Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

RTS FORTS: Weekly Data June 2nd - June 6th

Date 10/06/2003

For the week of June 2nd- June 6th, 2003, total trading volume on FORTS (Futures & Options on RTS) reached 712 thousand contracts, or 4 444 million rubles in underlying value, compared with 864 thousand contracts and 5 472 million rubles for the previous week. The number of transactions decreased from 17 551 to 15 082. Total open interest as of June 6th, 2003, stood at 476 thousand contracts or 3 094 million rubles in underlying value, compared with 493 thousand contracts and 3 060 million rubles, the week before.

Futures contracts traded 14 184 times, down from 16 541 times the previous week. Futures total trading volume reached 672 thousand contracts, down from 807 thousand contracts traded the previous week, or 4 175 million rubles in underlying value, compared with 5 123 million rubles for the previous week.

FORTS options trading volume equaled 40 thousand contracts or 269 million rubles in underlying value, compared with the previous week's 58 thousand contracts and 349 million rubles. 898 transactions with options were executed, down from 1 010 transactions 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. 84 companies from Moscow, St. Petersburg, Novosibirsk, Ekaterinburg, Samara, Rostov-on-Don, Kazan and Abakan FORTS participants trade 7 futures contracts and 2 options.