Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index: 98,816.42 +867.61

FORTS Weekly Trading Results: January 30th – February 3rd, 2006

Date 07/02/2006

For the week of January 30th – February 3rd, 2006, the total trading volume on FORTS (Futures & Options on RTS) reached 38 billion rubles or 1,56 million contracts, up 11,86% and 9,9% compared the last week (33,97 billion rubles and 1,42 thousand contracts). The total open interest at of the last day of the week, February 3rd, 2006, reached 44,74 billon rubles or 2,17 million contacts, 0,1% and 1,2% up on the data shown January 27th, 2006.

  Previous Week January
23th – January 27th
Week January 30th –
February 3rd
Change, %
Futures Contacts
Trading volume, rubles 31 092 098 788 35 462 568 428 14,06%
Trading volume, contracts 1 276 292 1 426 185 11,74%
Number of trades 57 176 66 115 15,63%
Total open interest, rubles 29 946 941 612 28 510 303 125 -4,80%
Total open interest, contracts 1 384 226 1 361 212 -1,66%
Options Contracts
Trading volume, rubles 2 876 714 955 2 536 564 725 -11,82%
Trading volume, contracts 146 624 137 440 -6,26%
Number of trades 2 682 2 319 -13,53%
Total open interest, rubles 14 752 164 700 16 232 006 700 10,03%
Total open interest, contracts 763 564 812 202 6,37%
Total
Trading volume, rubles 33 968 813 743 37 999 133 153 11,86%
Trading volume, contracts 1 422 916 1 563 625 9,89%
Number of trades 59 858 68 434 14,33%
Total open interest, rubles 44 699 106 312 44 742 309 825 0,10%
Total open interest, contracts 2 147 790 2 173 414 1,19%

FORTS Trading Volume: January 30th – February 3rd 2006

¹ Contract Volume Trading
Rubles Contracts
1 "Gazprom" single stock futures 12 152 802 333 540 943
2 RTS Index futures 10 836 745 374 149 709
3 Ôüþ÷åðñû íà àêöèè ÐÀÎ "ÅÝÑ Ðîññèè" 5 683 845 833 403 187
4 "LUKOil" single stock futures 5 641 529 746 256 516
5 "RAO UES of Russia" single stock futures 875 508 500 61 841
6 Options on "LUKoil" futures 838 243 000 40 789
7 Options on "Gazprom" futures 712 312 000 33 136
8 USD/RUR exchange rate futures 566 364 069 20 089
9 3-year Moscow City Bonds futures 350 609 284 32 015
10 "Rostelecom" single stock futures 137 912 154 21 003
11 Options on RTS Index futures 109 763 975 1 565
12 "Surgutneftegaz" single stock futures 32 909 309 853
13 "Savings Bank of the Russian Federation" single stock futures 32 563 680 768
14 "MMC Norilsk Nickel" single stock futures 27 286 646 1 102
15 Options on "Rostelecom" single stock futures 737 250 109
Total 37 999 133 153 1 563 625

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 8 years. RTS acts as the trading system and the clearinghouse on the integrated market. 92 companies from Moscow, St. Petersburg, Novosibirsk, Ekaterinburg, Samara , Rostov-on-Don, Kazan and Abakan. FORTS participants trade 10 futures contracts and 6 options.