Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Futures & Options On The RTS: Weekly Market Data

Date 18/08/2003

For the period from August 11h to August 15th, 2003, total trading volume on FORTS (Futures & Options on the RTS) Derivatives Market grew by 72% in rubles and 53% in contracts and reached 479 thousand contracts and 3 753 million rubles. Total open interest as of August 15th, 2003, grew 14% in rubles and 8% in contracts and reached 3 743 million rubles and 3 286 thousand contracts (as of August 8th, 2003, the numbers were 3 286 million rubles and 491 thousand contracts)

 

Previous Period

Current Period

Change, %

Futures Contracts

Trading volume, million rubles

2 080 970 348

3 495 351 683

67,97%

Trading volume, thousand contracts

300 657

445 835

48,29%

Number of trades

11 211

15 892

41,75%

Total open interest, million rubles

2 040 382 363

2 451 092 851

20,13%

Total open interest, thousand contracts

319 872

353 012

10,36%

Options Contracts

Trading volume, million rubles

95 428 300

257 736 700

170,08%

Trading volume, thousand contracts

12 560

33 532

166,97%

Number of trades

247

460

86,23%

Total open interest, million rubles

1 245 995 800

1 291 820 000

3,68%

Total open interest, thousand contracts

171 166

177 516

3,71%

Total

Trading volume, million rubles

2 176 398 648

3 753 088 383

72,44%

Trading volume, thousand contracts

313 217

479 367

53,05%

Number of trades

11 458

16 352

42,71%

Total open interest, million rubles

3 286 378 163

3 742 912 851

13,89%

Total open interest, thousand contracts

491 038

530 528

8,04%

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.