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Futures & Options On RTS Stock Exchange: Weekly Data

Date 19/05/2003

For the week of May 12th - May 16th, 2003, total trading volume on FORTS (Futures & Options on RTS) reached 892 thousand contracts, or 4 734 million rubles in underlying value, compared with 977 thousand contracts and 5 062 million rubles for the week of April 28th, 2003. The number of trades reached 17 645, compared with 22 386 trades the week before. Daily average trading volume in rubles increased by 31% on the week (in contracts the increase amounted to 28%). Total open interest as of May 16th, 2003, stood at 485 thousand contracts or 2 548 million rubles in underlying value, compared with 463 thousand contracts and 2 280 million rubles the week before.

Futures contracts traded 16 7117 times, down from 21 119 times the previous week. Total trading volume reached 830 thousand contracts, down from 933 thousand contracts traded the previous week, or 4 414 million rubles in underlying value, compared with 4 859 million rubles for the previous week.

FORTS options trading volume equaled 62 thousand contracts or 320 million rubles in underlying value, compared with the previous week's 43 thousand contracts and 203 million rubles. Daily average trading volume grew by 121% in ruble equivalent (in terms of contracts the increase amounted to 97%). 928 trades were executed in options, down from 1267 trades the week before.

FORTS, a unified derivatives market operating since September 19, 2001, is based on trading and settlement technologies and software that were implemented at and have been successfully used by St. Petersburg Stock Exchange for 7 years. RTS acts as the trading system and the clearinghouse on the integrated market. 83 companies from Moscow, St. Petersburg, Novosibirsk, Ekaterinburg, Samara, Rostov-on-Don, Kazan and Abakan FORTS participants trade 7 futures contracts and 2 options.