Over the period October 1st – 31st 2008 the total trading volume on FORTS (Futures & Options on RTS) reached 379,8 billion roubles or 13,7 million contracts, including 80,0 bln. roubles in the evening trading session. At the end of the month the total open interest reached 84,1 billon roubles in money terms or 2,3 million contacts.
| October | September | Change | |
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 350 600 196 607 | 740 625 960 415 | -52,66% |
| Trading volume, contracts | 12 977 353 | 18 889 480 | -31,30% |
| Number of trades | 3 098 969 | 2 412 724 | 28,44% |
| Total open interest, rubles | 30 583 840 667 | 73 933 561 496 | -58,63% |
| Total open interest, contracts | 1 248 094 | 1 462 036 | -14,63% |
| Options contracts | |||
| Trading volume, rubles | 29 247 286 524 | 119 843 682 057 | -75,60% |
| Trading volume, contracts | 762 860 | 2 212 375 | -65,52% |
| Number of trades | 41 180 | 77 697 | -47,00% |
| Total open interest, rubles | 53 539 168 546 | 54 097 038 951 | -1,03% |
| Total open interest, contracts | 1 097 100 | 1 224 116 | -10,38% |
| Total | |||
| Trading volume, rubles | 379 847 483 131 | 860 469 642 472 | -55,86% |
| Trading volume, contracts | 13 740 213 | 21 101 855 | -34,89% |
| Number of trades | 3 140 149 | 2 490 421 | 26,09% |
| Total open interest, rubles | 84 123 009 214 | 128 030 600 448 | -34,29% |
| Total open interest, contracts | 2 345 194 | 2 686 152 | -12,69% |
| № | Ticker | Contract | Turnover | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 267 562 788 638 | 6 406 318 |
| 2 | Si | Non-delivery futures contract on USA dollar | 29 985 549 698 | 1 113 013 |
| 3 | GZ | Delivery futures contract on "Gazprom" | 24 791 854 863 | 1 889 874 |
| 4 | GD | Futures on gold | 9 333 968 316 | 431 349 |
| 5 | SR | Delivery futures contract on "Sberbank" ordinary shares | 5 537 224 192 | 1 852 310 |
| 6 | LK | Delivery futures contract on "Lukoil" | 5 347 144 039 | 517 142 |
| 7 | MR | The contract on the rate of the ruble overnight credit (deposit) on the interbank market of Moscow MosPrime | 1 675 418 400 | 1 751 |
| 8 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 1 378 518 814 | 70 589 |
| 9 | RN | Delivery futures contract on "Rosneft" | 843 831 893 | 75 121 |
| 10 | VB | Delivery futures contract on JSC VTB Bank | 829 452 159 | 227 176 |
| 11 | MI | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) | 752 632 411 | 763 |
| 12 | SN | Delivery futures contract on "Surgutneftegaz" | 632 585 701 | 49 835 |
| 13 | BR | Brent oil futures | 615 755 418 | 33 938 |
| 14 | SV | The contract on refined silver | 604 225 734 | 21 324 |
| 15 | UR | The contract on "URALS" oil | 241 086 936 | 12 032 |
| 16 | M6 | Delivery futures contract on 6th issue of Moscow Region bonds | 92 289 012 | 9 990 |
| 17 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 75 528 566 | 13 735 |
| 18 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform" | 73 711 848 | 217 202 |
| 19 | M7 | Delivery futures contract on 7th issue of Moscow Region bonds | 36 649 933 | 4 502 |
| 20 | MT | Delivery futures contract on MTS OJSC | 34 333 208 | 2 260 |
| 21 | CH | Delivery futures contract on Severstal ordinary shares | 32 134 037 | 1 948 |
| 22 | NK | Delivery futures contract on NOVATEK | 30 971 669 | 3 358 |
| 23 | RT | Delivery futures contract on "Rostelecom" | 21 226 344 | 1 190 |
| 24 | SP | Delivery futures contract on "Sberbank" privileged shares | 16 966 238 | 14 501 |
| 25 | TN | Delivery futures contract on Transneft | 16 066 699 | 1 741 |
| 26 | MP | The contract on the rate of the ruble three-monthly credit (deposit) on the interbank market of Moscow MosPrime | 8 262 500 | 400 |
| 27 | TT | Delivery futures contract on ordinary shares of "Tatneft" | 8 258 319 | 1 559 |
| 28 | HY | Delivery futures contract on ordinary shares of RusHydro | 6 949 302 | 1 230 |
| 29 | EN | Delivery futures on Electric Power Industry companies' ordinary shares | 6 547 123 | 806 |
| 30 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 4 970 850 | 65 |
| 31 | Rc | Non-delivery futures contract on RTS Consumer & Retail Index | 3 224 313 | 320 |
| 32 | Ro | Non-delivery futures contract on RTS Oil & Gas Index | 69 434 | 11 |
| 33 | RI | Options on RTS Index futures contract | 25 149 129 219 | 420 751 |
| 34 | GZ | Options on Gazprom futures contract | 2 192 736 000 | 106 203 |
| 35 | SR | Options on "Sberbank" futures contract | 660 639 750 | 167 695 |
| 36 | GD | Options on gold futures contract | 461 618 163 | 21 003 |
| 37 | LK | Options on Lukoil futures contract | 424 545 000 | 27 941 |
| 38 | Si | Options on USA dollar futures contract | 187 403 500 | 6 898 |
| 39 | GM | Options on MMC "NORILSK NICKEL" futures contract | 62 368 000 | 3 450 |
| 40 | EN | Options on futures contract on shares of companies of electric-power industry | 43 667 000 | 1 696 |
| 41 | VB | Options on JSC VTB Bank futures contract | 34 644 750 | 5 440 |
| 42 | RT | Options on "Rostelecom" futures contract | 19 914 000 | 1 464 |
| 43 | SV | Options on refined silver futures contract | 9 583 141 | 262 |
| 44 | SN | Options on Surgutneftegas futures contract | 1 016 000 | 56 |
| 45 | MT | Options on MTS OJSC futures contract | 22 000 | 1 |
| Total: | 379 847 483 131 | 13 740 213 | ||
FORTS Most Active Companies in October 2008
In October 2008 OTKRITIE Brokerage house JSC became the leader of turnover; on the second place - JSC ""Investment Company "ITInvest", on the third place - Brokercreditservice Ltd.
| Month’s rating: October 2008 |
Month’s rating: September 2008 |
RTS ticker |
Company name | Turnover, RUR |
|---|---|---|---|---|
| 1 | 1 | OPEN | OTKRITIE Brokerage house JSC | 102 569 513 384 |
| 2 | 5 | ITIN | JSC ""Investment Company "ITInvest" | 88 883 330 164 |
| 3 | 4 | BROK | Brokercreditservice Ltd. | 81 868 728 572 |
| 4 | 7 | FINA | Investment Company FINAM CJSC | 69 287 574 448 |
| 5 | 2 | TROY | Troika Dialog | 52 878 815 627 |
| 6 | 3 | CITF | KIT Finance Ltd | 51 573 802 824 |
| 7 | 6 | ZERH | Zerich Capital Management IC OJSC | 51 223 280 742 |
| 8 | 9 | ALPL | ALOR Plus Corporation | 29 066 989 727 |
| 9 | 10 | ALFC | ALFA-BANK | 25 963 395 365 |
| 10 | 8 | RENC | Renaissance Broker | 21 720 285 980 |
| 11 | 11 | MEIN | Metallinvestbank OJSCo SKB | 19 648 777 044 |
| 12 | 22 | GUTB | VTB 24 (JSC) | 15 935 153 768 |
| 13 | 14 | UTRD | UTRADE.RU | 11 582 360 560 |
| 14 | 25 | USIB | LLC "URALSIB Capital - Financial Services" | 11 088 290 309 |
| 15 | — | ALOR | ALOR INVEST Ltd | 9 401 086 514 |
| 16 | 23 | ELTR | Eltra IC | 8 281 771 608 |
| 17 | 27 | ATLN | ATON LLC | 7 496 363 240 |
| 18 | 19 | SOLD | Solid | 6 870 369 757 |
| 19 | 21 | ABSB | Absolut Bank | 6 496 158 338 |
| 20 | 16 | RBAM | Raiffeisenbank CJSC | 6 379 778 114 |
| 21 | 15 | OLMA | OLMA Investment Firm | 6 329 487 298 |
| 22 | 39 | ARCM | OJSC "Arbat Capital Management" | 6 267 071 376 |
| 23 | 12 | PRSP | PROSPECT INVESTMENT CO | 5 642 126 269 |
| 24 | 13 | CSFB | CJSC "BANK CREDIT SUISSE (MOSCOW)" | 4 894 982 890 |
| 25 | 26 | FORC | Fora-Capital | 4 708 751 732 |
In compliance with the decision made by the RTS Derivatives Market Committee several types of FORTS members ratings (by trading activity, by number of clients) are maintained.
All types of market participants’ rating could be seen on the webpage Members ratings.
