For the period from November 1 – November 30, 2009 the total trading volume on FORTS (Futures & Options on RTS) totaled 1,832.4 billion rubles or 45.8 million contracts, including 235.4 billion rubles during the evening trading session. At the end of November 2009 the total open interest stood at 154.7 billion rubles or 5.5 million contracts.
|
November |
October |
Change |
Futures
contracts
|
|||
Trading
volume, rubles |
1,753,132,041,464 |
1,917,679,402,475 |
-8.58% |
Trading
volume, contracts |
43,906,239 |
52,879,594 |
-16.97% |
Number
of trades |
8,620,948 |
9,198,526 |
-6.28% |
Total
open interest, rubles |
99,498,780,338 |
82,132,227,118 |
21.14% |
Total
open interest, contracts |
3,255,658 |
2,757,798 |
18.05% |
Options
Contracts
|
|||
Trading
volume, rubles |
79,250,958,558 |
72,851,287,886 |
8.78% |
Trading
volume, contracts |
1,912,328 |
1,894,001 |
0.97% |
Number
of trades |
102,583 |
97,141 |
5.60% |
Total
open interest, rubles |
55,153,462,128 |
44,263,038,513 |
24.60% |
Total
open interest, contracts |
2,273,094 |
1,857,684 |
22.36% |
Total |
|||
Trading
volume, rubles |
1,832,383,000,022 |
1,990,530,690,361 |
-7.95% |
Trading
volume, contracts |
45,818,567 |
54,773,595 |
-16.35% |
Number
of trades |
8,723,531 |
9,295,667 |
-6.15% |
Total
open interest, rubles |
154,652,242,465 |
126,395,265,631 |
22.36% |
Total
open interest, contracts |
5,528,752 |
4,615,482 |
19.79% |
FORTS
contracts by volume in November 2009
No |
Code |
Contract |
Trading
volume |
|
RUB |
Contracts |
|||
1 |
RI |
Non-delivery
futures contract on RTS Index |
1,360,501,791,782 |
16,881,989 |
2 |
SR |
Delivery
futures contract on Sberbank ordinary shares |
95,183,208,071 |
13,883,278 |
3 |
Si |
Non-delivery
futures contract on USD/RUB exchange rate |
90,043,591,840 |
3,086,614 |
4 |
GZ |
Delivery
futures contract on Gazprom ordinary shares |
86,132,602,725 |
4,840,220 |
5 |
ED |
Non-delivery
futures contract on EUR/USD exchange rate |
40,305,785,277 |
931,405 |
6 |
LK |
Delivery
futures contract on LUKOIL ordinary shares |
28,898,102,996 |
1,674,434 |
7 |
BR |
Brent oil futures |
20,348,957,356 |
909,608 |
8 |
GD |
Futures on gold |
9,875,820,166 |
298,187 |
9 |
RN |
Delivery
futures contract on Rosneft ordinary shares |
5,820,448,902 |
240,101 |
10 |
GM |
Delivery
futures contract on MMC NORILSK NICKEL ordinary shares |
5,236,037,108 |
129,748 |
11 |
SP |
Delivery
futures contract on Sberbank privileged shares |
2,558,569,839 |
493,716 |
12 |
VB |
Delivery
futures contract on VTB Bank ordinary shares |
2,316,416,920 |
375,888 |
13 |
MR |
Non-delivery
futures contract on average rate of the overnight MosPrime credit |
2,198,452,532 |
2,215 |
14 |
Eu |
Non-delivery
futures contract on EUR/RUB exchange rate |
1,187,550,375 |
27,223 |
15 |
SN |
Delivery
futures contract on Surgutneftegas ordinary shares |
1,149,305,806 |
43,615 |
16 |
SV |
The
contract on refined silver |
429,588,001 |
8,301 |
17 |
TN |
Delivery
futures contract on Transneft privileged shares |
239,068,801 |
10,491 |
18 |
PZ |
Delivery
futures contract on Polyus Gold ordinary shares |
207,485,980 |
12,495 |
19 |
TT |
Delivery
futures contract on Tatneft ordinary shares |
120,970,047 |
8,773 |
20 |
PT |
The
contract on refined platinum |
110,964,196 |
2,748 |
21 |
HY |
Delivery
futures contract on RusHydro ordinary shares |
80,243,877 |
7,170 |
22 |
NK |
Delivery
futures contract on RusHydro ordinary shares |
68,197,354 |
5,168 |
23 |
MT |
Delivery
futures contract on MTS ordinary shares |
58,330,775 |
2,610 |
24 |
MP |
Non-delivery
futures contract on average rate of the three month MosPrime credit |
24,572,125 |
1,205 |
25 |
UI |
Delivery
futures contract on Uralsvyazinform ordinary shares |
20,454,662 |
28,302 |
26 |
RT |
Delivery
futures contract on Rostelecom ordinary shares |
10,356,205 |
548 |
27 |
SU |
Delivery
futures contract on granulated sugar, produced in accordance with
all-Union State Standard 21-94 |
1,942,550 |
18 |
28 |
CH |
Delivery
futures contract on Severstal ordinary shares |
1,778,973 |
76 |
29 |
UR |
The
contract on URALS oil |
890,207 |
40 |
30 |
Ro |
Non-delivery
futures contract on RTS Oil & Gas Index |
254,132 |
24 |
31 |
Rc |
Non-delivery
futures contract on RTS Consumer & Retail Index |
212,227 |
19 |
32 |
Rk |
Non-delivery
futures contract on RTS Telecom Index |
89,658 |
10 |
33 |
RI |
Futures-style
options on RTS Index futures contract |
51,888,532,868 |
649,744 |
34 |
Si |
Options
on USD/RUB exchange rate futures contract |
15,251,134,250 |
406,569 |
35 |
GZ |
Options
on Gazprom futures contract |
7,556,621,000 |
415,437 |
36 |
SR |
Options
on Sberbank futures contract |
2,095,156,750 |
311,039 |
37 |
LK |
Options
on LUKOIL futures contract |
2,008,279,000 |
115,795 |
38 |
GD |
Options
on gold futures contract |
385,917,190 |
12,258 |
39 |
GM |
Options
on MMC NORILSK NICKEL futures contract |
64,595,000 |
1,358 |
40 |
VB |
Options
on VTB Bank futures contract |
722,500 |
128 |
|
|
Total: |
1,832,383,000,022 |
45,818,567 |
FORTS
Leading Operators in November 2009
In November 2009 JSC
"Investment Company "ITInvest" became the leader of FORTS Members
turnover rating (including all types of trades) followed by OTKRITIE Group and
Brokercreditservice Ltd.
Month’s
rating: |
Month’s
rating: |
RTS |
Company
name |
Turnover,
RUB |
1 |
1 |
JSC "Investment Company "ITInvest" |
553,917,627,386 |
|
2 |
3 |
OTKRITIE Group |
544,036,427,598 |
|
3 |
2 |
Brokercreditservice Ltd. |
536,558,440,816 |
|
4 |
4 |
Zerich
Capital Management IC OJSC |
429,443,753,598 |
|
5 |
5 |
ALOR Group |
301,369,379,508 |
|
6 |
6 |
Investment Company FINAM CJSC |
201,548,487,583 |
|
7 |
8 |
Troika Dialog |
162,694,954,409 |
|
8 |
7 |
ALFA-BANK |
137,769,544,904 |
|
9 |
9 |
KIT Finance Ltd. |
115,077,204,199 |
|
10 |
10 |
VTB 24 (JSC) |
95,103,618,489 |
|
11 |
12 |
Solid |
61,261,273,087 |
|
12 |
14 |
Metallinvestbank OJSCo SKB |
51,084,756,262 |
|
13 |
13 |
AK BARS Finance |
48,808,873,481 |
|
14 |
11 |
LLC
"URALSIB Capital - Financial Services" |
48,215,060,442 |
|
15 |
21 |
Bank ZENIT OJSC |
34,983,314,990 |
|
16 |
15 |
Eltra IC |
25,940,745,370 |
|
17 |
17 |
Octan-Broker |
24,225,679,288 |
|
18 |
19 |
ATON LLC |
24,186,285,985 |
|
19 |
22 |
Fora-Capital |
21,727,373,541 |
|
20 |
16 |
Renaissance Broker |
19,680,864,843 |
|
21 |
18 |
Absolut Bank (ZAO) |
19,498,156,595 |
|
22 |
23 |
Instroyinvest IMC |
16,937,086,736 |
|
23 |
20 |
OLMA
Investment Firm Renaissance Broker |
15,184,947,307 |
|
24 |
24 |
NOMOS-BANK (OJSC) |
14,031,230,985 |
|
25 |
29 |
Joint
Stock Company "Bitza-Invest" |
10,305,808,423 |
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.
For access to all ratings, please visit FORTS website