Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Futures & Options On Russian Trading System: Weekly Data Report

Date 21/10/2002

For the week of October 14th-October 18th, 2002, the total trading volume on FORTS (Futures & Options on RTS) reached 502 thousand contracts or 1 688.5 million rubles in underlying value, compared to the last week's 603.3 thousand contracts and 1 980.5 million rubles. The number of trades executed went down from 15 508 to 11 936.

FORTS members executed 11 659 trades in futures contracts, a step down from the previous week's 15 091 trades. Futures contracts trading volume reached 492 thousand contracts compared to 592 thousand contracts the week before (total underlying value decreased from 1 946 to 1 657 million rubles).

The number of trades executed in options went down from 417 to 277. FORTS options trading volume decreased from 34.3 million rubles in underlying value and 10.8 thousand contracts to 31.6 million rubles and 10.2 thousand contracts.

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. 78 companies headquartered in Moscow, St. Petersburg, Novosibirsk, Ekaterinburg, Samara, Rostov-on-Don, Kazan and Abakan are FORTS registered members. They trade 7 futures contracts and 2 options.