For the period from June 1 – June 30, 2009 the total trading volume on FORTS (Futures & Options on RTS) totaled 1,291 billion roubles or 48.6 million contracts, including 248.0 billion roubles during the evening trading session. The total open interest as of the last day of the month, June 30, 2009 reached 75.8 billion roubles or 4.0 million contracts.
June May Change
Futures
contracts
Trading
volume, rubles 1,249,470,238,065 987,435,153,456 26.54% Trading
volume, contracts 46,381,340 35,702,388 29.91% Number
of trades 6,138,092 5,127,324 19.71% Total
open interest, rubles 60,151,764,247 88,409,118,947 -31.96% Total
open interest, contracts 2,503,922 3,530,800 -29.08% Options
Contracts
Trading
volume, rubles 42,123,912,168 30,149,277,499 39.72% Trading
volume, contracts 2,186,019 1,967,316 11.12% Number
of trades 74,757 71,219 4.97% Total
open interest, rubles 15,614,644,708 24,835,750,943 -37.13% Total
open interest, contracts 1,481,498 3,548,162 -58.25% Total Trading
volume, rubles 1,291,594,150,233 1,017,584,430,955 26.93% Trading
volume, contracts 48,567,359 37,669,704 28.93% Number
of trades 6,212,849 5,198,543 19.51% Total
open interest, rubles 75,766,408,955 113,244,869,889 -33.10% Total
open interest, contracts 3,985,420 7,078,962 -43.70% FORTS
contracts by volume in June 2009 № Code Contract Trading
volume RUR Contracts 1 RI Non-delivery
futures contract on RTS Index 871,131,394,431 13,321,753 2 GZ Delivery futures
contract on Gazprom ordinary shares 93,315,905,124 5,477,712 3 SR Delivery futures
contract on Sberbank ordinary shares 87,793,633,406 19,404,461 4 ED Non-delivery
futures contract on EUR/USD exchange rate 74,500,693,513 1,710,743 5 Si Non-delivery
futures contract on USA dollar 57,514,298,382 1,824,312 6 LK Delivery futures
contract on LUKOIL ordinary shares 21,833,161,202 1,387,243 7 BR Brent oil futures 14,089,123,339 656,863 8 GD Futures on gold 6,703,223,808 223,872 9 RN Delivery futures
contract on Rosneft ordinary shares 5,276,834,977 273,461 10 GM Delivery futures
contract on MMC NORILSK NICKEL ordinary shares 4,689,666,075 149,176 11 VB Delivery futures
contract on VTB Bank ordinary shares 3,344,696,877 801,219 12 SP Delivery
futures contract on Sberbank privileged shares 2,399,703,192 872,056 13 MR Non-delivery
futures contract on average rate of the overnight MosPrime credit 2,094,769,720 2,100 14 Eu Non-delivery
futures contract on EUR/RUR exchange rate 1,689,990,581 38,038 15 SN Delivery
futures contract on Surgutneftegaz ordinary shares 1,636,382,705 67,877 16 RT Delivery
futures contract on Rostelecom ordinary shares 319,453,590 16,416 17 SU Delivery
futures contract on granulated sugar, produced in accordance with
all-Union State Standard 21-94 222,516,500 2,118 18 TN Delivery
futures contract on Tatneft privileged shares 168,508,851 9,155 19 SV The
contract on refined silver 151,904,153 3,310 20 PZ Delivery
futures contract on Polyus Gold ordinary shares 141,886,949 10,355 21 HY Delivery
futures contract on RusHydro ordinary shares 133,326,875 10,309 22 TT Delivery
futures contract on Tatneft ordinary shares 110,570,630 8,975 23 UI Delivery
futures contract on Uralsvyazinform ordinary shares 49,931,693 101,729 24 PT The
contract on refined platinum 42,814,607 1,128 25 NK Delivery
futures contract on NOVATEK ordinary shares 39,043,892 2,931 26 CH Delivery
futures contract on Severstal ordinary shares 28,007,897 1,616 27 MP Non-delivery
futures contract on average rate of the three month MosPrime credit 26,843,750 1,050 28 MT Delivery
futures contract on MTS ordinary shares 12,792,396 732 29 Ro Non-delivery
futures contract on RTSI – Oil & Gas 4,918,679 530 30 PD The
contract on refined palladium 3,066,509 40 31 UR The
contract on URALS oil 1,173,762 60 32 RI Options
on RTS Index futures contract 27,206,013,348 413,205 33 SR Options
on Sberbank futures contract 5,001,226,150 1,248,160 34 GZ Options
on Gazprom futures contract 4,574,696,000 272,443 35 Si Options
on USA dollar futures contract 2,519,624,000 67,684 36 LK Options
on LUKOIL futures contract 2,473,932,500 171,350 37 GM Options
on MMC NORILSK NICKEL futures contract 234,875,000 7,530 38 GD Options
on gold futures contract 94,748,420 3,221 39 RN Options
on Rosneft futures contract 9,590,000 440 40 VB Options
on VTB Bank futures contract 8,546,750 1,946 41 TN Options
on the futures contracts on Transneft privileged shares 660,000 40 Total: 1,291,594,150,233 48,567,359
In June 2009 Brokercreditservice Ltd. became the leader of FORTS Members turnover rating (including all types of trades) followed by JSC "Investment Company "ITInvest" and OTKRITIE Group.
|
Month’s
rating: |
Month’s
rating: |
RTS |
Company
name |
Turnover,
RUR |
|
1 |
2 |
Brokercreditservice
Ltd. |
319,144,547,870 |
|
|
2 |
1 |
JSC
"Investment Company "ITInvest" |
308,008,688,354 |
|
|
3 |
3 |
OTKRITIE
Group |
301,513,024,310 |
|
|
4 |
4 |
Zerich
Capital Management IC OJSC |
269,191,224,793 |
|
|
5 |
7 |
Troika Dialog |
266,953,646,708 |
|
|
6 |
5 |
ALOR
Group |
229,712,486,437 |
|
|
7 |
6 |
Investment Company FINAM CJSC |
170,638,944,935 |
|
|
8 |
8 |
KIT
Finance Ltd |
93,783,147,572 |
|
|
9 |
9 |
ALFA-BANK |
80,794,863,339 |
|
|
10 |
11 |
70,108,440,883 |
||
|
11 |
10 |
VTB 24 (JSC) |
68,155,189,177 |
|
|
12 |
12 |
Solid |
54,916,842,387 |
|
|
13 |
15 |
29,935,530,618 |
||
|
14 |
14 |
28,679,032,945 |
||
|
15 |
13 |
Renaissance Broker |
26,071,416,946 |
|
|
16 |
18 |
OLMA Investment Firm |
15,040,579,126 |
|
|
17 |
47 |
15,001,525,935 |
||
|
18 |
20 |
Octan-Broker |
13,740,401,381 |
|
|
19 |
19 |
13,563,930,472 |
||
|
20 |
26 |
Instroyinvest IMC |
12,717,627,366 |
|
|
21 |
41 |
CentroCredit Bank |
12,510,212,217 |
|
|
22 |
17 |
12,328,019,994 |
||
|
23 |
30 |
Bank ZENIT OJSC |
11,336,917,026 |
|
|
24 |
23 |
NOMOS-BANK (OJSC) |
10,460,158,884 |
|
|
25 |
21 |
9,569,376,425 |
In compliance with the resolution passed by the Derivatives Market Committee RTS publishes several ratings of FORTS Members ranked by trading volume and number of clients.
For access to all ratings, please visit FORTS' web-site.
