Over the period January 1st – 30th 2009 the total trading volume on FORTS (Futures & Options on RTS) reached 351,2 billion roubles or 15,9 million contracts, including 73,5 bln. roubles in the evening trading session. At the end of the month the total open interest reached 55,3 billon roubles in money terms or 2,7 million contacts.
| January | December | Change | |
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 339 115 615 385 | 354 074 537 859 | -4,22% |
| Trading volume, contracts | 15 515 904 | 15 534 790 | -0,12% |
| Number of trades | 3 064 821 | 3 411 564 | -10,16% |
| Total open interest, rubles | 39 535 918 614 | 28 075 935 841 | 40,82% |
| Total open interest, contracts | 1 890 624 | 1 260 344 | 50,01% |
| Options contracts | |||
| Trading volume, rubles | 12 085 920 483 | 24 016 224 828 | -49,68% |
| Trading volume, contracts | 475 408 | 1 247 454 | -61,89% |
| Number of trades | 33 429 | 43 347 | -22,88% |
| Total open interest, rubles | 15 726 888 952 | 10 057 479 299 | 56,37% |
| Total open interest, contracts | 760 282 | 501 582 | 51,58% |
| Total | |||
| Trading volume, rubles | 351 201 535 868 | 378 090 762 687 | -7,11% |
| Trading volume, contracts | 15 991 312 | 16 782 244 | -4,71% |
| Number of trades | 3 098 250 | 3 454 911 | -10,32% |
| Total open interest, rubles | 55 262 807 565 | 38 133 415 140 | 44,92% |
| Total open interest, contracts | 2 650 906 | 1 761 926 | 50,46% |
| № | Ticker | Contract | Turnover | |
|---|---|---|---|---|
| roubles | contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 214 584 276 405 | 6 187 807 |
| 2 | Si | Non-delivery futures contract on USA dollar | 58 283 373 661 | 1 638 971 |
| 3 | GZ | Delivery futures contract on "Gazprom" | 29 503 166 009 | 2 685 975 |
| 4 | LK | Delivery futures contract on "Lukoil" | 13 960 267 258 | 1 310 802 |
| 5 | GD | Futures on gold | 7 725 384 195 | 270 155 |
| 6 | BR | The contract on "Brent" oil | 6 473 648 965 | 435 606 |
| 7 | SR | Delivery futures contract on "Sberbank"
ordinary shares |
4 320 735 566 | 2 408 073 |
| 8 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 1 174 751 490 | 80 540 |
| 9 | RN | Delivery futures contract on "Rosneft" | 917 691 676 | 82 556 |
| 10 | VB | Delivery futures contract on JSC VTB Bank | 613 066 929 | 242 188 |
| 11 | SN | Delivery futures contract on "Surgutneftegaz" | 594 000 576 | 42 357 |
| 12 | UR | The contract on "URALS" oil | 347 605 437 | 23 499 |
| 13 | SV | The contract on refined silver | 287 017 256 | 7 594 |
| 14 | MR | The contract on average interest rate of overnight credit on Moscow money market MosPRIME overnight | 120 494 676 | 124 |
| 15 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 110 445 292 | 12 080 |
| 16 | MP | The contract on the rate of the rouble three-monthly credit (deposit) on the interbank market of Moscow MosPrime | 40 000 000 | 1 000 |
| 17 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform" | 21 579 238 | 80 440 |
| 18 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 7 657 400 | 75 |
| 19 | TN | Delivery futures contract on Transneft | 6 887 268 | 1 056 |
| 20 | MT | Delivery futures contract on MTS OJSC " | 6 568 421 | 573 |
| 21 | HY | Delivery futures contract on ordinary shares of RusHydro | 5 405 682 | 942 |
| 22 | CH | Delivery futures contract on Severstal ordinary shares | 3 636 135 | 414 |
| 23 | TT | Delivery futures contract on Transneft | 3 009 054 | 562 |
| 24 | SP | Delivery futures contract on "Sberbank" privileged shares | 1 773 633 | 2 154 |
| 25 | NK | Delivery futures contract on NOVATEK ordinary shares | 1 606 808 | 275 |
| 26 | RT | Delivery futures contract on "Rostelecom" | 1 279 591 | 44 |
| 27 | Rc | Cash-settled futures contract on RTS Consumer & Retail Index | 279 459 | 41 |
| 28 | Ro | Cash-settled futures contract on RTS Oil & Gas Index | 7 304 | 1 |
| 29 | RI | Options on RTS Index futures contract | 9 567 297 690 | 230 599 |
| 30 | GZ | Options on Gazprom futures contract | 1 134 129 000 | 97 586 |
| 31 | LK | Options on Lukoil futures contract | 575 696 500 | 54 034 |
| 32 | Si | Options on USA dollar futures contract | 331 033 600 | 9 858 |
| 33 | GM | Options on MMC "NORILSK NICKEL" futures contract | 174 357 000 | 6 818 |
| 34 | SR | Options on "Sberbank" futures contract | 149 354 500 | 70 508 |
| 35 | GD | Options on gold futures contract | 147 798 779 | 5 431 |
| 36 | SV | Options on refined silver futures contract | 4 162 164 | 100 |
| 37 | VB | Options on JSC VTB Bank futures contract | 1 085 750 | 407 |
| 38 | SN | Options on Surgutneftegas futures contract | 672 000 | 40 |
| 39 | RN | Options on OAO "Rosneft" futures contract | 325 000 | 26 |
| 40 | PZ | Options on OJSC "Polyus Gold" futures contract | 8 500 | 1 |
| Total: | 351 201 535 868 | 15 991 312 | ||
FORTS Most Active Companies: January 2009
In January 2009 Brokercreditservice Ltd. became the leader of turnover. The second place is taken by OTKRITIE Brokerage house JSC and the third place – by Investment Company FINAM CJSC.
| Month’s rating: January |
Month’s rating: December |
RTS ticker | Company name | Turnover, rub |
|---|---|---|---|---|
| 1 | 1 | BROK | Brokercreditservice Ltd | 99 921 942 582 |
| 2 | 3 | OPEN | OTKRITIE Brokerage house JSC | 79 575 149 975 |
| 3 | 2 | FINA | Investment Company FINAM CJSC | 77 900 093 287 |
| 4 | 4 | ITIN | JSC "Investment Company "ITInvest" | 71 226 506 695 |
| 5 | 5 | ZERH | Zerich Capital Management IC OJSC | 54 889 519 107 |
| 6 | 6 | — | Alor Group of companies | 43 211 841 144 |
| 7 | 7 | TROY | Troika Dialog | 39 979 764 801 |
| 8 | 8 | CITF | KIT Finance Ltd. | 37 913 121 545 |
| 9 | 9 | ALFC | ALFA-BANK | 29 366 363 054 |
| 10 | 10 | MEIN | Metallinvestbank OJSCo SKB | 29 062 441 915 |
| 11 | 11 | GUTB | VTB 24 (JSC) | 22 688 110 212 |
| 12 | 13 | SOLD | Solid | 12 887 990 657 |
| 13 | 14 | USIB | LLC "URALSIB Capital - Financial Services" | 9 613 924 783 |
| 14 | 28 | RENO | Renaissance Online Limited | 9 194 560 133 |
| 15 | 19 | ARCM | OJSC "Arbat Capital Management" | 7 461 418 587 |
| 16 | 17 | ABSB | Absolut Bank | 7 298 203 022 |
| 17 | 16 | ELTR | Eltra IC | 6 829 252 119 |
| 18 | 12 | OLMA | OLMA Investment Firm | 5 825 642 665 |
| 19 | 18 | ATLN | ATON LLC | 5 341 035 467 |
| 20 | 20 | FORC | Fora-Capital | 4 797 032 858 |
| 21 | 24 | ECAP | Energocapital IC JSC | 3 315 045 762 |
| 22 | 15 | RENC | Renaissance Broker | 3 217 641 639 |
| 23 | — | AKBF | AK BARS Finance | 2 364 585 142 |
| 24 | 32 | BFAG | Baltic Financial Agency CJSC | 2 312 141 571 |
| 25 | 22 | VTBR | JSC VTB Bank | 2 152 315 641 |
