RTS Index Weekly Wrap Up
OREANDA-NEWS. On 28 February 2008 was announced, that during the week of 18 February – 22 February 2008 the Russian stock market experienced an upturn in prices for the majority of its liquid securities.
The RTS Index (RTSI) came up to 2079.72 points (4, 55 %) from 1989.25 points on February 15th. By the end of the week RTSI was 5.69 % higher compared to one month ago (1967.70 points on January 22) and 7.52 % higher compared to one year ago ( 1,934.26 points on February 22nd, 2007)
Out of RTSI’s total 50 constituents, 32 had positive impact on the Index (plus 93.8 points overall), twelve securities behaved negatively (minus 3.4 points). The price for 6 securities remained unchanged.
Most of the positive impact on the Index was coming from common shares of Gasprom, Lukoil and GMK Norilsky Nickel. Each of them contributed from 10 to 15 points.
Significant negative impact on the RTS Index was coming from the privileged shares of Transneft (minus 2 points).
More than 50% of the RTSI total capitalization is concentrated in the oil and gas sector. The other major contributors are metallurgy – (17.5 %), the banking sector – (16.4 %), power industry (6.4 %) and telecom - (3.6 %)
On the sector level, oil and gas influenced the RTSI most positively (plus 52.2 points), followed by the metallurgy sector (plus 29.4 points).
The weekly trading in RTSI derivatives amounted to RUR 203.5 billion, or 2.0 mln contracts. At the moment, futures on RTSI remain the most liquid contract on the Russian stock market making up more than 63.7 % of the total FORTS (Futures and Options of the RTSI) turnover in money terms.
Over the week, RTSI went up to 4.5 %, with the March contracts (RTS-3.08) increasing in price 4.9 %, and June contracts (RTS-6.08 %) 4.7 %. The March and June futures were trading in slight contango. The spread leaped forward significantly on February 21, which corresponded to the morning gap of the RTS Index. The RTSI Futures closed slightly above the spot: the contango for March Futures was 1.25 points. The investors’ interest towards the March future contracts remained high last week. Total open positions on the index futures dropped down for 3.4 thousand contracts compared to last week.
The second-tier RTS shares were up across the majority of stocks. The RTS – 2 Index upturned to 2.8 % to reach 2,558.94 points (2489. 89 points on February, 15). By the end of the week RTS – 2 Index was 4.9 % compared to end of previous month (2438,21 points on January, 22) and 27.8 % higher compared to one year ago (2002.86 points on February, 22, 2007). Of the 77 constituent stocks, 35 had positive impact on RTS-2 dynamics (plus 78.6 points in total). Eighteen stocks behaved negatively (minus9.6 points). The price for 24 securities remained unchanged. Significant positive impact was related to the rising price of common shares of Mechel (plus 31.9 points overall) Common shares of the Moscow City Network Company, The Seventh Continent and Gaz were the only stock with the most negative impact on RTS-2. Their summary contribution was minus 4 points. Metals and mining (plus 16.8 points) has the largest weight in RTS-2, followed by chemical industry (16.3 %) and power industry (15.4 %). The larger sectors were the ones responsible for most of the turn-up in the RTS-2 Index, as follows: metallurgy (plus 47.6 points) and chemical industry (plus 11.2 points).
The majority of economy sectors on the market experienced a significant upturn over the week. The biggest gainers were the metallurgy and the oil and gas sectors. The turn-up of sector indices was 8.7 % and 5.3 % respectively compared to last week. The Finance sector securities contributed to the turn-up the least, almost with no change on RTS Index - Finance. The second-tier stocks usually respond inertly to the turn of the trend. The Russian stock market last week continued its upturn coming up to more than 2000 points.
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