RTS Released FORTS Monthly Trading Results
OREANDA-NEWS. August 5, 2010. For the period from July 1 – July 30, 2010 the trading volume on FORTS (Futures & Options on RTS) totaled 2,284.5 billion rubles or 49.9 million contracts, including 344.7 billion rubles during the evening trading session. At the end of July 2010 the total open interest stood at 180.4 billion rubles or 5.9 million contracts.
In July 2010 the trading volume of the cash-settled futures contract on gasoil (summer grade) reached RUB228.3 million or 13.6 thousand contracts. The trading volume of the power futures contract launched by RTS Group and OJSC Moscow Energy Exchange reached RUB75.4 million or 2,856 contracts.
|
July |
June |
Change | |
|
Futures contracts |
|
|
|
|
Trading volume, rubles |
2,193, 093,245,245 |
2,469,912,054,673 |
-11.21% |
|
Trading volume, contracts |
48, 207,274 |
54,678,210 |
-11.83% |
|
Number of trades |
10,391,220 |
11,733,091 |
-11.,44% |
|
Total open interest, rubles |
125,441,108,576 |
105,724,621,638 |
18.65% |
|
Total open interest, contracts |
4,413,612 |
3,601,948 |
22,53% |
|
Options Contracts |
|
|
|
|
Trading volume, rubles |
91,367, 013,325 |
96,706,476,782 |
-5,52% |
|
Trading volume, contracts |
1,686,676 |
1,842,622 |
-8,46% |
|
Number of trades |
166,054 |
168,963 |
-1,72% |
|
Total open interest, rubles |
54,923,204,357 |
33, 764,306,289 |
62.67% |
|
Total open interest, contracts |
1,503,656 |
785,434 |
91.44% |
|
Total |
|
|
|
|
Trading volume, rubles |
2 284,460,258, 570 |
2,566,618,531,455 |
-10,99% |
|
Trading volume, contracts |
49,893,950 |
56,520, 832 |
-11,72% |
|
Number of trades |
10,557, 274 |
11,902,054 |
-11,30% |
|
Total open interest, rubles |
180,364,312,933 |
139,488,927,926 |
29,30% |
|
Total open interest, contracts |
5,917,268 |
4,387,382 |
34.87% |
FORTS contracts by volume in July 2010
|
No |
Code |
Contract |
Turnover | |
|
RUB |
contracts | |||
|
1 |
RI |
Cash-settled futures contract on RTS Index |
1,683,908,086,563 |
19,670,498 |
|
2 |
Si |
Cash-settled futures contract on USD/RUB exchange rate |
168,358,768,996 |
5,475,550 |
|
3 |
SR |
Deliverable futures contract on Sberbank ordinary shares |
111,752,181,042 |
13,923,601 |
|
4 |
ED |
Cash-settled futures contract on EUR/USD exchange rate |
103,289, 530,228 |
2,638,276 |
|
5 |
GZ |
Deliverable futures contract on Gazprom ordinary |
50,674,214,005 |
3,233,013 |
|
6 |
BR |
Cash-settled Brent oil futures contract |
17,209,125,405 |
747,446 |
|
7 |
LK |
Deliverable futures contract on LUKOIL ordinary shares |
16,839,621,973 |
1, 021,802 |
|
8 |
GD |
Cash-settled futures contract on gold |
12,645,282,865 |
344,165 |
|
9 |
RS |
Cash-settled futures contract on RTS Standard Index |
7,138,337,705 |
77,723 |
|
10 |
GM |
Deliverable futures contract on MMC NORILSK NICKEL ordinary shares |
6,677,642, 008 |
137,551 |
|
11 |
RN |
Deliverable futures contract on Rosneft ordinary shares |
5,909,186,757 |
305,359 |
|
12 |
Eu |
Cash-settled futures contract on EUR/RUB exchange rate |
2,334,962,378 |
59,547 |
|
13 |
VB |
Deliverable futures contract on VTB Bank ordinary shares |
1,638,015,885 |
208,977 |
|
14 |
SP |
Deliverable futures contract on Sberbank preferred shares |
1,347,261,434 |
235,945 |
|
15 |
SV |
Cash-settled futures contract on refined silver |
1,177, 557,673 |
21,404 |
|
16 |
SN |
Deliverable futures contract on Surgutneftegas ordinary shares |
636,856,995 |
22,155 |
|
17 |
CH |
Deliverable futures contract on Severstal ordinary shares |
457,364,498 |
13,765 |
|
18 |
TN |
Deliverable futures contract on Transneft preferred shares |
443,770,828 |
14,756 |
|
19 |
PT |
Cash-settled futures contract on platinum |
310,755, 550 |
6,604 |
|
20 |
HY |
Deliverable futures contract on RusHydro ordinary shares |
167,417,293 |
10,603 |
|
21 |
MP |
Cash-settled futures contract on average rate of the three month MosPrime credit |
67,759,850 |
5,721 |
|
22 |
PZ |
Deliverable futures contract on Polyus Gold ordinary shares |
33,866,727 |
2,277 |
|
23 |
UI |
Deliverable futures contract on Uralsvyazinform ordinary shares |
28,799,294 |
28,150 |
|
24 |
MT |
Deliverable futures contract on MTS ordinary shares |
20,826,183 |
863 |
|
25 |
TT |
Deliverable futures contract on Tatneft ordinary shares |
19,590, 715 |
1,362 |
|
26 |
SU |
Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94 |
3, 895,800 |
36 |
|
27 |
NK |
Deliverable futures contract on NOVATEK ordinary shares |
1,403,080 |
66 |
|
28 |
|
Фьючерсы на нефть сорта "URALS" |
814,600 |
38 |
|
29 |
Ro |
Cash-settled Urals oil futures contract |
211,061 |
20 |
|
30 |
PD |
Cash-settled futures contract on palladium |
137,855 |
1 |
|
31 |
RI |
Futures-style options on RTS Index futures contract |
80,372,984,406 |
967,136 |
|
32 |
Si |
Futures-style options on USD/RUB exchange rate futures contract |
3,911,967,250 |
113,868 |
|
33 |
GZ |
Futures-style options on Gazprom futures contract |
3,011,125,000 |
189,415 |
|
34 |
SR |
Futures-style options on Sberbank futures contract |
2,717,359,250 |
356,425 |
|
35 |
LK |
Futures-style options on LUKOIL futures contract |
701,405,000 |
42,183 |
|
36 |
GD |
Futures-style options on gold futures contract |
419,030,165 |
11, 308 |
|
37 |
SV |
Futures-style options on refined silver futures contract |
121,783,702 |
2,247 |
|
38 |
RN |
Futures-style options on Rosneft futures contract |
57,879,000 |
2,760 |
|
39 |
ED |
Futures-style options on EUR/USD exchange rate futures |
37,676,789 |
991 |
|
40 |
GM |
Futures-style options on MMC NORILSK NICKEL futures contract |
14,705,000 |
309 |
|
41 |
TN |
Futures-style options on futures contract on Transneft preferred shares |
574,000 |
18 |
|
42 |
PT |
Futures-style options on platinum futures contract |
472,762 |
10 |
|
43 |
VB |
Futures-style options on futures contract on VTB Bank ordinary shares |
51,000 |
6 |
|
|
|
Total: |
2,284,460,258,570 |
49,893,950 |
FORTS Leading Operators in July 2010
In July 2010 JSC "Investment Company "ITInvest" became the leader of FORTS Members turnover rating (including all types of trades) followed by OTKRITIE Group and Brokercreditservice Ltd.
|
Month’s rating: July 2010 |
Month’s rating: June 2010 |
RTS ticker |
Company name |
Turnover, RUB |
|
1 |
1 |
JSC "Investment Company "ITInvest" |
738,275,993,935 | |
|
2 |
3 |
OTKRITIE Group |
679,802,544,608 | |
|
3 |
2 |
ООО "Company BKS" |
679,632,361,392 | |
|
4 |
5 |
Brokercreditservice Ltd. |
411,961,587,943 | |
|
5 |
4 |
Zerich Capital Management IC OJSC |
360,666,663,330 | |
|
6 |
6 |
Investment Company FINAM CJSC |
228,238,066,256 | |
|
7 |
7 |
Troika Dialog |
212,727,626,145 | |
|
8 |
8 |
ALFA-BANK |
198,241,987,316 | |
|
9 |
9 |
Instroyinvest IMC |
152,857,909,996 | |
|
10 |
10 |
KIT Finance Ltd. |
138, 814,735,364 | |
|
11 |
11 |
VTB 24 (JSC) |
118,706, 541,930 | |
|
12 |
14 |
Solid |
88, 986,863,563 | |
|
13 |
13 |
LLC "URALSIB Capital - Financial Services" |
83,797,306,263 | |
|
14 |
12 |
Metallinvestbank OJSCo SKB |
49,005,305,725 | |
|
15 |
17 |
OLMA Investment Firm |
39,222,805,147 | |
|
16 |
19 |
AK BARS Finance |
39,156,168,312 | |
|
17 |
18 |
ATON LLC |
36,508,918,172 | |
|
18 |
15 |
Obrazovanie CB (ZAO) |
26,730,029,849 | |
|
19 |
20 |
Fora-Capital |
19,532,477,741 | |
|
20 |
23 |
Absolut Bank (ZAO) |
19,344,019,882 | |
|
21 |
16 |
Renaissance Broker |
17,223,643,556 | |
|
22 |
22 |
Eltra IC |
15, 831,715,412 | |
|
23 |
24 |
Octan-Broker |
15,710,967,054 | |
|
24 |
28 |
NOMOS-BANK (OJSC) |
15,600,368,863 | |
|
25 |
26 |
M2M Private Bank JSC |
13,261,741,050 |
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