Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

RTS FORTS: Weekly Data April 21st- April 25th

Date 28/04/2003

For the week of April 21st- April 25th, 2003, total trading volume on FORTS (Futures & Options on RTS) increased by 11% to 805 thousand contracts (the ruble increase equals 14%, from 3 486 million rubles to 3 972 million rubles in underlying value). The number of trades reached 17 210, compared with 17 954 trades the week before. Total open interest as of April 25th, 2003, stood at 239 thousand contracts or 2 265 million rubles in underlying value, compared with 467 thousand contracts and 2 227 million rubles the week before.

Futures contracts traded 16 715 times, down from 17 385 times the previous week. Total trading volume reached 787 thousand contracts, 11% more than 710 thousand contracts traded the previous week, or 3 893 million rubles in underlying value, a 14% increase over 3 423 million rubles for the previous week.

FORTS options trading volume equaled 18 thousand contracts or 79 million rubles in underlying value, compared with the previous week's 63 million rubles and 15 thousand contracts. 495 trades were executed in options, down from 569 trades the week before.

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. 83 companies from Moscow, St. Petersburg, Novosibirsk, Ekaterinburg, Samara, Rostov-on-Don, Kazan and Abakan FORTS participants trade 7 futures contracts and 2 options.