Over the period September 1st – September 30th the total trading volume on FORTS (Futures & Options on RTS) reached 860,5 billion rubles or 21,1 million contracts, including 67,2 bln. roubles in the evening trading session. At the end of the month the total open interest reached 128,0 billon rubles in money terms or 2,7 million contacts.
| September | August | Change | |
|---|---|---|---|
|
Futures contracts |
|||
|
Trading volume, rubles |
740 625 960 415 |
927 442 737 444 |
-20,14% |
|
Trading volume, contracts |
18 889 480 |
18 704 286 |
0,99% |
|
Number of trades |
2 412 724 |
2 275 572 |
6,03% |
|
Total open interest, rubles |
73 933 561 496 |
146 254 980 517 |
-49,45% |
|
Total open interest, contracts |
1 462 036 |
3 506 102 |
-58,30% |
|
Options contracts |
|||
|
Trading volume, rubles |
119 843 682 057 |
163 147 025 215 |
-26,54% |
|
Trading volume, contracts |
2 212 375 |
3 276 037 |
-32,47% |
|
Number of trades |
77 697 |
98 841 |
-21,39% |
|
Total open interest, rubles |
54 097 038 951 |
259 503 713 492 |
-79,15% |
|
Total open interest, contracts |
1 224 116 |
6 515 842 |
-81,21% |
|
Total |
|||
|
Trading volume, rubles |
860 469 642 472 |
1 090 589 762 659 |
-21,10% |
|
Trading volume, contracts |
21 101 855 |
21 980 323 |
-4,00% |
|
Number of trades |
2 490 421 |
2 374 413 |
4,89% |
|
Total open interest, rubles |
128 030 600 448 |
405 758 694 010 |
-68,45% |
|
Total open interest, contracts |
2 686 152 |
10 021 944 |
-73,20% |
| № | Ticker | Contract | Turnover | |
|---|---|---|---|---|
| RUR | Contracts | |||
|
1 |
RI |
Non-delivery futures contract on RTS Index |
532 240 527 082 |
7 638 419 |
|
2 |
Si |
Non-delivery futures contract on USA dollar |
69 855 123 303 |
2 724 117 |
|
3 |
GZ |
Delivery futures contract on "Gazprom" |
58 566 789 703 |
2 734 533 |
|
4 |
LK |
Delivery futures contract on "Lukoil" |
22 259 924 721 |
1 368 054 |
|
5 |
SR |
Delivery futures contract on "Sberbank" ordinary shares |
10 772 401 850 |
2 131 255 |
|
6 |
GD |
Futures on gold |
10 365 986 196 |
495 443 |
|
7 |
GM |
Delivery futures contract on MMC "NORILSK NICKEL" |
9 946 089 971 |
288 863 |
|
8 |
MI |
Contract on the ruble overnight credit (deposit) rate MosIBOR (Moscow Inter-Bank Offered Rate) |
6 322 622 011 |
6 388 |
|
9 |
UR |
The contract on "URALS" oil |
3 842 353 862 |
150 553 |
|
10 |
RN |
Delivery futures contract on "Rosneft" |
3 656 730 177 |
193 819 |
|
11 |
VB |
Delivery futures contract on JSC VTB Bank |
3 215 842 051 |
587 488 |
|
12 |
SN |
Delivery futures contract on "Surgutneftegaz" |
2 867 568 983 |
185 302 |
|
13 |
MR |
The contract on the rate of the ruble overnight credit (deposit) on the interbank market of Moscow MosPrime |
2 578 725 719 |
2 701 |
|
14 |
SV |
The contract on refined silver |
826 180 379 |
26 896 |
|
15 |
CH |
Delivery futures contract on Severstal ordinary shares |
714 399 117 |
19 536 |
|
16 |
TT |
Delivery futures contract on ordinary shares of "Tatneft" |
506 797 539 |
44 052 |
|
17 |
NK |
Delivery futures contract on NOVATEK |
461 926 359 |
29 234 |
|
18 |
MT |
Delivery futures contract on MTS OJSC |
376 851 530 |
16 191 |
|
19 |
RT |
Delivery futures contract on "Rostelecom" |
233 101 626 |
9 023 |
|
20 |
PZ |
Delivery futures contract on OJSC "Polyus Gold" |
180 581 190 |
27 406 |
|
21 |
Ro |
Non-delivery futures contract on RTS Oil & Gas Index |
171 771 353 |
16 372 |
|
22 |
EN |
Delivery futures on shares of companies of electric-power industry |
144 145 940 |
8 133 |
|
23 |
TN |
Delivery futures contract on Transneft |
115 691 851 |
6 456 |
|
24 |
SU |
Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
101 728 250 |
1 352 |
|
25 |
UI |
Delivery futures contract on O.J.S.C. "Uralsvyazinform" |
92 318 752 |
152 297 |
|
26 |
HY |
Delivery futures contract on ordinary shares of RusHydro |
80 731 975 |
5 997 |
|
27 |
SP |
Delivery futures contract on "Sberbank" privileged shares |
28 906 457 |
10 925 |
|
28 |
G8 |
Delivery futures contract on 8th issue of Gazprom bonds |
19 050 000 |
2 000 |
|
29 |
G9 |
Delivery futures contract on 9th issue of Gazprom bonds |
18 750 000 |
2 000 |
|
30 |
Rc |
Non-delivery futures contract on RTS Consumer & Retail Index |
18 650 307 |
1 570 |
|
31 |
Rk |
Non-delivery futures contract on RTS Telecom Index |
12 031 885 |
1 197 |
|
32 |
SB |
Delivery futures contract on "Sberbank" ordinary shares |
10 649 227 |
195 |
|
33 |
MP |
The contract on the rate of the ruble three-monthly credit (deposit) on the interbank market of Moscow MosPrime |
10 003 750 |
510 |
|
34 |
M6 |
Delivery futures contract on 6th issue of Moscow Region bonds |
7 640 000 |
800 |
|
35 |
M7 |
Delivery futures contract on 7th issue of Moscow Region bonds |
3 340 000 |
400 |
|
36 |
M0 |
Delivery futures contract on 10-year's Moscow city bond loan |
27 300 |
3 |
|
37 |
RI |
Options on RTS Index futures contract |
97 298 291 982 |
1 140 146 |
|
38 |
GZ |
Options on Gazprom futures contract |
15 423 640 000 |
575 917 |
|
39 |
LK |
Options on Lukoil futures contract |
2 162 105 000 |
119 459 |
|
40 |
GM |
Options on MMC "NORILSK NICKEL" futures contract |
1 610 412 500 |
33 422 |
|
41 |
SR |
Options on "Sberbank" futures contract |
1 285 104 500 |
211 046 |
|
42 |
GD |
Options on gold futures contract |
1 191 548 568 |
58 004 |
|
43 |
VB |
Options on JSC VTB Bank futures contract |
581 203 250 |
63 205 |
|
44 |
Si |
Options on USA dollar futures contract |
174 036 400 |
6 992 |
|
45 |
SV |
Options on refined silver futures contract |
57 567 358 |
1 929 |
|
46 |
EN |
Options on futures contract on shares of companies of electric-power industry |
36 721 000 |
1 300 |
|
47 |
NK |
Options on NOVATEK futures contract |
20 050 000 |
802 |
|
48 |
SN |
Options on Surgutneftegas futures contract |
2 300 000 |
115 |
|
49 |
MT |
Options on MTS OJSC futures contract |
456 000 |
21 |
|
50 |
PZ |
Options on OJSC "Polyus Gold" futures contract " |
197 500 |
15 |
|
51 |
RN |
Options on "Rosneft" futures contract |
48 000 |
2 |
|
|
|
Total: |
860 469 642 472 |
21 101 855 |
FORTS Most Active Companies in September 2008
In September 2008 OTKRITIE Brokerage house JSC became the leader of turnover; on the second place - Troika Dialog, on the third place - KIT Finance Ltd
| Month’s
rating: September 2008 |
Month’s
rating: August 2008 |
RTS ticker |
Company name | Turnover, RUR |
|---|---|---|---|---|
|
1 |
2 |
OTKRITIE Brokerage house JSC |
211 926 244 229 |
|
|
2 |
6 |
Troika Dialog |
211 907 765 175 |
|
|
3 |
1 |
KIT Finance Ltd |
177 299 919 362 |
|
|
4 |
3 |
Brokercreditservice Ltd. |
135 987 198 548 |
|
|
5 |
4 |
JSC ""Investment Company "ITInvest" |
120 145 032 124 |
|
|
6 |
7 |
Zerich Capital Management IC OJSC |
113 743 594 225 |
|
|
7 |
5 |
Investment Company FINAM CJSC |
94 615 979 859 |
|
|
8 |
11 |
Renaissance Broker |
85 759 261 708 |
|
|
9 |
8 |
ALOR Plus Corporation |
79 912 912 201 |
|
|
10 |
10 |
ALFA-BANK |
48 703 769 355 |
|
|
11 |
12 |
Metallinvestbank OJSCo SKB |
47 344 174 818 |
|
|
12 |
32 |
PROSPECT INVESTMENT CO |
37 778 820 285 |
|
|
13 |
23 |
CJSC "BANK CREDIT SUISSE (MOSCOW)" |
37 500 801 232 |
|
|
14 |
9 |
UTRADE.RU |
34 439 189 613 |
|
|
15 |
19 |
OLMA Investment Firm |
30 196 603 130 |
|
|
16 |
43 |
Raiffeisenbank CJSC |
28 287 333 206 |
|
|
17 |
30 |
Sviaz-Bank |
24 853 441 920 |
|
|
18 |
16 |
IFG "Partner" |
23 198 164 424 |
|
|
19 |
13 |
Solid |
22 804 416 971 |
|
|
20 |
48 |
Bank "SOYUZ" |
21 871 841 618 |
|
|
21 |
20 |
Absolut Bank |
18 821 890 957 |
|
|
22 |
14 |
VTB 24 (JSC) |
18 618 970 229 |
|
|
23 |
15 |
Eltra IC |
17 912 728 068 |
|
|
24 |
18 |
OTP Bank OJSC |
16 428 716 206 |
|
|
25 |
38 |
LLC "URALSIB Capital - Financial Services" |
14 788 219 835 |
