OREANDA-NEWS. November 7, 2011. For the period from October 1 - October 31, 2011 the trading volume on FORTS (Futures & Options on RTS) totaled 5,073.70 billion rubles or 111.78 million contracts, including 726.42 billion rubles during the evening trading session. At the end of October 2011 the total open interest stood at 301.79 billion rubles or 7.55 million contracts.

In October 2011 the trading volume in futures contract on oil products and agricultural products that were launched by RTS Group and Saint Petersburg Exchange reached RUB554.10 million or 37.36 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB2,631.17 million or 53.57 thousand contracts.

 

October 2011

September 2011

Change

Futures contracts

 

 

 

Trading volume, mln USD

4,869,149,994,261

5,251,962,653,270

-7.29%

Trading volume, contracts

108,776,785

111,220,573

-2.20%

Number of trades

24,034,203

22,690,835

5.92%

Total open interest, mln USD

212,143,381,432

161,068,426,167

31.71%

Total open interest, contracts

5,760,274

4,871,000

18.26%

Options Contracts

 

 

 

Trading volume, mln USD

204,552,599,670

274,589,792,681

-25.51%

Trading volume, contracts

3,004,970

3,646,682

-17.60%

Number of trades

337,126

383,683

-12.13%

Total open interest, mln USD

89,645,515,509

79,249,206,062

13.12%

Total open interest, contracts

1,788,736

1,241,582

44.07%

Total

 

 

 

Trading volume, mln USD

5,073,702,593,931

5,526,552,445,951

-8.19%

Trading volume, contracts

111,781,755

114,867,255

-2.69%

Number of trades

24,371,329

23,074,518

5.62%

Total open interest, mln USD

301,788,896,941

240,317,632,230

25.58%

Total open interest, contracts

7,549,010

6,112,582

23.50%

 

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

3,390,400,119,987

38,847,308

2

Si

Cash-settled futures contract on USD/RUB exchange rate

735,420,941,005

23,249,154

3

SR

Deliverable futures on Sberbank ordinary shares

206,609,627,435

27,089,637

4

ED

Cash-settled futures on EUR/USD Exchange Rate

131,126,292,668

3,059,017

5

GZ

Deliverable futures on Gazprom ordinary shares

118,424,697,458

7,241,035

6

GD

Cash-settled futures contract on gold

66,462,758,863

1,270,855

7

MX

Cash-settled futures contract on MICEX Standard Index

51,919,153,820

376,922

8

LK

Deliverable futures on LUKoil ordinary shares

41,157,653,866

2,436,480

9

BR

Cash-settled Brent oil futures contract

34,511,796,645

1,019,426

10

GM

Deliverable futures on Norilsk Nickel ordinary shares

17,019,921,907

271,363

11

SV

Cash-settled futures contract on refined silver

16,672,045,526

166,821

12

RS

Cash-settled futures contract on RTS Standard Index

13,308,858,675

138,669

13

O4

Deliverable futures contract on 4-year Russian Federation government bonds

10,667,392,743

1,055,829

14

RN

Deliverable futures contract on Rosneft ordinary shares

9,736,255,629

489,718

15

VB

Deliverable futures contract on VTB Bank ordinary shares

6,289,211,636

932,408

16

O2

Deliverable futures contract on 2-year Russian Federation government bonds

4,204,607,401

425,800

 

 

Cash-settled futures contract on GBP/USD

 

 

17

GU

Exchange Rate

2,848,026,240

57,683

 

 

Cash-settled futures contract on EUR/RUB

 

 

18

Eu

exchange rate

2,832,208,638

65,374

 

 

Cash-settled futures contract on AUD/USD

 

 

19

AU

Exchange Rate

2,648,597,755

84,208

 

 

Deliverable futures contract on Sberbank preferred

 

 

20

SP

shares

1,561,769,447

273,718

 

 

Deliverable futures contract on MTS ordinary

 

 

21

MT

shares

1,071,482,136

58,563

22

PT

Cash-settled futures contract on platinum

598,273,476

12,387

23

SN

Deliverable futures contract on Surgutneftegas ordinary shares

564,833,916

21,916

 

 

Deliverable futures contract on Transneft preferred

 

 

24

TN

shares

526,300,543

15,509

25

SA

Cash-settled futures contracts on raw sugar

497,431,497

26,561

26

UK

Futures on Uralkali ordinary shares

481,681,886

21,037

 

 

Deliverable futures contract on Severstal ordinary

 

 

27

CH

shares

475,294,906

13,953

28

CU

Cash-settled futures contract on copper

262,695,640

11,564

29

HY

Deliverable futures contract on RusHydro ordinary shares

205,450,302

18,549

30

PD

Cash-settled futures contract on palladium

177,828,401

932

 

 

Cash-settled futures contract on average rate of

 

 

31

MP

the three month MosPrime credit

126,961,050

7,246

 

 

Deliverable futures contract on NOVATEK ordinary

 

 

32

NK

shares

97,301,644

2,578

 

 

Deliverable futures contract on Tatneft ordinary

 

 

33

TT

shares

86,062,192

6,390

 

 

Cash-settled futures contract on the Russian

 

 

34

VX

Volatility Index

52,773,109

1,550

 

 

Cash-settled futures contract on RTS Oil & Gas

 

 

35

Ro

Index

34,401,316

3,267

36

SG

Deliverable futures contract on Surgutneftegas preferred shares

33,477,644

2,365

 

 

Deliverable futures contract on ordinary shares of

 

 

37

FS

FGC UES

16,937,400

644

 

 

Cash-settled futures contract on average interest

 

 

38

MR

rate of the overnight credit MosPrime

12,927,994

13

 

 

Cash-settled futures contract on RTS Consumer

 

 

39

Rc

and Retail Index

5,908,281

335

40

UR

Futures on Urals oil

33,582

1

41

RI

Futures-style options on RTS Index futures contract

189,995,716,363

2,187,566

42

GZ

Futures-style options on Gazprom futures contract

6,419,174,500

363,759

43

Si

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

3,920,058,000

125,013

44

SR

Futures-style options on Sberbank futures contract

1,893,760,000

244,003

45

RN

Futures-style options on futures on Rosneft ordinary shares

631,245,000

30,060

46

LK

Futures-style options on LUKOIL futures contract

558,739,500

29,132

 

 

Futures-style options on MMC NORILSK NICKEL

 

 

47

GM

futures contract

420,282,500

7,405

48

GD

Futures-style options on gold futures contract

282,934,674

5,691

 

 

Futures-style options on refined silver futures

 

 

49

SV

contract

162,220,281

1,563

50

PT

Futures-style options on futures on platinum

129,403,159

2,253

51

VB

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

54,871,500

6,666

52

BR

Futures-style options on Brent oil future

39,947,644

1,169

 

 

Futures-style options on MICEX Index futures

 

 

53

MX

contract

21,375,000

135

54

ED

Futures-style options on EUR/USD futures contract

20,194,549

474

55

TN

Futures-style options on futures on Transneft preferred shares

2,645,000

80

56

SN

Futures-style options on futures on Surgutneftegas ordinary shares

32,000

1

 

 

Total:

5,073,702,593,931

111,781,755

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

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

The month's rating: October 2011

The month's

rating: September 2011

RTS code

Clearing member

Turnover, RUB

1

1

OPEN

OTKRITIE Group

2,889,890,417,828

2

3

BROKN

Brokercreditservice Ltd.

1,230,440,661,621

3

2

ITINM

JSC "Investment Company "ITInvest"

1,178,805,888,098

4

4

ZERHM

Zerich Capital Management IC OJSC

951,812,334,414

5

5

FINAM

Investment Company FINAM CJSC

457,700,504,805

6

6

ALOR

ALOR INVEST Ltd

428,663,665,266

7

9

INSIN

Instroyinvest IMC

324,169,752,332

8

8

ALFCM

ALFA-BANK

298,067,983,520

9

7

TROYM

Troika Dialog

276,745,141,851

10

11

GUTBM

VTB 24 (JSC)

212,201,898,045

11

10

CITFS

KIT Finance Ltd.

202,504,082,391

12

14

USIBM

LLC "URALSIB Capital - Financial Services"

163,416,650,924

13

12

SOLDM

Solid

154,567,295,708

14

13

MEINM

Metallinvestbank OJSCo SKB

103,422,114,610

15

18

RICFM

RIC-Finance

86,652,898,005

16

16

RENCM

Renaissance Broker

84,839,484,340

17

19

OLMAM

OLMA Investment Firm

84,442,967,097

18

17

ATLNM

ATON LLC

75,988,215,674

19

15

CSFBM

CJSC "BANK CREDIT SUISSE (MOSCOW)"

61,024,173,826

20

21

FORCM

Fora-Capital

48,158,111,902

21

36

VTBRM

JSC VTB Bank

43,620,952,479

22

23

ELTRS

Eltra IC

43,380,703,814

23

20

RENOM

Renaissance Online Limited

42,456,582,668

24

25

AKBFM

AK BARS Finance

40,063,358,357

25

22

MRGNM

OOO Morgan Stanley Bank

39,833,224,765