GZ |
Deliverable futures on Gazprom ordinary shares |
118,424,697,458 |
7,241,035 |
6 |
GD |
Cash-settled futures contract on gold |
66,462,758,863 |
1,270,855 |
7 |
MX |
Cash-settled futures contract on MICEX Standard Index |
51,919,153,820 |
376,922 |
8 |
LK |
Deliverable futures on LUKoil ordinary shares |
41,157,653,866 |
2,436,480 |
9 |
BR |
Cash-settled Brent oil futures contract |
34,511,796,645 |
1,019,426 |
10 |
GM |
Deliverable futures on Norilsk Nickel ordinary shares |
17,019,921,907 |
271,363 |
11 |
SV |
Cash-settled futures contract on refined silver |
16,672,045,526 |
166,821 |
12 |
RS |
Cash-settled futures contract on RTS Standard Index |
13,308,858,675 |
138,669 |
13 |
O4 |
Deliverable futures contract on 4-year |
10,667,392,743 |
1,055,829 |
14 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
9,736,255,629 |
489,718 |
15 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
6,289,211,636 |
932,408 |
16 |
O2 |
Deliverable futures contract on 2-year |
4,204,607,401 |
425,800 |
|
|
Cash-settled futures contract on GBP/USD |
|
|
17 |
GU |
Exchange Rate |
2,848,026,240 |
57,683 |
|
|
Cash-settled futures contract on EUR/RUB |
|
|
18 |
Eu |
exchange rate |
2,832,208,638 |
65,374 |
|
|
Cash-settled futures contract on AUD/USD |
|
|
19 |
AU |
Exchange Rate |
2,648,597,755 |
84,208 |
|
|
Deliverable futures contract on Sberbank preferred |
|
|
20 |
SP |
shares |
1,561,769,447 |
273,718 |
|
|
Deliverable futures contract on MTS ordinary |
|
|
21 |
MT |
shares |
1,071,482,136 |
58,563 |
22 |
PT |
Cash-settled futures contract on platinum |
598,273,476 |
12,387 |
23 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
564,833,916 |
21,916 |
|
|
Deliverable futures contract on Transneft preferred |
|
|
24 |
TN |
shares |
526,300,543 |
15,509 |
25 |
SA |
Cash-settled futures contracts on raw sugar |
497,431,497 |
26,561 |
26 |
|
Futures on Uralkali ordinary shares |
481,681,886 |
21,037 |
|
|
Deliverable futures contract on Severstal ordinary |
|
|
27 |
CH |
shares |
475,294,906 |
13,953 |
28 |
CU |
Cash-settled futures contract on copper |
262,695,640 |
11,564 |
29 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
205,450,302 |
18,549 |
30 |
PD |
Cash-settled futures contract on palladium |
177,828,401 |
932 |
|
|
Cash-settled futures contract on average rate of |
|
|
31 |
MP |
the three month MosPrime credit |
126,961,050 |
7,246 |
|
|
Deliverable futures contract on NOVATEK ordinary |
|
|
32 |
NK |
shares |
97,301,644 |
2,578 |
|
|
Deliverable futures contract on Tatneft ordinary |
|
|
33 |
TT |
shares |
86,062,192 |
6,390 |
|
|
Cash-settled futures contract on the Russian |
|
|
34 |
VX |
Volatility Index |
52,773,109 |
1,550 |
|
|
Cash-settled futures contract on RTS Oil & Gas |
|
|
35 |
Ro |
Index |
34,401,316 |
3,267 |
36 |
SG |
Deliverable futures contract on Surgutneftegas preferred shares |
33,477,644 |
2,365 |
|
|
Deliverable futures contract on ordinary shares of |
|
|
37 |
FS |
FGC UES |
16,937,400 |
644 |
|
|
Cash-settled futures contract on average interest |
|
|
38 |
MR |
rate of the overnight credit MosPrime |
12,927,994 |
13 |
|
|
Cash-settled futures contract on RTS Consumer |
|
|
39 |
Rc |
and Retail Index |
5,908,281 |
335 |
40 |
|
Futures on Urals oil |
33,582 |
1 |
41 |
RI |
Futures-style options on RTS Index futures contract |
189,995,716,363 |
2,187,566 |
42 |
GZ |
Futures-style options on Gazprom futures contract |
6,419,174,500 |
363,759 |
43 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
3,920,058,000 |
125,013 |
44 |
SR |
Futures-style options on Sberbank futures contract |
1,893,760,000 |
244,003 |
45 |
RN |
Futures-style options on futures on Rosneft ordinary shares |
631,245,000 |
30,060 |
46 |
LK |
Futures-style options on LUKOIL futures contract |
558,739,500 |
29,132 |
|
|
Futures-style options on MMC NORILSK NICKEL |
|
|
47 |
GM |
futures contract |
420,282,500 |
7,405 |
48 |
GD |
Futures-style options on gold futures contract |
282,934,674 |
5,691 |
|
|
Futures-style options on refined silver futures |
|
|
49 |
SV |
contract |
162,220,281 |
1,563 |
50 |
PT |
Futures-style options on futures on platinum |
129,403,159 |
2,253 |
51 |
VB |
Futures-style options on futures contract on JSC VTB Bank ordinary shares |
54,871,500 |
6,666 |
52 |
BR |
Futures-style options on Brent oil future |
39,947,644 |
1,169 |
|
|
Futures-style options on MICEX Index futures |
|
|
53 |
MX |
contract |
21,375,000 |
135 |
54 |
ED |
Futures-style options on EUR/USD futures contract |
20,194,549 |
474 |
55 |
TN |
Futures-style options on futures on Transneft preferred shares |
2,645,000 |
80 |
56 |
SN |
Futures-style options on futures on Surgutneftegas ordinary shares |
32,000 |
1 |
|
|
Total: |
5,073,702,593,931 |
111,781,755 |
Top clearing members of futures and options trading volumes: October 2011
In October 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: October 2011 |
The month's rating: September 2011 |
RTS code |
Clearing member |
Turnover, RUB |
1 |
1 |
OPEN |
OTKRITIE Group |
2,889,890,417,828 |
2 |
3 |
BROKN |
Brokercreditservice Ltd. |
1,230,440,661,621 |
3 |
2 |
ITINM |
JSC "Investment Company "ITInvest" |
1,178,805,888,098 |
4 |
4 |
ZERHM |
Zerich Capital Management IC OJSC |
951,812,334,414 |
5 |
5 |
FINAM |
Investment Company FINAM CJSC |
457,700,504,805 |
6 |
6 |
ALOR |
ALOR INVEST Ltd |
428,663,665,266 |
7 |
9 |
INSIN |
Instroyinvest IMC |
324,169,752,332 |
8 |
8 |
ALFCM |
ALFA-BANK |
298,067,983,520 |
9 |
7 |
TROYM |
Troika Dialog |
276,745,141,851 |
10 |
11 |
GUTBM |
VTB 24 (JSC) |
212,201,898,045 |
11 |
10 |
CITFS |
KIT Finance Ltd. |
202,504,082,391 |
12 |
14 |
USIBM |
LLC "URALSIB Capital - Financial Services" |
163,416,650,924 |
13 |
12 |
SOLDM |
Solid |
154,567,295,708 |
14 |
13 |
MEINM |
Metallinvestbank OJSCo SKB |
103,422,114,610 |
15 |
18 |
RICFM |
RIC-Finance |
86,652,898,005 |
16 |
16 |
RENCM |
Renaissance Broker |
84,839,484,340 |
17 |
19 |
OLMAM |
OLMA Investment Firm |
84,442,967,097 |
18 |
17 |
ATLNM |
ATON LLC |
75,988,215,674 |
19 |
15 |
CSFBM |
CJSC "BANK CREDIT SUISSE ( |
61,024,173,826 |
20 |
21 |
FORCM |
Fora-Capital |
48,158,111,902 |
21 |
36 |
VTBRM |
JSC VTB Bank |
43,620,952,479 |
22 |
23 |
ELTRS |
Eltra IC |
43,380,703,814 |
23 |
20 |
RENOM |
Renaissance Online Limited |
42,456,582,668 |
24 |
25 |
AKBFM |
AK BARS Finance |
40,063,358,357 |
25 |
22 |
MRGNM |
OOO Morgan Stanley Bank |
39,833,224,765 |
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