Over the period June 1st – June 30th the total trading volume on FORTS (Futures & Options on RTS) reached 1 143,6 billion rubles or 23,4 million contracts. The total open interest at the end of the month reached 271,3 billon rubles or 7,4 million contacts.
| June | May | Change | |
|---|---|---|---|
| Futures contracts | |||
| Trading volume, rubles | 946 601 103 084 | 1 095 224 182 710 | -13,57% |
| Trading volume, contracts | 16 354 784 | 17 886 260 | -8,56% |
| Number of trades | 1 806 385 | 1 981 958 | -8,86% |
| Total open interest, rubles | 102 870 692 858 | 152 100 023 035 | -32,37% |
| Total open interest, contracts | 2 958 292 | 3 234 332 | -8,53% |
| Options contracts | |||
| Trading volume, rubles | 196 956 832 162 | 236 186 149 531 | -16,61% |
| Trading volume, contracts | 6 997 225 | 5 980 266 | 17,01% |
| Number of trades | 64 939 | 80 413 | -19,24% |
| Total open interest, rubles | 168 401 728 599 | 294 386 394 778 | -42,80% |
| Total open interest, contracts | 4 463 774 | 7 944 800 | -43,82% |
| Total | |||
| Trading volume, rubles | 1 143 557 935 246 | 1 331 410 332 241 | -14,11% |
| Trading volume, contracts | 23 352 009 | 23 866 526 | -2,16% |
| Number of trades | 1 871 324 | 2 062 371 | -9,26% |
| Total open interest, rubles | 271 272 421 457 | 446 486 417 813 | -39,24% |
| Total open interest, contracts | 7 422 066 | 11 179 132 | -33,61% |
| № | Ticker | Contract | Trading volume | |
|---|---|---|---|---|
| RUR | Contracts | |||
| 1 | RI | Non-delivery futures contract on RTS Index | 742 347 434 777 | 6 650 328 |
| 2 | GZ | Delivery futures contract on "Gazprom" | 69 684 620 852 | 2 017 833 |
| 3 | LK | Delivery futures contract on "Lukoil" | 37 717 429 889 | 1 536 533 |
| 4 | SR | Delivery futures contract on "Sberbank" ordinary shares | 19 916 673 976 | 2 486 610 |
| 5 | Si | Non-delivery futures contract on USA dollar | 18 998 905 509 | 801 080 |
| 6 | GD | Futures on gold | 18 147 569 821 | 854 767 |
| 7 | GM | Delivery futures contract on MMC "NORILSK NICKEL" | 11 727 785 532 | 181 851 |
| 8 | VB | Delivery futures contract on JSC VTB Bank | 6 645 867 386 | 756 941 |
| 9 | SN | Delivery futures contract on "Surgutneftegaz" | 6 141 072 977 | 220 181 |
| 10 | RN | Delivery futures contract on "Rosneft" | 5 747 390 882 | 207 384 |
| 11 | UR | The contract on "URALS" oil | 2 902 034 700 | 94 909 |
| 12 | MI | Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) | 2 011 162 331 | 2 048 |
| 13 | MR | The contract on the rate of the ruble overnight credit (deposit) on the interbank market of Moscow MosPrime | 1 252 035 284 | 1 310 |
| 14 | Ro | Non-delivery futures contract on RTS Oil & Gas Index | 648 853 756 | 43 577 |
| 15 | TN | Delivery futures contract on Transneft | 547 449 494 | 16 124 |
| 16 | UI | Delivery futures contract on O.J.S.C. "Uralsvyazinform" | 544 235 380 | 404 717 |
| 17 | EN | Delivery futures on shares of companies of electric-power industry | 418 613 230 | 15 362 |
| 18 | PZ | Delivery futures contract on OJSC "Polyus Gold" | 313 361 699 | 20 833 |
| 19 | SV | The contract on refined silver | 193 224 784 | 4 762 |
| 20 | MT | Delivery futures contract on MTS OJSC | 187 589 391 | 6 341 |
| 21 | HY | Delivery futures contract on ordinary shares of "HydroOGK" | 74 143 707 | 3 757 |
| 22 | TT | Delivery futures contract on ordinary shares of "Tatneft" | 67 581 227 | 3 685 |
| 23 | CH | Delivery futures contract on ordinary shares of "Severstal" | 53 992 318 | 889 |
| 24 | SU | Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 | 46 774 200 | 587 |
| 25 | RT | Delivery futures contract on "Rostelecom" | 44 134 581 | 1 586 |
| 26 | SB | Delivery futures contract on "Sberbank" ordinary shares | 41 281 710 | 513 |
| 27 | SP | Delivery futures contract on "Sberbank" privileged shares | 39 271 081 | 7 971 |
| 28 | Rk | Non-delivery futures contract on RTS Telecom Index | 34 860 350 | 2 658 |
| 29 | M0 | Delivery futures contract on 10-year's Moscow city bond loan | 32 294 125 | 3 006 |
| 30 | 18 | Delivery futures contract on Federal loan bonds OFZ-PD №46018 | 21 300 000 | 2 000 |
| 31 | 61 | Delivery futures contract on Federal loan bonds OFZ-PD №25061 | 19 950 000 | 2 000 |
| 32 | 20 | Delivery futures contract on Federal loan bonds OFZ-PD №46020 | 19 529 235 | 2 003 |
| 33 | NK | Delivery futures contract on NOVATEK | 10 960 721 | 533 |
| 34 | Rc | Non-delivery futures contract on RTS Consumer & Retail Index | 1 641 974 | 100 |
| 35 | MP | The contract on the rate of the ruble three-monthly credit (deposit) on the interbank market of Moscow MosPrime | 66 250 | 4 |
| 36 | 99 | Delivery futures contract on Federal loan bonds OFZ-PD №26199 | 9 955 | 1 |
| 37 | RI | Call option on RTS Index futures contract | 47 455 515 367 | 406 531 |
| 38 | RI | Put option on RTS Index futures contract | 43 073 419 804 | 405 737 |
| 39 | GZ | Call option on Gazprom futures contract | 33 584 476 000 | 873 126 |
| 40 | SR | Put option on "Sberbank" futures contract | 19 990 762 000 | 2 585 247 |
| 41 | LK | Call option on Lukoil futures contract | 14 597 969 000 | 552 735 |
| 42 | GZ | Put option on Gazprom futures contract | 11 676 449 000 | 353 706 |
| 43 | LK | Put option on Lukoil futures contract | 11 394 548 000 | 474 848 |
| 44 | SR | Call option on "Sberbank" futures contract | 8 693 043 000 | 1 061 073 |
| 45 | GM | Put option on MMC "NORILSK NICKEL" futures contract | 1 277 497 500 | 22 477 |
| 46 | GM | Call option on MMC "NORILSK NICKEL" futures contract | 1 148 520 000 | 16 588 |
| 47 | GD | Put option on gold futures contract | 1 008 310 342 | 48 457 |
| 48 | VB | Call option on JSC VTB Bank futures contract | 698 323 500 | 67 501 |
| 49 | GD | Call option on gold futures contract | 670 562 258 | 30 859 |
| 50 | VB | Put option on JSC VTB Bank futures contract | 368 743 500 | 43 589 |
| 51 | Si | Call option on USA dollar futures contract | 295 087 700 | 12 391 |
| 52 | MT | Put option onMTS OJSC futures contract | 216 000 000 | 8 000 |
| 53 | RN | Put option on "Rosneft" futures contract | 175 266 000 | 7 618 |
| 54 | NK | Put option on NOVATEK futures contract | 165 750 000 | 9 750 |
| 55 | Si | Put option on USA dollar futures contract | 157 621 900 | 6 722 |
| 56 | RN | Call option on "Rosneft" futures contract | 150 722 000 | 5 024 |
| 57 | EN | Call option on futures contract on shares of companies of electric-power industry | 55 465 000 | 1 874 |
| 58 | EN | Put option on futures contract on shares of companies of electric-power industry | 30 650 000 | 1 231 |
| 59 | SV | Call option on refined silver futures contract | 26 632 589 | 633 |
| 60 | SN | Call option on "Surgutneftegaz" futures contract | 26 116 000 | 774 |
| 61 | SV | Put option on refined silver futures contract | 12 273 701 | 324 |
| 62 | PZ | Call option on OJSC "Polyus Gold"futures contract | 6 776 000 | 405 |
| 63 | SB | Call option on "Sberbank" futures contract | 300 000 | 3 |
| 64 | PZ | Put option on OJSC "Polyus Gold"futures contract | 32 000 | 2 |
| Total: | 1 143 557 935 246 | 23 352 009 | ||
FORTS Most Active Companies in June 2008
In June 2008 KIT Finance Ltd. remained the leader of turnover; on the second place - Brokercreditservice Ltd., on the third place - OTKRITIE Brokerage house JSC.
| Month’s rating: June 2008 |
Month’s rating: May 2008 |
Ticker | Company name | Turnover, % |
|---|---|---|---|---|
| 1 | 1 | CITF | KIT Finance Ltd | 317 930 519 399 |
| 2 | 2 | BROK | Brokercreditservice Ltd. | 238 387 035 044 |
| 3 | 4 | OPEN | OTKRITIE Brokerage house JSC. | 213 767 211 271 |
| 4 | 3 | ITIN | JSC ""Investment Company "ITInvest" | 194 751 231 354 |
| 5 | 5 | FINA | Investment Company FINAM CJSC | 181 365 724 947 |
| 6 | 6 | TROY | Troika Dialog | 171 775 622 379 |
| 7 | 7 | ZERH | Zerich Capital Management IC OJSC | 126 466 237 677 |
| 8 | 8 | ALPL | ALOR Plus Corporation | 108 842 344 989 |
| 9 | 10 | ALFC | ALFA-BANK | 64 054 094 412 |
| 10 | 13 | UTRD | UTRADE.RU | 60 289 822 322 |
| 11 | 17 | RENC | Renaissance Broker | 51 657 747 520 |
| 12 | 11 | OLMA | OLMA Investment Firm | 49 733 571 308 |
| 13 | 9 | ELTR | Eltra IC | 38 241 393 445 |
| 14 | 14 | SOLD | Solid | 36 487 217 370 |
| 15 | 15 | GUTB | VTB 24 (JSC) | 33 966 921 728 |
| 16 | 12 | IFGP | IFG "Partner" | 26 257 181 867 |
| 17 | 19 | FORC | Fora-Capital | 21 500 515 185 |
| 18 | 20 | ABSB | Absolut Bank | 21 282 142 976 |
| 19 | 21 | ATLN | ATON LLC | 20 634 914 214 |
| 20 | - | SOUZ | SOUZ | 19 460 367 632 |
| 21 | 18 | MEIN | Metallinvestbank OJSCo SKB | 18 731 034 449 |
| 22 | 23 | OCTN | Octan-Broker | 17 474 016 834 |
| 23 | 22 | SVZB | Sviaz-Bank | 14 525 967 285 |
| 24 | 26 | GARD | GARDARIKA INV. | 13 565 998 247 |
| 25 | 16 | TIME | IFC Fourth dimension ZAO | 13 397 235 425 |
