OREANDA-NEWS. May 11, 2010. For the period from April 1 – April 30, 2010 the total trading volume on FORTS (Futures & Options on RTS) totaled 2,241.0 billion rubles or 43.8 million contracts, including 345.7 billion rubles during the evening trading session. At the end of April 2010 the total open interest stood at 175.3 billion rubles or 7.1 million contracts.

RTS Group and Saint Petersburg Exchange have launched a cash-settled gasoil futures contract. In April the trading volume in this instrument totaled RUB39.5 million or 2,400 contracts.

 

April

March

Change

Futures contracts

 

 

 

Trading volume, rubles

2,157,383,714,602

1,990,056,432,535

8.41%

Trading volume, contracts

41,386,687

42,158,034

-1.83%

Number of trades

8,582,164

8,754,213

-1.97%

Total open interest, rubles

107,940,773,088

91,209,410,787

18.34%

Total open interest, contracts

4,039,806

2,989,314

35.14%

Options Contracts

 

 

 

Trading volume, rubles

83,622,229,102

68,785,271,122

21.57%

Trading volume, contracts

2,367,702

1,764,170

34.21%

Number of trades

116,940

105,061

11.31%

Total open interest, rubles

67,318,118,053

37,531,506,039

79.36%

Total open interest, contracts

3,083,122

1,428,486

115.83%

Total

 

 

 

Trading volume, rubles

2,241,005,943,704

2,058,841,703,657

8.85%

Trading volume, contracts

43,754,389

43,922,204

-0.38%

Number of trades

8,699,104

8,859,274

-1.81%

Total open interest, rubles

175,258,891,141

128,740,916,826

36.13%

Total open interest, contracts

7,122,928

4,417,800

61.23%

FORTS contracts by volume in April 2010

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

1,732,478,162,545

18,705,607

2

Si

Cash-settled futures contract on USD/RUB exchange rate

100,104,763,281

3,406,617

3

SR

Deliverable futures contract on Sberbank ordinary shares

82,817,282,761

9,672,328

4

GZ

Deliverable futures contract on Gazprom ordinary shares

70,427,088,062

4,047,410

5

ED

Cash-settled futures contract on EUR/USD exchange rate

62,654,417,884

1,603,748

6

RS

Cash-settled futures contract on RTS Standard Index

36,839,050,975

368,006

7

BR

Cash-settled Brent oil futures contract

27,567,699,699

1,104,380

8

LK

Deliverable futures contract on LUKOIL ordinary shares

17,236,090,063

1,034,210

9

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

7,006,926,919

127,860

10

GD

Cash-settled futures contract on gold

6,984,487,472

208,292

11

RN

Deliverable futures contract on Rosneft ordinary shares

3,088,321,054

127,493

12

VB

Deliverable futures contract on VTB Bank ordinary shares

2,772,978,508

343,234

13

SP

Deliverable futures contract on Sberbank preferred shares

2,614,321,955

399,722

14

TN

Deliverable futures contract on Transneft preferred shares

1,284,730,409

36,654

15

Eu

Cash-settled futures contract on EUR/RUB exchange rate

1,206,032,096

30,594

16

SV

Cash-settled futures contract on refined silver

956,179,048

18,050

17

SN

Deliverable futures contract on Surgutneftegas ordinary shares

369,321,438

13,000

18

HY

Deliverable futures contract on RusHydro ordinary shares

343,762,041

20,188

19

PT

Cash-settled futures contract on platinum

194,459,010

3,886

20

UI

Deliverable futures contract on Uralsvyazinform ordinary shares

109,850,716

100,424

21

MT

Deliverable futures contract on MTS ordinary shares

90,955,628

3,598

22

CH

Deliverable futures contract on Severstal ordinary shares

63,707,248

1,559

23

MP

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

55,560,900

4,508

24

PZ

Deliverable futures contract on Polyus Gold ordinary shares

49,144,476

3,423

25

SU

Deliverable futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94

46,979,000

418

26

TT

Deliverable futures contract on Tatneft ordinary shares

13,908,516

993

27

Rk

Cash-settled futures contract on RTS Telecom Index

4,505,376

320

28

Rc

Cash-settled futures contract on RTS Consumer & Retail Index

1,934,880

102

29

NK

Deliverable futures contract on NOVATEK ordinary shares

938,657

49

30

Ro

Cash-settled futures contract on RTS Oil & Gas Index

153,985

14

31

RI

Futures-style options on RTS Index futures contract

61,908,475,120

684,935

32

SR

Options on Sberbank futures contract

7,981,290,750

973,106

33

GZ

Options on Gazprom futures contract

5,687,177,000

313,099

34

Si

Options on USD/RUB exchange rate futures contract

4,267,210,500

131,450

35

LK

Options on LUKOIL futures contract

2,322,771,000

132,728

36

VB

Futures-style options on VTB Bank futures contract

931,226,000

120,156

37

GM

Futures-style options on MMC NORILSK NICKEL futures contract

335,610,000

6,372

38

GD

Futures-style options on gold futures contract

164,499,108

5,029

39

RN

Futures-style options on Rosneft futures contract

8,996,000

407

40

SN

Futures-style options on Surgutneftegas futures contract

7,000,000

200

41

TN

Futures-style options on Transneft futures contract

6,116,000

169

42

SV

Futures-style options on refined silver futures contract

1,795,124

46

43

PZ

Futures-style options on Polyus Gold futures contract

62,500

5

 

 

Total

2,241,005,943,704

43,754,389

FORTS Leading Operators in April 2010

In April 2010 JSC "Investment Company "ITInvest" became the leader of FORTS Members turnover rating (including all types of trades) followed by Brokercreditservice Ltd. and OTKRITIE Group.

Month’s rating:
April 2010

Month’s rating:
March 2010

RTS code

Company name

Turnover, RUB

1

1

ITIN

JSC "Investment Company "ITInvest"

720,190,099,838

2

2

BROK

Brokercreditservice Ltd.

657,999,927,863

3

3

OPEN

OTKRITIE Group

586,489,307,596

4

4

ZERH

Zerich Capital Management IC OJSC

426,984,074,145

5

5

ALOR

ALOR Group

351,482,368,409

6

6

FINA

Investment Company FINAM CJSC

266,159,514,092

7

8

ALFC

ALFA-BANK

214,016,957,831

8

7

TROY

Troika Dialog

201,506,381,676

9

9

CITF

KIT Finance Ltd.

178,486,479,441

10

10

GUTB

VTB 24 (JSC)

133,041,515,372

11

14

INSI

Instroyinvest IMC

88,082,301,741

12

12

MEIN

Metallinvestbank OJSCo SKB

71,487,756,115

13

11

SOLD

Solid

70,518,591,341

14

13

USIB

LLC "URALSIB Capital - Financial Services"

64,483,123,315

15

18

RENC

Renaissance Broker

40,919,666,663

16

16

AKBF

AK BARS Finance

39,329,132,725

17

17

ATLN

ATON LLC

35,726,117,368

18

15

OLMA

OLMA Investment Firm

35,446,543,971

19

20

ABSB

Absolut Bank (ZAO)

25,966,383,552

20

21

ELTR

Eltra IC

24,504,578,509

21

22

ZENT

Bank ZENIT OJSC

23,605,931,126

22

24

FORC

Fora-Capital

21,889,427,320

23

23

OCTN

Octan-Broker

17,340,626,835

24

34

SOLI

Solidarnost Commercial Bank

12,758,223,169

25

26

BINV

Joint Stock Company "Bitza-Invest"

10,427,873,973

In compliance with the resolution passed by the Derivatives Market Committee RTS publishes several ratings of FORTS Members ranked by trading volume and number of clients.

For access to all ratings, please visit our website.