For the period from
September 1 – September 30, 2009 the total trading volume on FORTS (Futures
& Options on RTS) totaled 1,334.0 billion roubles or 46.9 million contracts,
including 144.6 billion roubles during the evening trading session. The total
open interest as of the last day of the month, September 30, 2009 reached 106.6
billion roubles or 4.0 million contracts.
|
September |
August |
Change
|
Futures
contracts
|
|||
Trading
volume, rubles |
1,263,057,895,647 |
1,177,667,118,519 |
7.25% |
Trading
volume, contracts |
44,949,187 |
39,578,304 |
13.57% |
Number
of trades |
6,487,313 |
6,198,344 |
4.66% |
Total
open interest, rubles |
81,375,270,338 |
85,375,584,486 |
-4.69% |
Total
open interest, contracts |
2,903,616 |
3,319,530 |
-12.53% |
Options
Contracts
|
|||
Trading
volume, rubles |
70,903,355,036 |
46,288,438,523 |
53.18% |
Trading
volume, contracts |
1,918,014 |
1,948,394 |
-1.56% |
Number
of trades |
80,708 |
78,630 |
2.64% |
Total
open interest, rubles |
25,214,835,429 |
39,490,736,779 |
-36.15% |
Total
open interest, contracts |
1,159,572 |
3,772,438 |
-69.26% |
Total |
|||
Trading
volume, rubles |
1,333,961,250,683 |
1,223,955,557,042 |
8.99% |
Trading
volume, contracts |
46,867,201 |
41,526,698 |
12.86% |
Number
of trades |
6,568,021 |
6,276,974 |
4.64% |
Total
open interest, rubles |
106,590,105,768 |
124,866,321,265 |
-14.64% |
Total
open interest, contracts |
4,063,188 |
7,091,968 |
-42.71% |
FORTS
contracts by volume in September 2009
No |
Code |
Contract |
Trading
volume |
|
RUB |
Contracts. |
|||
1 |
RI |
Non-delivery
futures contract on RTS Index |
841,977,223,609 |
11,603,713 |
2 |
SR |
Delivery
futures contract on Sberbank ordinary shares |
111,876,456,931 |
19,454,140 |
3 |
Si |
Non-delivery
futures contract on USA dollar |
98,954,426,424 |
3,169,775 |
4 |
GZ |
Delivery
futures contract on Gazprom ordinary shares |
97,736,209,730 |
5,611,844 |
5 |
ED |
Non-delivery
futures contract on EUR/USD exchange rate |
47,943,598,915 |
1,065,244 |
6 |
LK |
Delivery
futures contract on LUKOIL ordinary shares |
22,213,201,397 |
1,359,528 |
7 |
BR |
Brent oil futures |
13,338,502,948 |
636,360 |
8 |
GM |
Delivery
futures contract on MMC NORILSK NICKEL ordinary shares |
6,476,412,225 |
179,829 |
9 |
RN |
Delivery
futures contract on Rosneft ordinary shares |
5,845,747,616 |
267,298 |
10 |
GD |
Futures on gold |
4,496,863,135 |
145,054 |
11 |
VB |
Futures on gold |
3,468,094,740 |
655,494 |
12 |
Eu |
Non-delivery
futures contract on EUR/RUB exchange rate |
3,187,781,171 |
69,901 |
13 |
SP |
Delivery
futures contract on Sberbank privileged shares |
1,744,631,193 |
484,936 |
14 |
SN |
Delivery
futures contract on Surgutneftegas ordinary shares |
1,597,518,634 |
61,364 |
15 |
SV |
The
contract on refined silver |
888,151,251 |
17,211 |
16 |
MR |
Non-delivery
futures contract on average rate of the overnight MosPrime credit |
720,960,415 |
735 |
17 |
TT |
Delivery
futures contract on Tatneft ordinary shares |
126,465,637 |
10,083 |
18 |
UI |
Delivery
futures contract on Uralsvyazinform ordinary shares |
89,947,871 |
134,877 |
19 |
TN |
Delivery
futures contract on Transneft privileged shares |
86,249,329 |
3,914 |
20 |
MT |
Delivery
futures contract on MTS ordinary shares |
72,295,575 |
3,600 |
21 |
HY |
Delivery
futures contract on RusHydro ordinary shares |
54,196,765 |
5,053 |
22 |
MP |
Non-delivery
futures contract on average rate of the three month MosPrime credit |
49,778,750 |
1,915 |
23 |
PZ |
Delivery
futures contract on Polyus Gold ordinary shares |
44,026,950 |
3,297 |
24 |
CH |
Delivery
futures contract on Severstal ordinary shares |
22,708,748 |
1,045 |
25 |
NK |
Delivery
futures contract on NOVATEK ordinary shares |
19,062,860 |
1,590 |
26 |
RT |
Delivery
futures contract on Rostelecom ordinary shares |
16,266,354 |
1,019 |
27 |
PT |
The
contract on refined platinum |
5,169,861 |
129 |
28 |
SU |
Delivery
futures contract on granulated sugar, produced in accordance with
all-Union State Standard 21-94 |
2,947,750 |
26 |
29 |
UR |
The
contract on URALS oil |
1,810,747 |
87 |
30 |
Ro |
Non-delivery
futures contract on RTSI – Oil & Gas |
1,142,201 |
122 |
31 |
Rc |
Non-delivery
futures contract on RTSI – Consumer & Retail |
45,914 |
4 |
32 |
RI |
Futures-style
options on RTS Index futures contract |
52,485,248,260 |
743,961 |
33 |
GZ |
Options
on Gazprom futures contract |
7,549,710,500 |
448,293 |
34 |
Si |
Options
on USA dollar futures contract |
7,228,267,750 |
193,528 |
35 |
SR |
Options
on Sberbank futures contract |
2,485,697,750 |
468,547 |
36 |
LK |
Options
on LUKOIL futures contract |
899,714,000 |
55,077 |
37 |
GD |
Options
on gold futures contract |
147,381,776 |
4,756 |
38 |
GM |
Options
on MMC NORILSK NICKEL futures contract |
103,232,500 |
2,979 |
39 |
VB |
Options
on VTB Bank futures contract |
4,021,500 |
870 |
40 |
TN |
Options
on futures contract on Transneft privileged shares |
81,000 |
3 |
|
|
Total: |
1,333,961,250,683 |
46,867,201 |
FORTS
Leading Operators in September 2009
In September 2009
Brokercreditservice Ltd. became the leader of FORTS Members turnover rating
(including all types of trades) followed by OTKRITIE Group and JSC
"Investment Company "ITInvest".
Month’s
rating: |
Month’s
rating: |
RTS |
Company
name |
Turnover,
RUB |
1 |
3 |
BROKN |
Brokercreditservice Ltd. |
379,481,895,141 |
2 |
1 |
OPEN |
OTKRITIE Group |
341,869,466,931 |
3 |
2 |
ITINM |
JSC "Investment Company "ITInvest" |
334,581,007,649 |
4 |
5 |
ALOR |
245,479,140,853 |
|
5 |
4 |
ZERHM |
Zerich
Capital Management IC OJSC |
223,312,175,985 |
6 |
6 |
FINAM |
Investment Company FINAM CJSC |
182,288,823,755 |
7 |
7 |
TROYM |
122,642,217,105 |
|
8 |
8 |
CITFS |
122,248,368,928 |
|
9 |
9 |
ALFCM |
103,117,229,180 |
|
10 |
10 |
GUTBM |
61,464,770,322 |
|
11 |
12 |
USIBM |
LLC
"URALSIB Capital - Financial Services" |
54,707,310,134 |
12 |
19 |
SOLDM |
54,637,721,983 |
|
13 |
13 |
MEINM |
Metallinvestbank OJSCo SKB |
52,296,233,049 |
14 |
11 |
AKBFM |
AK BARS Finance |
34,191,447,385 |
15 |
15 |
ELTRS |
Eltra IC |
29,366,463,419 |
16 |
14 |
RENCM |
23,926,385,904 |
|
17 |
17 |
OLMAM |
OLMA
Investment Firm Renaissance Broker |
21,204,851,764 |
18 |
18 |
BFAGS |
Baltic Financial Agency CJSC |
17,291,973,766 |
19 |
20 |
OCTNN |
Octan-Broker |
16,136,485,981 |
20 |
16 |
ABSBM |
Absolut Bank (ZAO) |
16,104,371,552 |
21 |
-- |
CKBNM |
CentroCredit Bank |
15,663,885,338 |
22 |
22 |
INSIN |
15,488,992,189 |
|
23 |
24 |
ATLNM |
14,701,514,163 |
|
24 |
23 |
FORCM |
Fora-Capital |
14,595,239,893 |
25 |
21 |
ZENTM |
Bank ZENIT OJSC |
11,223,612,122 |
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 click
here.