Futures & Options On RTS Stock Exchange: Weekly Market Data

For the week of July 21st - July 25th, 2003, daily average trading volume on FORTS (Futures & Options on RTS) equaled 577 thousand contracts and 4 098 million rubles, compared with 741 thousand contracts and 5 217 million rubles. The number of transactions reached 15 524, down from 15 926 transactions last week. Total open interest as of July 25th, 2003, increased by 8% in rubles and 4% in contracts and stood at 425 thousand contracts or 2 750 million rubles in underlying value.

Futures contracts traded 15 091 times, compared with 15 418 times the previous week. Futures total trading volume reached 556 thousand contracts, or 3 951 million rubles in underlying value (the previous week showed 709 thousand contracts and 4 956 million rubles).

FORTS options trading volume equaled 21 thousand contracts or 147 million rubles in underlying value, compared with 33 thousand contracts and 261 million rubles the week before. Options traded 433 times, down from 508 times.