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For the period from March 2 – March 31, 2009 the total trading volume on FORTS (Futures & Options on RTS) equaled 849.6 billion roubles or 35.5 million contracts, including 172.1 billion roubles during the evening trading session. The total open interest as of the last day of the month, March 31, 2009 reached 62.0 billion roubles or 3.7 million contracts.
|
|
March |
February |
Change,
% |
|
Futures
contracts
|
|||
|
Trading
volume, rubles |
823,862,704,267 |
566,058,294,455 |
45.54% |
|
Trading
volume, contracts |
33,584,468 |
24,516,311 |
36.99% |
|
Number
of trades |
5,452,493 |
4,293,957 |
26.98% |
|
Total
open interest, rubles |
46,609,089,561 |
52,588,145,095 |
-11.37% |
|
Total
open interest, contracts |
2,022,292 |
2,268,478 |
-10.85% |
|
Options
Contracts
|
|||
|
Trading
volume, rubles |
25,758,855,217 |
23,528,396,262 |
9.48% |
|
Trading
volume, contracts |
1,872,463 |
1,024,360 |
82.79% |
|
Number
of trades |
58,515 |
53,849 |
8.66% |
|
Total
open interest, rubles |
15,427,229,086 |
20,262,327,461 |
-23.86% |
|
Total
open interest, contracts |
1,674,248 |
1,125,506 |
48.76% |
|
Total |
|||
|
Trading
volume, rubles |
849,621,559,483 |
589,586,690,717 |
44.10% |
|
Trading
volume, contracts |
35,456,931 |
25,540,671 |
38.83% |
|
Number
of trades |
5,511,008 |
4,347,806 |
26.75% |
|
Total
open interest, rubles |
62,036,318,647 |
72,850,472,556 |
-14.84% |
|
Total
open interest, contracts |
3,696,540 |
3,393,984 |
8.91% |
FORTS
contracts by volume in March 2009
|
№ |
Code |
Contract |
Trading
volume |
|
|
RUR |
Contracts |
|||
|
1 |
RI |
Non-delivery
futures contract on RTS Index |
558,360,307,892 |
12,633,148 |
|
2 |
ED |
Non-delivery
futures contract on EUR/USD exchange rate |
83,105,732,468 |
1,835,296 |
|
3 |
GZ |
Delivery
futures contract on Gazprom ordinary shares |
58,372,877,688 |
4,670,072 |
|
4 |
Si |
Non-delivery
futures contract on USA dollar |
39,517,913,654 |
1,115,478 |
|
5 |
LK |
Delivery
futures contract on LUKOIL ordinary shares |
22,282,020,636 |
1,764,720 |
|
6 |
SR |
Delivery
futures contract on Sberbank ordinary shares |
17,469,378,221 |
8,464,427 |
|
7 |
GD |
Futures on gold |
16,098,824,469 |
493,506 |
|
8 |
BR |
Brent oil futures |
14,661,451,012 |
897,342 |
|
9 |
GM |
Delivery
futures contract on MMC NORILSK NICKEL ordinary shares |
4,254,102,941 |
207,689 |
|
10 |
RN |
Delivery
futures contract on Rosneft ordinary shares |
3,864,850,575 |
263,233 |
|
11 |
VB |
Delivery
futures contract on VTB Bank ordinary shares |
1,655,252,134 |
646,662 |
|
12 |
SN |
Delivery
futures contract on Surgutneftegaz ordinary shares |
1,404,714,416 |
61,969 |
|
13 |
Eu |
Non-delivery
futures contract on EUR/RUR exchange rate |
1,267,130,052 |
27,549 |
|
14 |
SV |
The
contract on refined silver |
683,040,231 |
15,001 |
|
15 |
PZ |
Delivery
futures contract on Polyus Gold ordinary shares |
422,838,784 |
33,028 |
|
16 |
UI |
Delivery
futures contract on Uralsvyazinform ordinary share |
115,958,913 |
344,584 |
|
17 |
SP |
Delivery
futures contract on Sberbank privileged shares |
86,316,849 |
92,518 |
|
18 |
TN |
Delivery
futures contract on Transneft privileged shares |
82,788,679 |
9,665 |
|
19 |
RT |
Delivery
futures contract on Rostelecom ordinary shares |
54,644,371 |
1,762 |
|
20 |
SU |
Delivery
futures contract on granulated sugar, produced in accordance with
all-Union State Standard 21-94 |
37,013,000 |
386 |
|
21 |
TT |
Delivery
futures contract on Tatneft ordinary shares |
22,767,558 |
2,855 |
|
22 |
MT |
Delivery
futures contract on MTS ordinary shares |
14,927,083 |
1,091 |
|
23 |
CH |
Delivery
futures contract on Severstal ordinary shares |
12,831,258 |
977 |
|
24 |
UR |
The
contract on URALS oil |
7,844,976 |
485 |
|
25 |
HY |
Delivery
futures contract on RusHydro ordinary shares |
4,433,955 |
677 |
|
26 |
NK |
Delivery
futures contract on NOVATEK ordinary shares |
2,732,878 |
346 |
|
27 |
Rc |
Non-delivery
futures contract on RTSI – Consumer & Retail |
9,573 |
2 |
|
28 |
RI |
Options
on RTS Index futures contract |
13,856,809,472 |
326,524 |
|
29 |
Si |
Options
on USA dollar futures contract |
4,714,023,150 |
120,946 |
|
30 |
GZ |
Options
on Gazprom futures contract |
3,000,794,000 |
263,920 |
|
31 |
SR |
Options
on Sberbank futures contract |
2,082,643,400 |
1,006,954 |
|
32 |
LK |
Options
on LUKOIL futures contract |
1,319,862,500 |
113,601 |
|
33 |
GM |
Options
on MMC NORILSK NICKEL futures contract |
297,725,000 |
12,362 |
|
34 |
RN |
Options
on Rosneft futures contract |
280,358,500 |
18,690 |
|
35 |
GD |
Options
on gold futures contract |
199,081,588 |
6,172 |
|
36 |
SV |
Options
on refined silver futures contract |
3,722,607 |
100 |
|
37 |
VB |
Options
on VTB Bank futures contract |
3,397,000 |
1,268 |
|
38 |
UI |
Options
on Uralsvyazinform futures contract |
190,000 |
1,900 |
|
39 |
NK |
Options
on NOVATEK futures contract |
180,000 |
18 |
|
40 |
PZ |
Options
on Polyus Gold futures contract |
68,000 |
8 |
|
|
|
Total: |
849,621,559,483 |
35,456,931 |
FORTS
Leading Operators in March 2009
In March 2009
Brokercreditservice Ltd. became the leader of FORTS Members turnover rating
(including all types of trades); on the second place – JSC "Investment
Company "ITInvest", on the third place – OTKRITIE Brokerage house
JSC.
|
Month’s
rating: |
Month’s
rating: |
RTS |
Company
name |
Turnover,
RUR |
|
1
|
1
|
Brokercreditservice Ltd. |
236,554,547 233 |
|
|
2 |
3 |
JSC "Investment Company "ITInvest" |
175,704,111 388 |
|
|
3 |
2 |
OTKRITIE Brokerage house JSC |
161,871,552 340 |
|
|
4 |
5 |
Troika Dialog |
155,767,532 128 |
|
|
5 |
4 |
Investment Company FINAM CJSC |
145,378,667 740 |
|
|
6 |
6 |
Zerich
Capital Management IC OJSC |
138,376,231 569 |
|
|
7 |
7 |
- |
ALOR Group |
120,731,750 062 |
|
8 |
8 |
KIT Finance Ltd |
81,628,499 940 |
|
|
9 |
11 |
Solid |
71,486,110 803 |
|
|
10 |
10 |
ALFA-BANK |
66,470,967 554 |
|
|
11 |
9 |
Metallinvestbank OJSCo SKB |
58,171,217 963 |
|
|
12 |
12 |
VTB 24 (JSC) |
47,715,217 384 |
|
|
13 |
15 |
Eltra IC |
17,568,724 205 |
|
|
14 |
13 |
LLC
"URALSIB Capital - Financial Services" |
16,771,301 562 |
|
|
15 |
23 |
Renaissance Broker |
16,290,674 108 |
|
|
16 |
17 |
Absolut Bank (ZAO) |
12,861,768 653 |
|
|
17 |
14 |
OLMA Investment Firm |
11,912,315 373 |
|
|
18 |
20 |
ATON LLC |
11,626,216 802 |
|
|
19 |
29 |
Bank "Alemar" |
10,863,890 568 |
|
|
20 |
30 |
CentroCredit Bank |
10,314,987 773 |
|
|
21 |
18 |
Renaissance Online Limited |
10,314,982 138 |
|
|
22 |
16 |
AK BARS Finance |
9,123,341,606 |
|
|
23 |
19 |
Fora-Capital |
8,973,164,343 |
|
|
24 |
27 |
Octan-Broker |
8,338,726,083 |
|
|
25 |
25 |
The
Ural Bank for Reconstruction and Development JSCs |
7,274,334,754 |
