OREANDA-NEWS. December 8, 2011. For the period from November 1 - November 30, 2011, trading volume on FORTS (Futures & Options on RTS) totaled 5,342.23 billion rubles or 108.72 million contracts, including 767.86 billion rubles during the evening trading session. At the end of November 2011, the total open interest stood at 333.63 billion rubles in value or 8.37 million contracts.

In November 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 RUB361.46 million or 20.94 thousand contracts. The trading volume of the power futures contract launched by RTS Group and OJSC Moscow Energy Exchange reached RUB11,841.57 million or 199.80 thousand contracts.

 

November

October

Change

Futures contracts

 

 

 

Trading volume, USD

5,082,434,940,570

4,869,149,994,261

4.38%

Trading volume, contracts

105,331,888

108,776,785

-3.17%

Number of trades

23,604,167

24,034,203

-1.79%

Total open interest, USD

219,501,874,431

212,143,381,432

3.47%

Total open interest, contracts

6,225,356

5,760,274

8.07%

Options contracts

 

 

 

Trading volume, USD

259,794,469,003

204,552,599,670

27.01%

Trading volume, contracts

3,389,424

3,004,970

12.79%

Number of trades

317,369

337,126

-5.86%

Total open interest, USD

114,131,757,838

89,645,515,509

27.31%

Total open interest, contracts

2,145,592

1,788,736

19.95%

Total

 

 

 

Trading volume, USD

5,342,229,409,573

5,073,702,593,931

5.29%

Trading volume, contracts

108,721,312

111,781,755

-2.74%

Number of trades

23,921,536

24,371,329

-1.85%

Total open interest, USD

333,633,632,269

301,788,896,941

10.55%

Total open interest, contracts

8,370,948

7,549,010

10.89%

 

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

3,770,758,707,965

41,151,097

2

Si

Cash-settled futures contract on USD/RUB exchange rate

680,820,938,518

21,974,026

3

SR

Deliverable futures on Sberbank ordinary shares

200,088,592,979

25,003,111

4

GZ

Deliverable futures on Gazprom ordinary shares

128,137,186,140

7,173,620

5

ED

Cash-settled futures on EUR/USD Exchange Rate

99,706,171,834

2,382,388

6

LK

Deliverable futures on LUKoil ordinary shares

38,641,941,137

2,226,665

7

GD

Cash-settled futures contract on gold

35,920,945,802

669,316

8

BR

Cash-settled Brent oil futures contract

25,021,236,138

733,591

9

MX

Cash-settled futures contract on MICEX Standard Index

21,995,092,885

150,526

10

GM

Deliverable futures on Norilsk Nickel ordinary shares

14,929,629,495

273,582

11

SV

Cash-settled futures contract on refined silver

13,272,672,569

129,980

12

RS

Cash-settled futures contract on RTS Standard Index

11,009,599,545

110,206

13

O4

Deliverable futures contract on 4-year Russian Federation government bonds

10,275,989,600

1,009,168

14

RN

Deliverable futures contract on Rosneft ordinary shares

9,288,035,473

426,899

15

O2

Deliverable futures contract on 2-year Russian Federation government bonds

5,663,724,388

568,439

16

VB

Deliverable futures contract on VTB Bank ordinary shares

5,075,755,187

739,342

 

 

Cash-settled futures contract on EUR/RUB

 

 

17

Eu

exchange rate

3,201,661,433

76,293

 

 

Deliverable futures contract on Sberbank preferred

 

 

18

SP

shares

1,665,981,579

266,601

 

 

Cash-settled futures contract on GBP/USD

 

 

19

GU

Exchange Rate

1,210,312,154

24,827

 

 

Deliverable futures contract on NOVATEK ordinary

 

 

20

NK

shares

914,788,067

22,650

21

SN

Deliverable futures contract on Surgutneftegas ordinary shares

694,611,659

25,358

 

 

Cash-settled futures contract on AUD/USD

 

 

22

AU

Exchange Rate

668,998,698

21,629

 

 

Deliverable futures contract on Transneft preferred

 

 

23

TN

shares

555,688,813

12,285

 

 

Deliverable futures contract on Severstal ordinary

 

 

24

CH

shares

449,424,543

10,513

 

 

Deliverable futures contract on 6-year Russian

 

 

25

O6

Federation government bonds

380,278,610

38,011

26

HY

Deliverable futures contract on RusHydro ordinary shares

333,411,571

28,987

27

UK

Futures on Uralkali ordinary shares

305,215,005

12,457

28

MT

Deliverable futures contract on MTS ordinary shares

279,401,529

14,570

29

PT

Cash-settled futures contract on platinum

207,661,980

4,268

 

 

Deliverable futures contract on Tatneft ordinary

 

 

30

TT

shares

200,346,040

12,548

31

SA

Cash-settled futures contracts on raw sugar

167,372,944

9,737

32

CU

Cash-settled futures contract on copper

126,704,275

5,484

 

 

Cash-settled futures contract on RTS Oil & Gas

 

 

33

Ro

Index

107,348,082

9,098

 

 

Cash-settled futures contract on average rate of the

 

 

34

MP

three month MosPrime credit

87,743,000

5,083

35

SG

Deliverable futures contract on Surgutneftegas preferred shares

82,131,898

5,200

 

 

Cash-settled futures contract on the Russian

 

 

36

VX

Volatility Index

65,210,787

2,207

37

PD

Cash-settled futures contract on palladium

56,033,061

295

 

 

Cash-settled futures contract on average interest

 

 

38

MR

rate of the overnight credit MosPrime

28,788,177

29

 

 

Deliverable futures contract on ordinary shares of

 

 

39

FS

FGC UES

19,184,874

611

 

 

Cash-settled futures contract on RTS Consumer and

 

 

40

Rc

Retail Index

13,438,359

746

 

 

Deliverable futures contract on Rostelecom ordinary

 

 

41

RT

shares

6,983,777

445

42

RI

Futures-style options on RTS Index futures contract

248,558,045,385

2,714,811

43

GZ

Futures-style options on Gazprom futures contract

5,971,618,000

316,291

44

SR

Futures-style options on Sberbank futures contract

2,086,681,500

256,154

45

Si

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

1,399,369,750

44,452

46

RN

Futures-style options on futures on Rosneft ordinary shares

641,550,000

30,550

 

 

Futures-style options on MMC NORILSK NICKEL

 

 

47

GM

futures contract

516,687,500

8,266

48

GD

Futures-style options on gold futures contract

165,557,446

3,032

 

 

Futures-style options on refined silver futures

 

 

49

SV

contract

152,758,125

1,402

50

LK

Futures-style options on LUKOIL futures contract

146,663,000

8,323

51

BR

Futures-style options on Brent oil future

62,625,077

1,801

52

VB

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

23,052,000

2,921

53

ED

Futures-style options on EUR/USD futures contract

21,586,165

510

54

TN

Futures-style options on futures on Transneft

21,460,500

495

 

 

preferred shares

 

 

55

MX

Futures-style options on MICEX Index futures contract

17,665,000

119

56

SN

Futures-style options on futures on Surgutneftegas ordinary shares

7,502,000

262

57

PT

Futures-style options on futures on platinum

1,647,554

35

 

 

Total:

5,342,229,409,573

108,721,312

Top 10 clearing members of futures and options trading volumes: November 2011

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

The month's

The month's

 

 

 

rating: November

rating: October

RTS code

Clearing member

Turnover, RUB

2011

2011

 

 

 

1

1

OPEN

OTKRITIE Group

3,029,102,602,573

2

2

BROKN

Brokercreditservice Ltd.

1,213,147,951,002

3

3

ITINM

JSC "Investment Company "ITInvest"

1,111,781,817,445

4

4

ZERHM

Zerich Capital Management IC OJSC

977,977,858,638

5

6

ALOR

ALOR INVEST Ltd

529,187,387,717

6

5

FINAM

Investment Company FINAM CJSC

478,718,776,026

7

7

INSIN

Instroyinvest IMC

376,784,357,332

8

8

ALFCM

ALFA-BANK

326,853,717,566

9

9

TROYM

Troika Dialog

316,969,932,245

10

11

CITFS

KIT Finance Ltd.

241,319,309,821

11

10

GUTBM

VTB 24 (JSC)

216,061,638,874

12

--

RECA

Renaissance Capital

188,205,836,653

 

 

 

LLC "URALSIB Capital - Financial

 

13

12

USIBM

Services"

181,550,225,522

14

17

OLMAM

OLMA Investment Firm

128,401,151,175

15

15

MEINM

Metallinvestbank OJSCo SKB

97,432,945,818

16

13

SOLDM

Solid

89,360,242,817

17

18

ATLNM

ATON LLC

85,035,229,344

 

 

 

CJSC "BANK CREDIT SUISSE

 

18

19

CSFBM

(MOSCOW)"

82,317,292,441

19

16

RICFM

RIC-Finance

75,810,650,782

20

22

ELTRS

Eltra IC

63,454,397,346

21

23

AKBFM

AK BARS Finance

58,429,971,341

 

 

 

The joint-stock Bank

 

22

25

REBAM

"ROSEVROBANK"

54,092,055,617

23

26

NMOSM

NOMOS-BANK (OJSC)

44,343,624,313

24

20

FORCM

Fora-Capital

40,915,104,253

25

48

BISIM

OTP Bank OJSC

39,815,678,135

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.