RTS Released January FORTS Trading Results
OREANDA-NEWS. February 21, 2011. For the period from January 11 – January 31, 2010 the trading volume on FORTS (Futures & Options on RTS) totaled 2,464.6 billion rubles or 44.0 million contracts, including 322.0 billion rubles during the evening trading session. At the end of January 2011 the total open interest stood at 243.9 billion rubles or 5.7 million contracts.
In January 2011 the trading volume of the cash-settled futures contract on gasoil (summer grade) reached RUB179.7 million or 8.3 thousand contracts. The trading volume of the power futures contract launched by RTS Group and OJSC Moscow Energy Exchange reached RUB451.9 million or 15.0 contracts.
|
January 2011 |
December 2010 |
Change |
Futures contracts | |||
Trading volume, mln USD |
2,338,986,118,317 |
2,642,070,914,894 |
-11.47% |
Trading volume, contracts |
42,493,234 |
53,725,374 |
-20.91% |
Number of trades |
7,917,060 |
8,734,952 |
-9.36% |
Total open interest, mln USD |
160,052,855,918 |
100,825,267,481 |
58.74% |
Total open interest, contracts |
4,332,176 |
3,168,722 |
36.72% |
Options Contracts | |||
Trading volume, mln USD |
125,571,036,885 |
188,714,225,056 |
-33.46% |
Trading volume, contracts |
1,537,340 |
2,527,629 |
-39.18% |
Number of trades |
182,569 |
215,097 |
-15.12% |
Total open interest, mln USD |
83,893,560,334 |
40,774,927,963 |
105.75% |
Total open interest, contracts |
1,400,080 |
887,624 |
57.73% |
Total | |||
Trading volume, mln USD |
2,464,557,155,202 |
2,830,785,139,950 |
-12.94% |
Trading volume, contracts |
44,030,574 |
56,253,003 |
-21.73% |
Number of trades |
8,099,629 |
8,950,049 |
-9.50% |
Total open interest, mln USD |
243,946,416,251 |
141,600,195,444 |
72.28% |
Total open interest, contracts |
5,732,256 |
4,056,346 |
41.32% |
No |
Code |
Contract |
Turnover | |
RUB |
contracts | |||
1 |
RI |
Cash-settled futures contract on RTS Index |
1,700,530,147,498 |
15,178,397 |
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
200,344,245,593 |
6,664,609 |
3 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
111,050,605,012 |
2,754,614 |
4 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
100,348,526,476 |
9,347,379 |
5 |
GZ |
Deliverable futures contract on Gazprom ordinary shares |
70,542,045,711 |
3,565,022 |
6 |
GD |
Cash-settled futures contract on gold |
33,433,741,871 |
825,959 |
7 |
BR |
Cash-settled Brent oil futures contract |
28,520,360,541 |
977,787 |
8 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
22,621,606,338 |
1,196,038 |
9 |
RS |
Cash-settled futures contract on RTS Standard Index |
17,271,886,810 |
144,644 |
10 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
13,265,409,656 |
178,317 |
11 |
SV |
Cash-settled futures contract on refined silver |
9,037,697,314 |
107,544 |
12 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
6,580,893,877 |
270,083 |
13 |
Eu |
Cash-settled futures contract on EUR/RUB exchange rate |
5,518,760,687 |
136,463 |
14 |
GU |
Cash-settled futures contract on GBP/USD Exchange Rate |
5,429,011,411 |
114,548 |
15 |
AU |
Cash-settled futures contract on AUD/USD Exchange Rate |
3,866,590,423 |
131,013 |
16 |
SP |
Deliverable futures contract on Sberbank preferred shares |
3,692,927,837 |
495,606 |
17 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
3,022,103,848 |
278,631 |
18 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
1,061,290,734 |
30,687 |
19 |
SA |
Cash-settled futures contracts on raw sugar |
560,371,915 |
26,153 |
20 |
CH |
Deliverable futures contract on Severstal ordinary shares |
551,406,800 |
9,706 |
21 |
PT |
Cash-settled futures contract on platinum |
425,077,560 |
7,855 |
22 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
367,507,237 |
23,411 |
23 |
CU |
Cash-settled futures contract on copper |
337,328,275 |
11,849 |
24 |
TN |
Deliverable futures contract on Transneft preferred shares |
284,666,380 |
7,282 |
25 |
PD |
Cash-settled futures contract on palladium |
155,885,951 |
647 |
26 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
90,862,125 |
6,289 |
27 |
MT |
Deliverable futures contract on MTS ordinary shares |
38,164,658 |
1,479 |
28 |
SU |
Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
17,033,200 |
106 |
29 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
10,939,429 |
681 |
30 |
Rc |
Cash-settled futures contract on RTS Index – Consumer and Retail |
3,632,324 |
141 |
31 |
NK |
Deliverable futures contract on NOVATEK ordinary shares |
2,703,670 |
85 |
32 |
Ro |
Cash-settled futures contract on RTS Oil and Gas Index |
2,687,157 |
209 |
33 |
RI |
Futures-style options on RTS Index futures contract |
115,724,159,497 |
1,065,314 |
34 |
GZ |
Futures-style options on Gazprom futures contract |
4,254,787,500 |
210,993 |
35 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
2,391,910,750 |
74,055 |
36 |
SR |
Futures-style options on Sberbank futures contract |
1,415,681,000 |
133,100 |
37 |
GM |
Futures-style options on MMC NORILSK NICKEL futures contract |
680,467,500 |
10,886 |
38 |
LK |
Futures-style options on LUKOIL futures contract |
578,452,000 |
30,954 |
39 |
PT |
Futures-style options on platinum futures contract |
210,199,540 |
3,800 |
40 |
GD |
Futures-style options on gold futures contract |
135,718,949 |
3,285 |
41 |
ED |
Futures-style options on EUR/USD exchange rate futures |
104,682,116 |
2,604 |
42 |
BR |
Futures-style options on Brent oil futures contract |
39,112,944 |
1,430 |
43 |
SV |
Futures-style options on refined silver futures contract |
28,320,339 |
329 |
44 |
VB |
Futures-style options on futures contract on VTB Bank ordinary shares |
5,159,750 |
527 |
45 |
SN |
Futures-style options on futures contract on Surgutneftegas ordinary shares |
2,385,000 |
63 |
|
|
Total: |
2,464,557,155,202 |
44,030,574 |
Top clearing members of futures and options trading volumes: January 2011
In January 2011 the top clearing members of futures and options trading volumes are OTKRITIE Group, JSC "Investment Company "ITInvest" and Brokercreditservice Ltd.
The month’s rating: January 2011 |
The month’s rating: December 2011 |
RTS code |
Clearing member |
Turnover, RUB |
1 |
2 |
OTKRITIE Group |
881,101,660,867 | |
2 |
1 |
JSC "Investment Company "ITInvest" |
764,723,541,192 | |
3 |
3 |
Brokercreditservice Ltd. |
758,242,400,373 | |
4 |
5 |
Zerich Capital Management IC OJSC |
384,692,150,265 | |
5 |
4 |
ALOR INVEST Ltd |
361,037,237,869 | |
6 |
6 |
Investment Company FINAM CJSC |
245,045,628,099 | |
7 |
8 |
ALFA-BANK |
187,204,314,400 | |
8 |
10 |
VTB 24 (JSC) |
155,333,766,487 | |
9 |
7 |
Troika Dialog |
147,368,565,752 | |
10 |
9 |
KIT Finance Ltd. |
134,287,359,409 | |
11 |
12 |
Instroyinvest IMC |
109,405,368,609 | |
12 |
11 |
Solid |
101,961,472,344 | |
13 |
14 |
LLC "URALSIB Capital - Financial Services" |
75,902,767,468 | |
14 |
13 |
Metallinvestbank OJSCo SKB |
68,981,241,666 | |
15 |
15 |
OLMA Investment Firm |
49,829,512,223 | |
16 |
18 |
CJSC "BANK CREDIT SUISSE ( |
38,765,042,896 | |
17 |
17 |
ATON LLC |
37,142,231,671 | |
18 |
16 |
Renaissance Broker |
36,790,012,054 | |
19 |
25 |
Fora-Capital |
21,254,389,492 | |
20 |
22 |
Absolut Bank (ZAO) |
20,314,267,854 | |
21 |
33 |
Baltic Financial Agency CJSC |
20,267,406,343 | |
22 |
19 |
AK BARS Finance |
18,309,696,646 | |
23 |
23 |
Octan-Broker |
18,033,188,230 | |
24 |
21 |
Eltra IC |
18,008,909,424 | |
25 |
48 |
NOVIKOMBANK JSCB |
15,776,485,192 |
According to the Derivatives market Committee, RTS publishes several types of FORTS Clearing Members activity ratings.
All ratings are available at the page Members Ratings.
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