OREANDA-NEWS. October 10, 2011. For the period from September 1 - September 30, 2011, trading volume on FORTS (Futures & Options on RTS) totaled 5,526.55 billion rubles or 114.87 million contracts, including 795.85 billion rubles during the evening trading session. At the end of September 2011, the total open interest stood at 240.32 billion rubles in value or 6.11 million contracts.

In September 2011, trading volume of the cash-settled futures contract on oil products and agricultural products launched jointly between RTS Group and Saint Petersburg Exchange, reached a value of RUB805.39 million or 50.12 thousand contracts. The trading volume of the power futures contract launched by RTS Group and OJSC Moscow Energy Exchange reached RUB16,310.52 million or 330.18 thousand contracts.

 

September

August

Change

Futures contracts

Trading volume, USD

5,251,962,653,270

6,306,773,852,998

-16.73% |

Trading volume, contracts

111,220,573

130,905,194

-15.04% |

Number of trades

22,690,835

25,756,154

-11.90% I

Total open interest, USD

161,068,426,167

236,562,491,961

-31.91% |

Total open interest, contracts

4,871,000

6,569,144

-25.85% |

Options contracts

Trading volume, USD

274,589,792,681

439,711,777,856

-37.55% |

Trading volume, contracts

3,646,682

5,051,835

-27.81% |

Number of trades

383,683

485,255

-20.93%

Total open interest, USD

79,249,206,062

154,223,189,125

-48.61% |

Total open interest, contracts

1,241,582

2,384,214

-47.92% |

Total

Trading volume, USD

5,526,552,445,951

6,746,485,630,855

-18.08% |

Trading volume, contracts

114,867,255

135,957,029

-15.51% |

Number of trades

23,074,518

26,241,409

-12.07% !

Total open interest, USD

240,317,632,230

390,785,681,086

-38.50% |

Total open interest, contracts

6,112,582

8,953,358

-31.73% I

 

No

Code

Contract

Turnover

RUB

contracts

1

Rl

RTS Index Futures

3,632,930,789,405

39,418,198

2

Si

Futures on USD/RUB Exchange Rate

808,580,596,007

25,996,314

3

SR

Futures on Sberbank ordinary shares

185,270,797,388

23,694,345

4

ED

Futures on EUR/USD Exchange Rate

165,485,631,451

3,927,709 |

5

GZ

Futures on Gazprom ordinary shares

124,435,756,537

7,588,471

6

GD

Gold futures

115,573,190,674

2,109,846

7

BR

Futures on Brent oil

46,916,104,522

1,386,611

8

LK

Futures on LUKoil ordinary shares

45,705,830,521

2,718,158

9

SV

Futures on Silver

30,719,365,917

266,757

10

GM

Futures on Norilsk Nickel ordinary shares

20,065,218,109

288,940

11

RS

RTS Standard Index Futures

13,967,952,935

140,998

12

RN

Futures on Rosneft ordinary shares

13,459,194,523

641,768

13

Eu

Futures on EUR/RUB Exchange Rate

10,221,535,929

241,207

14

VB

Futures on VTB BANK ordinary shares

7,192,251,790

980,414

15

GU

Futures on GBP/USD Exchange Rate

5,775,515,090

120,075

16

PT

Futures on Platinum

5,399,092,638

98,637

17

04

Futures on 4-year Russian Federation government bonds

4,595,225,116

448,508

18

02

Futures on 2-year Russian Federation government bonds

4,485,269,617

450,794

19

AU

Futures on AUD/USD Exchange Rate

3,514,339,869

112,565

20

SP

Futures on Sberbank preferred shares

2,593,312,512

399,258

21

SN

Futures on Surgutneftegas ordinary shares

1,099,149,244

44,314

22

MX

MICEX Index Futures

933,195,340

6,827

23

SA

Sugar futures

879,114,787

45,785

24

HY

Futures on RusHydro ordinary shares

400,903,407

32,912

25

UK

Futures on Uralkali ordinary shares

318,921,067

12,465

26

PD

Futures on Novatek ordinary shares

314,762,433

1,455

27

CU

Futures on Copper

217,087,485

8,672

28

CH

Futures on Severstal ordinary shares

182,675,118

4,645

29

VX

Russian Volatility Index Futures

164,282,607

6,222

30

NK

Futures on NOVATEK ordinary shares

147,961,704

3,912

31

MP

Futures on three-month MosPRIME rate

139,198,525

9,114

32

TN

Futures on Transneft preferred shares

96,462,338

2,814

33

Ro

Futures on RTS Oil and Gas Index

52,747,465

4,798

34

TT

Futures on Tatneft ordinary shares

29,989,910

2,025

35

FS

Futures on FGC UES ordinary shares

26,205,235

1,000

36

SG

Futures on Surgutneftegas preferred shares

25,622,096

1,753

37

Rc

Futures on RTS Consumer & Retail Index

25,379,493

1,212

38

MT

Futures on MTS ordinary shares

21,886,552

1,071

39

UR

Futures on Urals oil

137,913

4

40

Rl

Futures-style option on RTS Index futures contract

260,814,109,263

2,807,617

41

SR

Futures-style option on futures on Gazprom ordinary shares

4,150,960,000

472,640

42

GZ

Futures-style option on futures on Sberbank ordinary shares

3,837,470,000

218,995

43

Si

Futures-style option on USD/RUB Exchange Rate

1,751,276,250

56,845

 

 

Futures

 

 

44

SV

Futures-style option on Silver futures

1,125,873,211

8,933

45

GD

Futures-style option on Gold futures

983,000,608

18,025

46

LK

Futures-style option on futures on LUKoil ordinary shares

569,696,000

32,240

47

GM

Futures-style option on futures on Norilsk Nickel ordinary shares

382,637,500

5,055

48

TN

Futures-style option on Transneft futures contract

350,439,000

9,140

49

ED

Futures-style option on EUR/USD Exchange Rate Futures

264,034,037

6,255

50

PT

Futures-style option on Brent oil futures

155,328,891

2,800

51

BR

Futures-style option on futures on Platinum

112,040,421

3,231

52

SN

Futures-style option on futures on Surgutneftegas ordinary shares

38,243,000

1,435

53

RN

Futures-style option on futures on Rosneft ordinary shares

38,229,000

1,373

54

VB

Futures-style option on futures on VTB BANK ordinary shares

16,455,500

2,098

 

 

Total:

5,526,552,445,951

114,867,255

Top 10 clearing members of futures and options trading volumes: September 2011

In September 2011, the top clearing members of futures and options trading volumes were OTKRITIE Group, JSC "Investment Company "ITInvest" and Brokercreditservice Ltd.

The month's

rating: September 2011

The month's rating: August 2011

RTS code

Clearing member

Turnover, RUB

1

1

OPEN

OTKRITIE Group

3,070,411,393,210

2

2

ITIN

JSC "Investment Company "ITInvest"

1,452,784,674,318

3

3

BROK

Brokercreditservice Ltd.

1,262,700,328,034

4

4

ZERH

Zerich Capital Management IC OJSC

933,321,981,253

5

6

FINA

Investment Company FINAM CJSC

510,303,508,757

6

5

ALOR

ALOR INVEST Ltd

419,984,469,598

7

7

TROY

Troika Dialog

415,336,750,275

8

9

ALFC

ALFA-BANK

324,438,820,162

9

10

INSI

Instroyinvest IMC

281,281,178,325

10

8

CITF

KIT Finance Ltd.

271,288,459,696

11

11

GUTB

VTB 24 (JSC)

212,484,721,024

12

13

SOLD

Solid

194,938,627,951

13

12

MEIN

Metallinvestbank OJSCo SKB

192,254,140,201

14

14

USIB

LLC "URALSIB Capital - Financial Services"

179,776,422,868

15

21

CSFB

CJSC "BANK CREDIT SUISSE (MOSCOW)"

86,120,132,878

16

15

RENC

Renaissance Broker

80,498,459,177

17

17

ATLN

ATON LLC

77,135,984,083

18

16

RICF

RIC-Finance

68,275,858,866

19

20

OLMA

OLMA Investment Firm

65,739,741,692

20

27

RENO

Renaissance Online Limited

52,693,237,689

21

22

FORC

Fora-Capital"

49,133,792,805

22

24

MRGN

OOO Morgan Stanley Bank

45,136,112,116

23

19

ELTR

Eltra IC

44,449,969,215

24

29

NORD

Nord-Capital, LLC

41,609,877,599

25

18

AKBF

AK BARS Finance

40,894,970,281

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.