Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Futures & Options On Russian Trading System: Weekly Data

Date 05/11/2002

For the week of October 28th-November 1st, 2002, the total trading volume on FORTS (Futures & Options on RTS) gained 28.9% and reached 655.7 thousand contracts or 2377 million rubles in underlying value, compared to the last week's 529.6 thousand contracts and 1 844.4 million rubles. The number of trades increased from 11 545 to 13 691.

FORTS members executed 13 084 trades in futures contracts, a 15% step up from the previous week's 11 356 trades. Futures contracts trading volume rose 21.2%, from 523 thousand contracts to 634 thousand. Total underlying value gained 10% on the week, and reached 2 306 million rubles.

The number of trades executed in options skyrocketed from 189 to 607. FORTS options trading volume increased 3.5 times to 70.8 million rubles in underlying value and 21.7 thousand contracts ( the previous week showed 6.5 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. 80 companies headquartered in Moscow, St. Petersburg, Novosibirsk, Ekaterinburg, Samara, Rostov-on-Don, Kazan and Abakan are FORTS registered members. They trade 6 futures contracts and 2 options.