Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

RTS FORTS: December 30th, 2002 - January 10th, 2003 Market Data

Date 14/01/2003

For the period of December 30th, 2002 - January 10th, 2003, the total trading volume on FORTS (Futures & Options on RTS) equaled 341 thousand contracts. In terms of underlying value total trading volume reached 1 553 million rubles. The number of trades reached 9 029. Total open interest, as of January 10th, 2003, stood at 331 thousand contracts and 1,4 million rubles, a 9,5% increase in terms of contracts and 13,7% ruble value increase over the data as of December 27th, 2002.

FORTS members executed 9 730 trades in futures contracts, with total trading volume reaching 398 thousand contracts, or 1 497 million rubles in underlying value. The previous period of December 23rd-December 27th, 2002, showed 8 668 trades, 291 thousand contracts and 1 330 million rubles in underlying value.

FORTS options trading volume equaled 12,5 thousand contracts or 55,6 million rubles in underlying value, compared with 12 thousand contracts or 45 million rubles for the period of December 23rd -December 27th, 2002.

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 7 futures contracts and 2 options.