Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

FORTS Trading Results: August 2008

Date 09/09/2008

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

FORTS Most Active Companies in August 2008

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.