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For the period from February 2 – 27, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 589.6 billion roubles or 25.5 million contracts, including 126.4 billion roubles during the evening trading session. The total open interest as of the last day of the month, February 27, 2009 reached 72.9 billion roubles or 3.4 million contracts.
In February 2009 futures contracts on EUR/USD rate and EUR/RUR rate were launched, the total turnover in the new instruments reached 61.9 billion roubles.
| February | January | Change, % | |
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 566,058,294,455 | 339,115,615,385 | 66.92% |
| Trading volume, contracts | 24,516,311 | 15,515,904 | 58.01% |
| Number of trades | 4,293,957 | 3,064,821 | 40.10% |
| Total open interest, rubles | 52,588,145,095 | 39,535,918,614 | 33.01% |
| Total open interest, contracts | 2,268,478 | 1,890,624 | 19.99% |
| Options Contracts | |||
| Trading volume, rubles | 23,528,396,262 | 12,085,920,483 | 94.68% |
| Trading volume, contracts | 1,024,360 | 475,408 | 115.47% |
| Number of trades | 53,849 | 33,429 | 61.08% |
| Total open interest, rubles | 20,262,327,461 | 15,726,888,952 | 28.84% |
| Total open interest, contracts | 1,125,506 | 760,282 | 48.04% |
| Total | |||
| Trading volume, rubles | 589,586,690,717 | 351,201,535,868 | 67.88% |
| Trading volume, contracts | 25,540,671 | 15,991,312 | 59.72% |
| Number of trades | 4,347,806 | 3,098,250 | 40.33% |
| Total open interest, rubles | 72,850,472,556 | 55,262,807,565 | 31.83% |
| Total open interest, contracts | 3,393,984 | 2,650,906 | 28.03% |
| № | Code | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 322,349,710,842 | 8,275,718 |
| 2 | Si | Non-delivery futures contract on USA dollar | 68,792,387,836 | 1,874,561 |
| 3 | ED | Non-delivery futures contract on EUR/USD exchange rate | 60,721,519,882 | 1,338,130 |
| 4 | GZ | Delivery futures contract on Gazprom ordinary shares | 49,992,274,631 | 4,200,567 |
| 5 | GD | Futures on gold | 18,011,800,511 | 532,180 |
| 6 | LK | Delivery futures contract on LUKOIL ordinary shares | 16,995,106,314 | 1,460,744 |
| 7 | BR | Brent oil futures | 8,540,102,614 | 543,500 |
| 8 | SR | Delivery futures contract on Sberbank ordinary shares | 8,323,656,905 | 5,022,068 |
| 9 | GM | Delivery futures contract on MMC NORILSK NICKEL ordinary shares | 4,199,585,511 | 233,760 |
| 10 | RN | Delivery futures contract on Rosneft ordinary shares | 2,759,815,768 | 230,246 |
| 11 | SN | Delivery futures contract on Surgutneftegaz ordinary shares | 1,471,579,730 | 78,675 |
| 12 | Eu | Non-delivery futures contract on EUR/RUR exchange rate | 1,248,972,699 | 26,874 |
| 13 | VB | Delivery futures contract on VTB Bank ordinary shares | 939,645,576 | 424,153 |
| 14 | PZ | Delivery futures contract on Polyus Gold ordinary shares | 850,056,239 | 72,196 |
| 15 | SV | The contract on refined silver | 388,435,326 | 8,022 |
| 16 | CH | Delivery futures contract on Severstal ordinary shares | 110,979,260 | 8,039 |
| 17 | MR | Non-delivery futures contract on average rate of the overnight MosPrime credit | 97,938,933 | 100 |
| 18 | TN | Delivery futures contract on Transneft privileged shares | 62,623,138 | 7,705 |
| 19 | UI | Delivery futures contract on Uralsvyazinform ordinary share | 47,948,341 | 160,687 |
| 20 | TT | Delivery futures contract on Tatneft ordinary shares | 46,386,009 | 6,760 |
| 21 | UR | The contract on URALS oil | 43,416,750 | 2,654 |
| 22 | SU | Delivery futures contract on granulated sugar,
produced in accordance with all-Union State Standard 21-94 |
25,108,650 | 239 |
| 23 | MT | Delivery futures contract on MTS ordinary shares | 19,572,852 | 1,571 |
| 24 | HY | Delivery futures contract on RusHydro ordinary shares | 5,273,918 | 860 |
| 25 | SP | Delivery futures contract on Sberbank privileged shares | 4,394,747 | 5,212 |
| 26 | NK | Delivery futures contract on NOVATEK ordinary shares | 3,887,088 | 522 |
| 27 | RT | Delivery futures contract on Rostelecom ordinary shares | 2,992,924 | 102 |
| 28 | Rk | Non-delivery futures contract on RTSI – Telecom | 2,630,100 | 382 |
| 29 | Rc | Non-delivery futures contract on RTSI – Consumer & Retail | 413,467 | 81 |
| 30 | MP | Non-delivery futures contract on three month MosPrime credit rate | 71,250 | 2 |
| 31 | Ro | Non-delivery futures contract on RTSI – Oil & Gas | 6,644 | 1 |
| 32 | RI | Options on RTS Index futures contract | 16,786,979,535 | 388,695 |
| 33 | Si | Options on USA dollar futures contract | 3,628,337,300 | 91,593 |
| 34 | GZ | Options on Gazprom futures contract | 1,780,903,500 | 155,832 |
| 35 | SR | Options on Sberbank futures contract | 526,119,500 | 337,768 |
| 36 | LK | Options on LUKOIL futures contract | 392,312,500 | 32,188 |
| 37 | GD | Options on gold futures contract | 221,529,210 | 7,056 |
| 38 | GM | Options on MMC NORILSK NICKEL futures contract | 129,382,500 | 5,800 |
| 39 | RN | Options on Rosneft futures contract | 49,994,500 | 3,333 |
| 40 | MT | Options on MTS futures contract | 5,250,000 | 700 |
| 41 | SV | Options on refined silver futures contract | 3,781,418 | 100 |
| 42 | VB | Options on VTB Bank futures contract | 3,664,000 | 1,276 |
| 43 | PZ | Options on Polyus Gold futures contract | 120,500 | 14 |
| 44 | TN | Options on Transneft privileged shares futures contract | 21,000 | 3 |
| 45 | UI | Options on Uralsvyazinform futures contract | 800 | 2 |
| Total: | 589 586 690 717 | 25 540 671 | ||
FORTS Most Active Companies in February 2009
In February 2009 Brokercreditservice Ltd. became the leader of turnover (including all types of trades); on the second place – OTKRITIE Brokerage house JSC, on the third place – JSC "Investment Company "ITInvest".
| Month’s rating: February 2009 |
Month’s rating: January 2009 |
RTS ticker |
Company name | Turnover, RUR |
|---|---|---|---|---|
| 1 | 1 | BROK | Brokercreditservice Ltd. | 164,830,499,943 |
| 2 | 2 | OPEN | OTKRITIE Brokerage house JSC | 111,021,507,850 |
| 3 | 4 | ITIN | JSC "Investment Company "ITInvest" | 107,176,923,945 |
| 4 | 3 | FINA | Investment Company FINAM CJSC | 100,914,765,877 |
| 5 | 7 | TROY | Troika Dialog | 97,974,492,024 |
| 6 | 5 | ZERH | Zerich Capital Management IC OJSC | 87,768,203,567 |
| 7 | 6 | — | ALOR Group | 82,202,127,836 |
| 8 | 8 | CITF | KIT Finance Ltd | 62,724,397,338 |
| 9 | 10 | MEIN | Metallinvestbank OJSCo SKB | 59,014,203,558 |
| 10 | 9 | ALFC | ALFA-BANK | 47,073,853,717 |
| 11 | 12 | SOLD | ALFA-BANK | 43,736,637,558 |
| 12 | 11 | GUTB | VTB 24 (JSC) | 32,009,671,104 |
| 13 | 13 | USIB | LLC "URALSIB Capital - Financial Services" | 13,780,042,519 |
| 14 | 18 | OLMA | OLMA Investment Firm | 12,641,266,715 |
| 15 | 17 | ELTR | Eltra IC | 12,308,071,959 |
| 16 | 23 | AKBF | AK BARS Finance | 12,266,491,842 |
| 17 | 16 | ABSB | Absolut Bank | 11,313,104,714 |
| 18 | 14 | RENO | Renaissance Online Limited | 9,959,781,073 |
| 19 | 20 | FORC | Fora-Capital | 9,335,711,899 |
| 20 | 19 | ATLN | ATON LLC | 9,304,870,357 |
| 21 | 35 | NMOS | NOMOS-BANK (OJSC) | 9,259,901,133 |
| 22 | 15 | ARCM | OJSC "Arbat Capital Management" | 8,627,076,222 |
| 23 | 22 | RENC | Renaissance Broker | 6,756,603,381 |
| 24 | 24 | BFAG | Baltic Financial Agency CJSC | 6,575,360,833 |
| 25 | 29 | UBRD | The Ural Bank for Reconstruction and Development JSC | 4,550,078,498 |
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 the ratings are available on FORTS Clearing Members activity ratings.
