Over the period August 1st – August 31st the total trading volume on FORTS (Futures & Options on RTS) reached 1 090,6 billion rubles or 22,0 million contracts including 87,6 bln rubles made during an evening trading session. The total open interest at the end of the month reached 405,8 billon rubles or 10,0 million contacts.
August | July | Change | |
---|---|---|---|
Futures contracts | |||
Trading volume, rubles | 927 442 737 444 | 1 188 404 292 216 | -21,96% |
Trading volume, contracts | 18 704 286 | 19 525 674 | -4,21% |
Number of trades | 2 275 572 | 2 483 646 | -8,38% |
Total open interest, rubles | 146 254 980 517 | 118 130 205 988 | 23,81% |
Total open interest, contracts | 3 506 102 | 3 670 370 | -4,48% |
Options Contracts | |||
Trading volume, rubles | 163 147 025 215 | 268 651 341 134 | -39,27% |
Trading volume, contracts | 3 276 037 | 8 816 851 | -62,84% |
Number of trades | 98 841 | 80 707 | 22,47% |
Total open interest, rubles | 259 503 713 492 | 217 776 908 666 | 19,16% |
Total open interest, contracts | 6 515 842 | 5 563 626 | 17,12% |
Total | |||
Trading volume, rubles . | 1 090 589 762 659 | 1 457 055 633 350 | -25,15% |
Trading volume, contracts | 21 980 323 | 28 342 525 | -22,45% |
Number of trades | 2 374 413 | 2 564 353 | -7,41% |
Total open interest, rubles | 405 758 694 010 | 335 907 114 654 | 20,79% |
Total open interest, contracts | 10 021 944 | 9 233 996 | 8,53% |
№ | Ticker | Contract | Trading volume | |
---|---|---|---|---|
Rub. | contracts | |||
1 | RI | Non-delivery futures contract on RTS Index | 735 129 916 636 | 8 716 783 |
2 | GZ | Delivery futures contract on "Gazprom" | 59 602 328 825 | 2 366 951 |
3 | Si | Non-delivery futures contract on USA dollar | 47 865 039 435 | 1 956 754 |
4 | LK | Delivery futures contract on "Lukoil" | 20 276 419 827 | 1 098 622 |
5 | SR | Delivery futures contract on "Sberbank" ordinary shares | 14 004 725 616 | 2 258 114 |
6 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 11 794 212 692 | 241 726 |
7 | GD | Futures on gold | 8 463 788 264 | 418 633 |
8 | MI | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) | 8 112 584 396 | 8 217 |
9 | VB | Delivery futures contract on JSC VTB Bank | 5 408 824 958 | 720 812 |
10 | RN | Delivery futures contract on "Rosneft" | 4 523 036 328 | 215 011 |
11 | UR | The contract on "URALS" oil | 4 354 258 219 | 159 381 |
12 | SN | Delivery futures contract on "Surgutneftegaz" | 2 503 951 455 | 132 797 |
13 | SV | Delivery futures contract on "Surgutneftegaz" | 883 538 401 | 25 567 |
14 | TT | Delivery futures contract on ordinary shares of "Tatneft" | 747 622 529 | 55 488 |
15 | MR | The contract on average interest rate of overnight credit on Moscow money market MosPRIME overnight | 717 414 135 | 750 |
16 | CH | Delivery futures contract on ordinary shares of "Severstal" | 582 877 177 | 13 226 |
17 | Ro | Non-delivery futures contract on RTS Oil & Gas Index | 450 497 664 | 39 589 |
18 | NK | Delivery futures contract on NOVATEK | 444 589 979 | 25 288 |
19 | RT | Delivery futures contract on "Rostelecom" | 363 593 426 | 12 801 |
20 | EN | Delivery futures on shares of companies of electric-power industry | 330 432 013 | 13 972 |
21 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 205 307 163 | 22 598 |
22 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform" | 149 599 853 | 163 793 |
23 | MT | Delivery futures contract on MTS OJSC | 133 293 158 | 5 099 |
24 | TN | Delivery futures contract on Transneft | 111 405 292 | 4 473 |
25 | Rk | Non-delivery futures contract on RTS Telecom Index | 84 165 092 | 7 541 |
26 | HY | Delivery futures contract on ordinary shares of "HydroOGK" | 81 792 974 | 5 120 |
27 | SP | Delivery futures contract on "Sberbank" privileged shares | 45 882 417 | 12 297 |
28 | MP | The contract on the rate of the rouble three-monthly credit (deposit) on the interbank market of Moscow MosPrime | 42 837 500 | 2 400 |
29 | SB | Delivery futures contract on "Sberbank" ordinary shares | 25 849 254 | 411 |
30 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 2 455 150 | 32 |
31 | Rc | Non-delivery futures contract on RTS Consumer & Retail Index | 321 865 | 22 |
32 | G8 | Delivery futures contract on 8th issue of Gazprom bonds | 156 800 | 16 |
33 | M0 | Delivery futures contract on 10-year's Moscow city bond loan | 18 950 | 2 |
34 | RI | Options on RTS Index futures contract | 123 928 020 430 | 1 436 793 |
35 | GZ | Options on Gazprom futures contract | 25 347 978 000 | 952 576 |
36 | LK | Options on Lukoil futures contract | 5 172 211 000 | 262 552 |
37 | GM | Options on MMC "NORILSK NICKEL" futures contract | 3 404 332 500 | 70 512 |
38 | SR | Options on "Sberbank" futures contract | 2 883 105 500 | 411 902 |
39 | GD | Options on gold futures contract | 1 496 956 010 | 71 045 |
40 | Si | Options on USA dollar futures contract | 454 715 500 | 18 748 |
41 | VB | Options on JSC VTB Bank futures contract | 398 752 000 | 50 341 |
42 | SV | Options on refined silver futures contract | 49 385 575 | 1 362 |
43 | SB | Options on "Sberbank" futures contract | 8 480 000 | 82 |
44 | EN | Options on futures contract on shares of companies of electric-power industry | 1 272 000 | 48 |
45 | NK | Options on NOVATEK futures contract | 1 050 000 | 42 |
46 | RN | Options on "Rosneft" futures contract | 576 000 | 20 |
47 | PZ | Options on OJSC "Polyus Gold" futures contract " | 158 500 | 11 |
48 | TN | Options on Transneft futures contract | 30 000 | 1 |
49 | UI | Options on O.J.S.C. "Uralsvyazinform" futures contract | 2 200 | 2 |
Total: | 1 090 589 762 659 | 21 980 323 |
In August 2008 KIT Finance Ltd. remained the leader of turnover; on the second place - OTKRITIE Brokerage house JSC, on the third place - Brokercreditservice Ltd.
Month’s
rating: August 2008 |
Month’s
rating: July 2008 |
RTS ticker |
Company name | Turnover, rub. |
---|---|---|---|---|
1 | 1 | CITF | KIT Finance Ltd | 292 737 396 106 |
2 | 5 | OPEN | OTKRITIE Brokerage house JSC | 226 483 446 500 |
3 | 3 | BROK | Brokercreditservice Ltd. | 213 095 192 469 |
4 | 2 | ITIN | JSC ""Investment Company "ITInvest" | 184 276 114 875 |
5 | 4 | FINA | Investment Company FINAM CJSC | 167 189 693 022 |
6 | 6 | TROY | Troika Dialog | 146 690 958 066 |
7 | 7 | ZERH | Zerich Capital Management IC OJSC | 135 863 219 073 |
8 | 8 | ALPL | ALOR Plus Corporation | 104 619 020 633 |
9 | 10 | UTRD | UTRADE.RU | 64 328 033 920 |
10 | 9 | ALFC | ALFA-BANK | 59 774 692 621 |
11 | 12 | RENC | Renaissance Broker | 57 070 465 080 |
12 | 20 | MEIN | Metallinvestbank OJSCo SKB | 46 630 312 499 |
13 | 11 | SOLD | Solid | 43 626 983 767 |
14 | 14 | GUTB | VTB 24 (JSC) | 34 627 461 330 |
15 | 15 | ELTR | Eltra IC | 32 430 768 172 |
16 | 19 | IFGP | IFG "Partner" | 22 777 554 505 |
17 | 27 | GARD | GARDARIKA INV. | 18 768 982 674 |
18 | 33 | BISI | OTP Bank OJSC | 17 414 991 556 |
19 | 13 | OLMA | OLMA Investment Firm | 16 603 233 662 |
20 | 18 | ABSB | Absolut Bank | 16 392 697 773 |
21 | 21 | ATLN | ATON LLC | 16 259 300 203 |
22 | 23 | OCTN | Octan-Broker | 15 044 680 567 |
23 | 24 | CSFB | CJSC "BANK CREDIT SUISSE (MOSCOW)" | 14 697 116 773 |
24 | 22 | FORC | Fora-Capital | 14 440 729 599 |
25 | 40 | TIME | IFC Fourth dimension ZAO | 12 853 474 494 |
All types of market participants’ rating could be seen on the webpage Members ratings.