Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Futures And Options on RTS Stock Exchange September Futures Contracts Settled

Date 17/09/2003

The total volume amounted to 319 million rubles, with futures contract for RAO UES of Russia totalling 146 million rubles, and USD/RUR Exchange rate futures - 80 million rubles.

Settlement Data

Futures Contract Contract Code Number Price, RUR/conract Volume, RUR
RAO "UES of Russia" common shares EERU-9.03 14 254 10 300 146 816 200
USD/RUR Exchange rate Si-9.03 2 613 30 693 80 200 809
"Rostelecom" common shares RTKM-9.03 11 516 5 112 58 869 792
"LUKoil" common shares LKOH-9.03 2 831 5 860 16 589 660
"Gazprom" common shares GAZR-9.03 3 480 3 616 12 583 680
"Surgutneftegaz" SNGR-9.03 254 12 980 3 296 920
S&P/RUIX Investment Index RUIX-9.03 21 37 360 784 560
Total       319 141 621

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. 84 companies from Moscow, St. Petersburg, Novosibirsk, Ekaterinburg, Samara, Rostov-on-Don, Kazan and Abakan FORTS participants trade 8 futures contracts and 3 options.