Futures and Options Market On RTS: Weekly results

For the week of August 5th-August 9th, 2002, the total trading volume on FORTS (Futures & Options on RTS) reached 546 thousand contracts or 1 784 million rubles in underlying value. 12 614 trades were executed. The previous week showed 12 808 trades and 541 thousand contracts with an underlying value of 769 million rubles. A new single-day volume record of 138 thousand contracts or 453,7 million rubles in underlying value was set on August 7th. And on August 9th open interest on FORTS reached an all-time high of 236 thousand contracts.

FORTS members executed 12 405 trades in futures contracts, down from 12 476 trades the week before. Futures contracts trading volume amounted to 542 thousand contracts and 1 769 million rubles, compared to the previous week's 534 thousand contracts and 1 744 million rubles. August 7th posted a single-day volume record of 137.6 thousand dollars (452.4 million rubles in underlying value); August 9th posted an all-time open interest high of 208.4 thousand contracts.

The number of trades executed in options went down from 332 to 209 on the week. FORTS options trading volume equaled 4 635 contracts, 14.7 million rubles in underlying value, compared to 7 356 contracts and 25.7 million rubles, respectively.

FORTS, a unified derivatives market operating since September 19th, 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. 71 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.