OREANDA-NEWS. April 5, 2011. For the period from March 1 – March 31, 2011 the trading volume on FORTS (Futures & Options on RTS) totaled 4,449.6 billion rubles or 82.6 million contracts, including 494.2 billion rubles during the evening trading session. At the end of March 2011 the total open interest stood at 294.0 billion rubles or 6.3 million contracts.

In March 2011 the trading volume of the cash-settled futures contract on gasoil (summer grade) reached RUB254.8 million or 11.2 thousand contracts. The trading volume of the power futures contract launched by RTS Group and OJSC Moscow Energy Exchange reached RUB529.0 million or 15.3 contracts.

 

March 2011

February 2011

Change

Futures contracts

 

 

 

Trading volume, mln USD

4,139,992,902,179

3,540,430,404,407

16.93%

Trading volume, contracts

78,983,268

66,977,672

17.92%

Number of trades

15,121,617

12,769,234

18.42%

Total open interest, mln USD

182,931,414,413

186,847,794,133

-2.10%

Total open interest, contracts

4,706,518

5,049,656

-6.80%

Options Contracts

 

 

 

Trading volume, mln USD

309,566,397,009

237,643,808,299

30.26%

Trading volume, contracts

3,653,844

3,037,737

20.28%

Number of trades

372,389

280,611

32.71%

Total open interest, mln USD

111,065,719,067

106,241,940,720

4.54%

Total open interest, contracts

1,585,926

2,113,932

-24.98%

Total

 

 

 

Trading volume, mln USD

4,449,559,299,187

3,778,074,212,706

17.77%

Trading volume, contracts

82,637,112

70,015,409

18.03%

Number of trades

15,494,006

13,049,845

18.73%

Total open interest, mln USD

293,997,133,480

293,089,734,853

0.31%

Total open interest, contracts

6,292,444

7,163,588

-12.16%

 

No

Code

Contract

Turnover

RUB

Contract

1

RI

Cash-settled futures contract on RTS Index

3,014,792,001,226

27,292,885

2

Si

Cash-settled futures contract on USD/RUB exchange rate

375,736,940,867

13,135,505

3

SR

Deliverable futures contract on Sberbank ordinary shares

190,359,288,006

18,851,248

4

GZ

Deliverable futures contract on Gazprom ordinary shares

177,239,021,251

8,151,046

5

ED

Cash-settled futures contract on EUR/USD exchange rate

132,669,264,208

3,333,570

6

BR

Cash-settled Brent oil futures contract

56,911,816,568

1,749,955

7

GD

Cash-settled futures contract on gold

40,091,697,793

988,106

8

LK

Deliverable futures contract on LUKOIL ordinary shares

36,182,944,616

1,819,761

9

SV

Cash-settled futures contract on refined silver

29,055,477,699

285,471

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

16,491,404,040

233,137

11

RN

Deliverable futures contract on Rosneft ordinary shares

10,541,994,909

404,768

12

Eu

Cash-settled futures contract on EUR/RUB exchange rate

9,862,706,980

246,824

13

GU

Cash-settled futures contract on GBP/USD Exchange Rate

8,575,588,518

186,596

14

VB

Deliverable futures contract on VTB Bank ordinary shares

8,051,474,117

843,539

15

RS

Cash-settled futures contract on RTS Standard Index

7,823,369,155

65,869

16

MR

 

5,262,897,341

5,300

17

SP

Deliverable futures contract on Sberbank preferred shares

5,173,372,487

736,523

18

AU

Cash-settled futures contract on AUD/USD Exchange Rate

3,692,222,989

129,467

19

PT

Cash-settled futures contract on platinum

3,071,353,556

59,596

20

SN

Deliverable futures contract on Surgutneftegas ordinary shares

1,434,935,717

46,858

21

O4

Deliverable futures contract on the four-year federal loan bonds

1,229,094,931

118,646

22

SA

Cash-settled futures contracts on raw sugar

1,209,804,032

68,464

23

HY

Deliverable futures contract on RusHydro ordinary shares

1,083,999,049

75,458

24

O2

Deliverable futures contract on the two-year federal loan bonds

812,383,004

79,458

25

CH

Deliverable futures contract on Severstal ordinary shares

741,211,939

13,698

26

CU

Cash-settled futures contract on copper

612,659,335

22,714

27

PD

Cash-settled futures contract on palladium

420,137,432

1,943

28

TN

Deliverable futures contract on Transneft preferred shares

360,676,959

9,034

29

MP

Cash-settled futures contract on average rate of the three month MosPrime credit

149,955,700

9,932

30

Ro

Cash-settled futures contract on RTS Oil & Gas Index

104,758,472

7,706

31

NK

Deliverable futures contract on NOVATEK ordinary shares

88,692,263

2,427

32

MT

Deliverable futures contract on MTS ordinary shares

83,157,907

3,476

33

TT

Deliverable futures contract on Tatneft ordinary shares

76,450,380

4,283

34

UR

Cash-settled futures contract on Urals oil 

94,766

3

35

Rc

Cash-settled futures contract on the RTS Consumer and Retail Index 

53,968

2

36

RI

Futures-style options on RTS Index futures contract

291,592,693,882

2,702,429

37

GZ

Futures-style options on Gazprom futures contract

9,774,810,000

463,080

38

SR

Futures-style options on Sberbank futures contract

2,959,772,500

288,086

39

Si

Futures-style options on USD/RUB exchange rate futures contract

1,695,122,500

58,590

40

LK

Futures-style options on LUKOIL futures contract

1,165,185,500

60,024

41

GM

Futures-style options on MMC NORILSK NICKEL futures contract

660,830,000

9,161

42

GD

Futures-style options on gold futures contract

501,646,108

12,592

43

VB

Futures-style options on futures contract on JSC VTB Bank ordinary shares

363,668,750

33,649

44

RN

Futures-style options on futures on Rosneft ordinary shares

283,699,500

11,348

45

SN

Futures-style options on futures on Surgutneftegas ordinary shares

280,077,000

8,276

46

ED

Futures-style options on EUR/USD futures contract

99,871,227

2,533

47

BR

Futures-style options on Brent oil future

99,044,384

3,111

48

SV

Futures-style options on refined silver futures contract

84,841,458

843

49

TN

Futures-style options on futures on Transneft preferred shares

4,898,000

117

50

PT

Futures-style options on futures on platinum

236,199

5

 

 

Total:

4,449,559,299,187

82,637,112

Top clearing members of futures and options trading volumes: March 2011

In March 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:

March 2011

The month’s rating:

February

2011

RTS code

Clearing member

Turnover, RUB

1

1

OPEN

OTKRITIE Group

1,727,307,748,670

2

2

ITIN

JSC "Investment Company "ITInvest"

1,333,622,173,125

3

3

BROK

Brokercreditservice Ltd.

1,223,034,469,134

4

5

ZERH

Zerich Capital Management IC OJSC

724,924,890,592

5

4

ALOR

ALOR INVEST Ltd

662,683,993,305

6

6

FINA

Investment Company FINAM CJSC

418,110,117,065

7

7

ALFC

ALFA-BANK

346,384,364,280

8

8

TROY

Troika Dialog

267,984,883,833

9

9

GUTB

VTB 24 (JSC)

246,804,530,432

10

11

INSI

Instroyinvest IMC

222,903,293,141

11

10

CITF

KIT Finance Ltd.

214,221,274,603

12

12

SOLD

Solid

174,848,268,557

13

13

USIB

LLC "URALSIB Capital - Financial Services"

155,921,652,919

14

14

MEIN

Metallinvestbank OJSCo SKB

103,666,908,050

15

15

OLMA

OLMA Investment Firm

98,274,573,097

16

17

RENC

Renaissance Broker

84,081,515,243

17

16

ATLN

ATON LLC

71,638,698,501

18

18

AKBF

AK BARS Finance

60,727,041,088

19

21

CSFB

CJSC "BANK CREDIT SUISSE (MOSCOW)"

40,960,082,049

20

20

FORC

Fora-Capital

39,073,986,763

21

24

RICF

RIC-Finance

38,827,809,179

22

36

VTBR

JSC VTB Bank

37,869,099,226

23

23

ELTR

Eltra IC

37,162,638,079

24

29

OCTN

Octan-Broker

29,312,231,649

25

30

UCPT

OJSC "UNIVER Capital"

29,036,416,698

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.