OREANDA-NEWS. July 7, 2011. For the period from June 1 – June 30, 2011 the trading volume on FORTS (Futures & Options on RTS) totaled 4,926.53 billion rubles or 86.86 million contracts, including 673.12 billion rubles during the evening trading session. At the end of June 2011 the total open interest stood at 323.13 billion rubles or 6.61 million contracts.

In June 2011 the trading volume of the cash-settled futures contract on gasoil (summer grade) launched within the framework of the joint project between RTS Group and Saint Petersburg Exchange reached RUB560.13 million or 24.55 thousand contracts and the trading volume of the futures contract on wheat amounted to RUB455.83 million or 62.92 thousand contracts. The trading volume of the power futures contract launched by RTS Group and OJSC Moscow Energy Exchange reached RUB370.35 million or 10.44 contracts.

 

June 2011

May 2011

Change

Futures contracts

 

 

 

Trading volume, mln USD

161,095

157,103

2.54%

Trading volume, contracts

82,141,498

83,105,456

-1,16%

Number of trades

15,814,487

16,473,829

-4,00%

Total open interest, mln USD

6,744

7,843

-14.01%

Total open interest, contracts

5,052,590

6,597,096

-23,41%

Options Contracts

 

 

 

Trading volume, mln USD

15,039

16,494

-8.82%

Trading volume, contracts

4,719,445

5,406,098

-12,70%

Number of trades

413,243

430,467

-4,00%

Total open interest, mln USD

4,765

6,585

-27.64%

Total open interest, contracts

1,559,456

3,154,566

-50,57%

Total

 

 

 

Trading volume, mln USD

176,134

173,597

1.46%

Trading volume, contracts

86,860,943

88,511,554

-1,86%

Number of trades

16,227,730

16,904,296

-4,00%

Total open interest, mln USD

11,509

14,429

-20.24%

Total open interest, contracts

6,612,046

9,751,662

-32,20%

 

No

Code

Contract

Turnover

RUB

Contract

1

RI

Cash-settled futures contract on RTS Index

3,306,322,406,048

31,650,724

2

Si

Cash-settled futures contract on USD/RUB exchange rate

456,932,286,443

16,226,764

3

ED

Cash-settled futures contract on EUR/USD exchange rate

178,913,277,370

4,449,500

4

GZ

Deliverable futures contract on Gazprom ordinary shares

147,247,972,956

7,229,217

5

SR

Deliverable futures contract on Sberbank ordinary shares

127,261,307,103

13,088,193

6

BR

Cash-settled Brent oil futures contract

83,063,548,742

2,635,711

7

SV

Cash-settled futures contract on refined silver

52,804,823,001

525,809

8

GD

Cash-settled futures contract on gold

45,800,828,390

1,068,083

9

LK

Deliverable futures contract on LUKOIL ordinary shares

30,616,347,232

1,725,554

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

14,457,057,958

204,853

11

RS

Cash-settled futures contract on RTS Standard Index

9,954,101,275

88,395

12

RN

Deliverable futures contract on Rosneft ordinary shares

9,035,608,006

374,999

13

VB

Deliverable futures contract on VTB Bank ordinary shares

8,908,708,659

1,033,636

14

Eu

Cash-settled futures contract on EUR/RUB exchange rate

6,465,800,970

159,663

15

GU

Cash-settled futures contract on GBP/USD Exchange Rate

4,846,231,266

107,049

16

SP

Deliverable futures contract on Sberbank preferred shares

4,501,079,516

623,023

17

PT

Cash-settled futures contract on platinum

3,811,262,767

75,079

18

AU

Cash-settled futures contract on AUD/USD Exchange Rate

3,180,333,968

107,827

19

O4

Deliverable futures contract on the four-year federal loan bonds

2,767,211,274

266,690

20

O2

Deliverable futures contract on the two-year federal loan bonds

2,155,669,612

208,901

21

SA

Cash-settled futures contracts on raw sugar

1,709,510,312

100,308

22

SN

Deliverable futures contract on Surgutneftegas ordinary shares

942,813,505

34,533

23

MR

Cash-settled  futures contract on average interest rate of the overnight credit MosPrime

824,048,715

832

24

HY

Deliverable futures contract on RusHydro ordinary shares "

614,622,220

45,102

25

TN

Deliverable futures contract on Transneft preferred shares

535,771,343

12,812

26

CH

Deliverable futures contract on Severstal ordinary shares

514,283,599

10,035

27

UK

Deliverable futures contract on OJSC "Uralkali" ordinary shares

500,914,599

20,816

28

SG

Deliverable futures contract on Surgutneftegas preferred shares

241,572,044

16,701

29

VX

Cash-settled futures contract  on the Russian Volatility Index cTи

219,067,795

15,029

30

PD

Cash-settled futures contract on palladium

145,338,308

669

31

TT

Deliverable futures contract on Tatneft ordinary shares

137,056,104

8,115

32

FS

Deliverable futures contract on ordinary shares of "FGC UES"

130,381,964

3,431

33

CU

Cash-settled futures contract on copper

129,298,070

5,117

34

MP

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

128,900,775

9,280

35

MT

Deliverable futures contract on MTS ordinary shares

120,016,793

5,106

36

NK

Deliverable futures contract on NOVATEK ordinary shares

98,089,643

2,749

37

Ro

Cash-settled futures contract on RTS Oil & Gas Index

14,337,270

1,173

38

SU

Cash-settled futures contract on sugar

1,680,000

12

39

Rc

Cash-settled futures contract on RTS Consumer and Retail Index

191,283

8

40

RI

Futures-style options on RTS Index futures contract

405,041,538,049

3,905,614

41

GZ

Futures-style options on Gazprom futures contract

5,968,049,500

291,589

42

SR

Futures-style options on Sberbank futures contract

3,543,368,750

353,786

43

Si

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

2,130,568,750

74,598

44

GM

Futures-style options on MMC NORILSK NICKEL futures contract

1,074,722,500

14,753

45

GD

Futures-style options on gold futures contract

774,857,961

18,251

46

LK

Futures-style options on LUKOIL futures contract

552,473,500

30,911

47

SV

Futures-style options on refined silver futures contract

528,040,768

5,067

48

BR

Futures-style options on Brent oil future

319,658,378

9,964

49

TN

Futures-style options on futures on Transneft preferred shares

254,454,000

5,962

50

PT

Futures-style options on futures on platinum

196,425,601

3,902

51

ED

Futures-style options on EUR/USD futures contract

60,037,540

1,493

52

VB

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

30,199,500

3,414

53

RN

Futures-style options on futures on Rosneft ordinary shares

2,607,000

111

54

SN

Futures-style options on futures on Surgutneftegas ordinary shares

867,000

30

 

 

Total:

4,926,531,625,695

86,860,943

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

In June 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:

June 2011

The month’s rating:

May

2011

RTS code

Clearing member

Turnover, RUB

1

1

OPEN

OTKRITIE Group

2,266,824,646,692

2

2

ITIN

JSC "Investment Company "ITInvest"

1,335,650,859,883

3

3

BROK

Brokercreditservice Ltd.

1,241,136,513,856

4

4

ZERH

Zerich Capital Management IC OJSC

899,887,081,616

5

6

FINA

Investment Company FINAM CJSC

503,070,527,604

6

5

ALOR

ALOR INVEST Ltd

491,206,236,161

7

7

ALFC

ALFA-BANK

335,357,845,087

8

8

TROY

Troika Dialog

320,566,138,494

9

10

INSI

Instroyinvest IMC

252,056,743,038

10

9

GUTB

VTB 24 (JSC)

235,557,992,125

11

11

CITF

KIT Finance Ltd.

219,359,197,403

12

13

USIB

LLC "URALSIB Capital - Financial Services"

181,244,912,523

13

12

SOLD

Solid

155,619,518,675

14

16

MEIN

Metallinvestbank OJSCo SKB

143,206,605,406

15

15

RICF

RIC-Finance

89,286,367,764

16

18

ATLN

ATON LLC

74,393,294,850

17

19

RENC

Renaissance Broker

70,447,475,553

18

17

MCAP

MAXWELL CAPITAL LLC.

68,242,521,466

19

14

OLMA

OLMA Investment Firm

64,882,783,148

20

26

CSFB

CJSC "BANK CREDIT SUISSE (MOSCOW)"

51,717,103,897

21

25

RENO

Renaissance Online Limited

46,574,143,542

22

22

ELTR

Eltra IC

45,829,816,480

23

23

FORC

Fora-Capital

44,946,397,248

24

21

BSPB

Saint-Peterburg Bank PLC

44,092,101,087

25

20

AKBF

AK BARS Finance

44,056,967,993

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.