Over the period December 1st – 31st 2008 the total trading volume on FORTS (Futures & Options on RTS) reached 378,1 billion roubles or 16,8 million contracts, including 98,7 bln. roubles in the evening trading session. At the end of the month the total open interest reached 38,1 billon roubles in money terms or 1,8 million contacts.
| December | November | Change | |
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 354 074 537 859 | 318 783 807 033 | 11,07% |
| Trading volume, contracts | 15 534 790 | 13 121 483 | 18,39% |
| Number of trades | 3 411 564 | 3 393 829 | 0,52% |
| Total open interest, rubles | 28 075 935 841 | 34 649 627 680 | -18,97% |
| Total open interest, contracts | 1 260 344 | 1 555 230 | -18,96% |
| Options contracts | |||
| Trading volume, rubles | 24 016 224 828 | 23 457 158 496 | 2,38% |
| Trading volume, contracts | 1 247 454 | 1 055 686 | 18,17% |
| Number of trades | 43 347 | 32 700 | 32,56% |
| Total open interest, rubles | 10 057 479 299 | 60 169 791 974 | -83,28% |
| Total open interest, contracts | 501 582 | 1 266 546 | -60,40% |
| Total | |||
| Trading volume, rubles | 378 090 762 687 | 342 240 965 530 | 10,48% |
| Trading volume, contracts | 16 782 244 | 14 177 169 | 18,38% |
| Number of trades | 3 454 911 | 3 426 529 | 0,83% |
| Total open interest, rubles | 38 133 415 140 | 94 819 419 654 | -59,78% |
| Total open interest, contracts | 1 761 926 | 2 821 776 | -37,56% |
| № | Ticker | Contract | Turnover | |
|---|---|---|---|---|
| rubles | contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 254 001 682 606 | 7 028 240 |
| 2 | Si | Non-delivery futures contract on USA dollar | 36 945 137 122 | 1 211 685 |
| 3 | GZ | Delivery futures contract on "Gazprom" | 31 864 485 442 | 2 865 727 |
| 4 | LK | Delivery futures contract on "Lukoil" | 8 988 005 287 | 946 955 |
| 5 | GD | Futures on gold | 7 960 816 527 | 349 766 |
| 6 | SR | Delivery futures contract on "Sberbank" ordinary | 4 401 276 803 | 1 992 112 |
| 7 | BR | The contract on "Brent" oil | 3 854 237 153 | 310 839 |
| 8 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 1 635 867 525 | 89 471 |
| 9 | VB | Delivery futures contract on JSC VTB Bank | 1 288 551 712 | 407 170 |
| 10 | RN | Delivery futures contract on "Rosneft" | 829 138 891 | 75 446 |
| 11 | SN | Delivery futures contract on "Surgutneftegaz" | 763 029 212 | 45 201 |
| 12 | SV | The contract on refined silver | 646 390 593 | 22 552 |
| 13 | UR | The contract on "URALS" oil | 390 666 938 | 32 537 |
| 14 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 162 809 016 | 21 301 |
| 15 | MT | Delivery futures contract on MTS OJSC | 91 746 235 | 7 789 |
| 16 | EN | Delivery futures on Electric Power Industry companies' ordinary shares | 44 584 612 | 5 131 |
| 17 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform" | 33 141 644 | 100 214 |
| 18 | RT | Delivery futures contract on "Rostelecom" | 31 329 125 | 1 351 |
| 19 | CH | Delivery futures contract on Severstal ordinary shares | 29 647 176 | 3 080 |
| 20 | TT | Delivery futures contract on Transneft | 21 276 823 | 3 748 |
| 21 | HY | Delivery futures contract on ordinary shares of RusHydro | 20 069 589 | 3 095 |
| 22 | MR | The contract on average interest rate of overnight credit on Moscow money market MosPRIME overnight | 14 884 222 | 16 |
| 23 | NK | Delivery futures contract on NOVATEK | 13 583 932 | 2 558 |
| 24 | Rc | Cash-settled futures contract on RTS Consumer & Retail Index | 12 405 660 | 1 764 |
| 25 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 10 459 950 | 124 |
| 26 | TN | Delivery futures contract on Transneft | 7 481 127 | 1 004 |
| 27 | Ro | Cash-settled futures contract on RTS Oil & Gas Index | 4 858 625 | 873 |
| 28 | SP | Delivery futures contract on "Sberbank" | 4 610 690 | 4 962 |
| 29 | MI | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) | 1 997 791 | 2 |
| 30 | Rk | Cash-settled futures contract on RTS Telecom Index | 365 832 | 77 |
| 31 | RI | Options on RTS Index futures contract | 12 715 805 509 | 327 564 |
| 32 | GZ | Options on Gazprom futures contract | 6 491 484 000 | 506 287 |
| 33 | LK | Options on Lukoil futures contract | 2 417 261 000 | 159 319 |
| 34 | Si | Options on USA dollar futures contract | 1 040 094 300 | 33 362 |
| 35 | SR | Options on "Sberbank" futures contract | 365 340 000 | 170 349 |
| 36 | RN | Options on OAO "Rosneft" futures contract | 330 300 000 | 22 020 |
| 37 | GM | Options on MMC "NORILSK NICKEL" futures contract | 312 620 500 | 11 631 |
| 38 | GD | Options on gold futures contract | 195 661 017 | 8 595 |
| 39 | RT | Options on "Rostelecom" futures contract | 122 000 000 | 6 000 |
| 40 | SV | Options on refined silver futures contract | 20 262 002 | 596 |
| 41 | VB | Options on JSC VTB Bank futures contract | 4 959 500 | 1 319 |
| 42 | EN | Options on futures contract on shares of companies of electric-power industry | 288 000 | 10 |
| 43 | UI | Option on O.J.S.C. "Uralsvyazinform" futures contract | 115 000 | 400 |
| 44 | SN | Options on Surgutneftegas futures contract | 34 000 | 2 |
| Total: | 378 090 762 687 | 16 782 244 | ||
FORTS Most Active Companies: December 2008
In December 2008 Brokercreditservice Ltd. became the leader of turnover. The second place is taken by Investment Company FINAM CJSC and the third place – by OTKRITIE Brokerage house JSC.
| Month’s rating: December |
Month’s rating: November |
RTS ticker | Company name | Turnover, rub. |
|---|---|---|---|---|
| 1 | 1 | BROK | Brokercreditservice Ltd. | 104 134 651 309 |
| 2 | 3 | FINA | Investment Company FINAM CJSC | 81 190 397 229 |
| 3 | 4 | OPEN | OTKRITIE Brokerage house JSC | 73 902 647 241 |
| 4 | 2 | ITIN | JSC ""Investment Company "ITInvest" | 68 875 948 660 |
| 5 | 5 | ZERH | Zerich Capital Management IC OJSC | 59 550 671 299 |
| 6 | 6 | — | ALOR Group of companies | 50 502 960 984 |
| 7 | 8 | TROY | Troika Dialog | 49 274 773 326 |
| 8 | 7 | CITF | KIT Finance Ltd. | 38 173 471 864 |
| 9 | 9 | ALFC | ALFA-BANK | 36 025 372 519 |
| 10 | 14 | MEIN | Metallinvestbank OJSCo SKB | 29 098 221 188 |
| 11 | 11 | GUTB | VTB 24 (JSC) | 26 121 282 398 |
| 12 | 10 | OLMA | OLMA Investment Firm | 18 290 485 610 |
| 13 | 13 | SOLD | Solid | 13 550 567 578 |
| 14 | 17 | USIB | LLC "URALSIB Capital - Financial Services" | 10 552 391 402 |
| 15 | 12 | RENC | Renaissance Broker | 9 826 809 607 |
| 16 | 16 | ELTR | Eltra IC | 8 759 400 926 |
| 17 | 15 | ABSB | Absolut Bank | 7 963 160 242 |
| 18 | 18 | ATLN | ATON LLC | 7 133 073 287 |
| 19 | 21 | ARCM | OJSC "Arbat Capital Management" | 5 420 522 843 |
| 20 | 19 | FORC | Fora-Capital | 5 137 234 044 |
| 21 | 22 | OCTN | Octan-Broker | 3 661 469 044 |
| 22 | — | VTBR | JSC VTB Bank | 3 497 521 320 |
| 23 | 42 | BISI | OTP Bank OJSC | 3 139 875 301 |
| 24 | 24 | ECAP | Energocapital IC JSC | 3 019 064 467 |
| 25 | 20 | RBAM | Raiffeisenbank CJSC | 2 856 015 000 |
