OREANDA-NEWS. February 21, 2011. For the period from January 11 – January 31, 2010 the trading volume on FORTS (Futures & Options on RTS) totaled 2,464.6 billion rubles or 44.0 million contracts, including 322.0 billion rubles during the evening trading session. At the end of January 2011 the total open interest stood at 243.9 billion rubles or 5.7 million contracts.

In January 2011 the trading volume of the cash-settled futures contract on gasoil (summer grade) reached RUB179.7 million or 8.3 thousand contracts. The trading volume of the power futures contract launched by RTS Group and OJSC Moscow Energy Exchange reached RUB451.9 million or 15.0 contracts.

 

January 2011

December 2010

Change

Futures contracts

Trading volume, mln USD

2,338,986,118,317

2,642,070,914,894

-11.47%

Trading volume, contracts

42,493,234

53,725,374

-20.91%

Number of trades

7,917,060

8,734,952

-9.36%

Total open interest, mln USD

160,052,855,918

100,825,267,481

58.74%

Total open interest, contracts

4,332,176

3,168,722

36.72%

Options Contracts

Trading volume, mln USD

125,571,036,885

188,714,225,056

-33.46%

Trading volume, contracts

1,537,340

2,527,629

-39.18%

Number of trades

182,569

215,097

-15.12%

Total open interest, mln USD

83,893,560,334

40,774,927,963

105.75%

Total open interest, contracts

1,400,080

887,624

57.73%

Total

Trading volume, mln USD

2,464,557,155,202

2,830,785,139,950

-12.94%

Trading volume, contracts

44,030,574

56,253,003

-21.73%

Number of trades

8,099,629

8,950,049

-9.50%

Total open interest, mln USD

243,946,416,251

141,600,195,444

72.28%

Total open interest, contracts

5,732,256

4,056,346

41.32%

 

No

Code

Contract

Turnover

RUB

contracts

1

RI

Cash-settled futures contract on RTS Index

1,700,530,147,498

15,178,397

2

Si

Cash-settled futures contract on USD/RUB exchange rate

200,344,245,593

6,664,609

3

ED

Cash-settled futures contract on EUR/USD exchange rate

111,050,605,012

2,754,614

4

SR

Deliverable futures contract on Sberbank ordinary shares

100,348,526,476

9,347,379

5

GZ

Deliverable futures contract on Gazprom ordinary shares

70,542,045,711

3,565,022

6

GD

Cash-settled futures contract on gold

33,433,741,871

825,959

7

BR

Cash-settled Brent oil futures contract

28,520,360,541

977,787

8

LK

Deliverable futures contract on LUKOIL ordinary shares

22,621,606,338

1,196,038

9

RS

Cash-settled futures contract on RTS Standard Index

17,271,886,810

144,644

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

13,265,409,656

178,317

11

SV

Cash-settled futures contract on refined silver

9,037,697,314

107,544

12

RN

Deliverable futures contract on Rosneft ordinary shares

6,580,893,877

270,083

13

Eu

Cash-settled futures contract on EUR/RUB exchange rate

5,518,760,687

136,463

14

GU

Cash-settled futures contract on GBP/USD Exchange Rate

5,429,011,411

114,548

15

AU

Cash-settled futures contract on AUD/USD Exchange Rate

3,866,590,423

131,013

16

SP

Deliverable futures contract on Sberbank preferred shares

3,692,927,837

495,606

17

VB

Deliverable futures contract on VTB Bank ordinary shares

3,022,103,848

278,631

18

SN

Deliverable futures contract on Surgutneftegas ordinary shares

1,061,290,734

30,687

19

SA

Cash-settled futures contracts on raw sugar

560,371,915

26,153

20

CH

Deliverable futures contract on Severstal ordinary shares

551,406,800

9,706

21

PT

Cash-settled futures contract on platinum

425,077,560

7,855

22

HY

Deliverable futures contract on RusHydro ordinary shares

367,507,237

23,411

23

CU

Cash-settled futures contract on copper

337,328,275

11,849

24

TN

Deliverable futures contract on Transneft preferred shares

284,666,380

7,282

25

PD

Cash-settled futures contract on palladium

155,885,951

647

26

MP

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

90,862,125

6,289

27

MT

Deliverable futures contract on MTS ordinary shares

38,164,658

1,479

28

SU

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

17,033,200

106

29

TT

Deliverable futures contract on Tatneft ordinary shares

10,939,429

681

30

Rc

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

3,632,324

141

31

NK

Deliverable futures contract on NOVATEK ordinary shares

2,703,670

85

32

Ro

Cash-settled futures contract on RTS Oil and Gas Index

2,687,157

209

33

RI

Futures-style options on RTS Index futures contract

115,724,159,497

1,065,314

34

GZ

Futures-style options on Gazprom futures contract

4,254,787,500

210,993

35

Si

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

2,391,910,750

74,055

36

SR

Futures-style options on Sberbank futures contract

1,415,681,000

133,100

37

GM

Futures-style options on MMC NORILSK NICKEL futures contract

680,467,500

10,886

38

LK

Futures-style options on LUKOIL futures contract

578,452,000

30,954

39

PT

Futures-style options on platinum futures contract

210,199,540

3,800

40

GD

Futures-style options on gold futures contract

135,718,949

3,285

41

ED

Futures-style options on EUR/USD exchange rate futures

104,682,116

2,604

42

BR

Futures-style options on Brent oil futures contract

39,112,944

1,430

43

SV

Futures-style options on refined silver futures contract

28,320,339

329

44

VB

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

5,159,750

527

45

SN

Futures-style options on futures contract on Surgutneftegas ordinary shares

2,385,000

63

 

 

Total:

2,464,557,155,202

44,030,574

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

In January 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:

January 2011

The month’s rating: December 2011

RTS code

Clearing member

Turnover, RUB

1

2

OPEN

OTKRITIE Group

881,101,660,867

2

1

ITIN

JSC "Investment Company "ITInvest"

764,723,541,192

3

3

BROK

Brokercreditservice Ltd.

758,242,400,373

4

5

ZERH

Zerich Capital Management IC OJSC

384,692,150,265

5

4

ALOR

ALOR INVEST Ltd

361,037,237,869

6

6

FINA

Investment Company FINAM CJSC

245,045,628,099

7

8

ALFC

ALFA-BANK

187,204,314,400

8

10

GUTB

VTB 24 (JSC)

155,333,766,487

9

7

TROY

Troika Dialog

147,368,565,752

10

9

CITF

KIT Finance Ltd.

134,287,359,409

11

12

INSI

Instroyinvest IMC

109,405,368,609

12

11

SOLD

Solid

101,961,472,344

13

14

USIB

LLC "URALSIB Capital - Financial Services"

75,902,767,468

14

13

MEIN

Metallinvestbank OJSCo SKB

68,981,241,666

15

15

OLMA

OLMA Investment Firm

49,829,512,223

16

18

CSFB

CJSC "BANK CREDIT SUISSE (MOSCOW)"

38,765,042,896

17

17

ATLN

ATON LLC

37,142,231,671

18

16

RENC

Renaissance Broker

36,790,012,054

19

25

FORC

Fora-Capital

21,254,389,492

20

22

ABSB

Absolut Bank (ZAO)

20,314,267,854

21

33

BFAG

Baltic Financial Agency CJSC

20,267,406,343

22

19

AKBF

AK BARS Finance

18,309,696,646

23

23

OCTN

Octan-Broker

18,033,188,230

24

21

ELTR

Eltra IC

18,008,909,424

25

48

NVKB

NOVIKOMBANK JSCB

15,776,485,192

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.