RTS Stock Exchange FORTS Derivatives Market: Weekly Market Data

For the week of March 9th - March 12th, 2004, total trading volume on FORTS (Futures & Options on the RTS) reached 651 thousand contracts and 5 212 million rubles. Total open interest as of March 12th, 2004, reached 3 938 million rubles and 450 thousand contracts.

On March 10th, 2004 a new futures contract for government bonds (OFZ-AD N46002) placement price started trading on the RTS Stock Exchange. For the first trading week total volume reached 16 million rubles and 1 504 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 8 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.