Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

RTS Stock Exchange - FORTS: Weekly Market Data

Date 05/04/2004

For the week of March 29th - April 2nd, 2004, total trading volume on FORTS (Futures & Options on the RTS) reached 601 thousand contracts and 5 036 million rubles. Total open interest as of April 2nd, 2004, increased by 13% in rubles and 11% in contracts and reached 6 492 million rubles and 755 thousand contracts.

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  Previous Period Current Period Change, %
Futures Contracts
Trading volume, rubles 5 777 385 838 4 587 012 035 -21%
Trading volume, thousand contracts 698 615 546 772 -22%
Number of trades 28 811 24 374 -15%
Total open interest, rubles 4 360 618 851 4 900 955 898 12%
Total open interest, thousand contracts 510 824 562 664 10%
Options Contracts
Trading volume, rubles 523 154 500 449 252 500 -14%
Trading volume, thousand contracts 62 197 54 539 -12%
Number of trades 835 694 -17%
Total open interest, rubles 1 384 426 000 1 590 735 000 15%
Total open interest, thousand contracts 169 114 192 566 14%
Total
Trading volume, rubles 6 300 540 338 5 036 264 535 -20%
Trading volume, thousand contracts 760 812 601 311 -21%
Number of trades 29 646 25 068 -15%
Total open interest, rubles 5 745 044 851 6 491 690 898 13%
Total open interest, thousand contracts 679 938 755 230 11%

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. 86 companies from Moscow, St. Petersburg, Novosibirsk, Ekaterinburg, Samara, Rostov-on-Don, Kazan and Abakan FORTS participants trade 8 futures contracts and 3 options.