RTS Released Index Weekly Wrap Up
OREANDA-NEWS. April 12, 2010. For the week of March 29 – April 2, 2010 the Russian stock market experienced an upturn of prices.
The RTS Index (RTSI) went up to 1,614.45 points (6.22%) from 1,519.87 points as of March 26, 2010. At the end of the week the RTS Index was 11.68% higher than a month ago (1,445.62 points as of March 2, 2010) and 119.97% higher than a year ago (733.93 points as of April 2, 2009).
Over the week the US dollar lost 0.73% against the Russian ruble.
Out of 50 RTSI constituents 41 were pushing the Index upwards (plus 95.02 points overall), whereas 4 securities behaved negatively (down 0.44 points in total). The price for 5 securities remained unchanged.
The positive effect leaders were ordinary shares of Gazprom (plus 20.97 points), OJSC "MMC "
The negative impact was mainly related to the falling prices for ordinary shares of OJSC "MMK" (down 0.20 points).
In the oil and gas sector 49.22% of the RTSI total capitalization was concentrated. The other large-weight sectors were finance (18.44%) and metallurgy (16.49%).
On the sector level the major positive contributors were the oil & gas sector (plus 45.68 points in total) followed by the metals & mining sector (plus 16.12 points overall) and the banks & finance sector (plus 14.54 points in total).
RTSI Futures Contracts
The weekly trading volume in the RTSI derivatives amounted to 325.4 billion rubles or 3.53 million contracts. Futures contracts on the RTS Index made up 76.14% of the total FORTS turnover (Futures and Options on RTS) in cash terms.
With the RTSI gaining 6.22%, June contracts (RTS-06.10) and September contracts (09.10) went up by 5.44% and 5.31% respectively.
On March 15, 2010, March contracts on the RTS Index were settled. The final settlement price for the RTS Index futures was calculated on March 12, 2010. It reached 153,890 points.
Last week RTSI linked futures were mainly trading below the spot. June contracts closed 15.99 points in backwardation, while for September contracts backwardation stood at 18.24 points.
For the week the total investor’s open interest measured in contracts increased by 19.81%.
The RTS Standard Index
For the week of March 29 – April 2, 2010 the ruble RTS Standard Index showed an uptrend.
The RTS Standard Index went up by 4.97% to 10,157.0 points (9,676.07 points as of March 26, 2010). At the end of the week the RTS Standard Index was 7.74% higher than a month ago (9,427.21 points as of March 2, 2010) and 81.30% higher than a year ago (5,602.36 points as of April 2, 2009).
Out of 15 constituents 14 had a positive impact on the RTS Standard Index (plus 481.97 points overall). One security moved negatively (down 1.04 points).
The positive effect leaders were ordinary shares of Gazprom (plus 141.07 points), OJSC "MMC "
The negative impact was due to the declining prices for ordinary shares of OJSC "Polyus Gold" (down 1.04 points).
Out of the blue chips the top risers were ordinary shares of JSC "RusHydro" that gained 10.83%, ordinary shares of OJSC "MMC "NORILSK NICKEL" that added 9.19% and ordinary shares of Gazprom that went up by 8.8%.
The largest decline was demonstrated by ordinary shares of OJSC "Polyus Gold" that lost 0.49%.
The oil & gas sector accounted for 55.39% of the RTS Standard Index’ total capitalization. The other large-weight sectors were finance (22.19%) and metallurgy (14.47%).
|
Ticker |
Stock |
Weight in the RTS Standard Index, % |
Weight in the RTS Index, % | |
|
LKOHS |
LUKOIL, ordinary |
|
17.56% |
14.29% |
|
SBERS |
Sberbank, ordinary |
17.44% |
14.19% | |
|
SBERPS |
Sberbank, preferred |
1.56% |
1.27% | |
|
GAZPS |
Gazprom, ordinary |
17.17% |
13.97% | |
|
GMKNS |
NORILSK NICKEL, ordinary |
10.78% |
8.78% | |
|
ROSNS |
Rosneft, ordinary |
9.43% |
7.67% | |
|
SNGSS |
Surgutneftegas, ordinary |
6.51% |
5.30% | |
|
SNGSPS |
Surgutneftegas, preferred |
2.31% |
1.88% | |
|
HYDRS |
RusHydro, ordinary |
3.33% |
2.71% | |
|
VTBRS |
VTB Bank, ordinary |
3.20% |
2.60% | |
|
TATNS |
Tatneft, ordinary |
2.40% |
1.95% | |
|
FEESS |
FGC UES, ordinary |
2.33% |
1.89% | |
|
URKAS |
Uralkali, ordinary |
2.29% |
1.87% | |
|
PLZLS |
Polyus Gold, ordinary |
2.08% |
1.69% | |
|
CHMFS |
Severstal, ordinary |
1.60% |
1.31% | |
|
Total |
|
|
100.00% |
81.38% |
For the week of March 29 – April 2, 2010 the second tier stocks market demonstrated an uptrend.
Over the reviewed period the RTS-2 Index added 7.56% to reach 1,901.79 points (1,768.17 points as of March 26, 2010). At the end of the week the RTS-2 Index was 20.65% higher than a month ago (1,576.33 points as of March 2, 2010), and 256.89% higher than a year ago (532.88 points as of April 2, 2009).
49 constituents out of 70 stocks on the basis of which the RTS-2 Index is calculated had a positive impact on the RTS-2 Index (plus 135.80 points overall),
5 instruments pulled the Index downwards (down 2.18 points). The price for 16 securities remained unchanged.
Most of the positive effect was related to the growing prices for ordinary shares of OJSC Bashneft (plus 12.86 points), ordinary shares of JSC "OGK-4" (plus 12.82 points) and ordinary shares of JSC "IDGC Holding" (plus 12.43 points).
The negative impact was mainly due to the falling prices for ordinary shares of JSC "Polymetal" (down 0.94 points).
In terms of weight in the RTS-2 Index, the power sector was the largest (30.1%), followed by the consumer goods
6 trading sector (15.4%) and telecom sector (14.8%).
Most of the RTS-2 Index growth was due to the positive contributions by the securities of the following sectors: power (plus 56.21 points in total) followed by telecom (plus 26.75 points overall) and oil & gas (plus 23.05 points in total).
The RTS family of indices
|
Index |
Last Value |
Change over (Period), % |
| ||
|
Week |
Month |
Quarter |
Year | ||
|
RTS Index |
1,614.45 |
6.22% |
11.68% |
11.76% |
119.97% |
|
RTS Standard Index |
10,157 |
4.97% |
7.74% |
6.15% |
81.30% |
|
RTS-2 Index |
1,901.79 |
7.56% |
20.65% |
33.25% |
256.89% |
|
RTS Oil & Gas Index |
193.42 |
5.82% |
8.98% |
3.98% |
64.22% |
|
RTS Consumer & Retail Index |
310.96 |
5.35% |
18.69% |
28.81% |
243.53% |
|
RTS Metals & Mining Index |
287.71 |
4.33% |
12.66% |
25.65% |
167.29% |
|
RTS Industrial Index |
159.95 |
2.22% |
8.77% |
18.46% |
230.48% |
|
RTS Electric Utilities Index |
287.27 |
10.00% |
28.57% |
40.61% |
253.48% |
|
RTS Telecom Index |
234.15 |
7.87% |
13.51% |
23.04% |
150.64% |
|
RTS Finances Index |
427.17 |
2.92% |
5.30% |
15.57% |
219.24% |
For the week the RTS Index gained 6.22% to reach 1,614.45 points (1.519.87 points as of March 26, 2010), whereas the RTS Standard Index (blue chips index) added 4.97% to end up at 10,157.0 points (9,676.07 points as of March 26, 2010)
Last week most of the key economy sectors represented on the Russian stock market demonstrated positive dynamics.
The US dollar depreciated by 0.73% against the Russian ruble to reach 29.44 rubles per US dollar (29.66 rubles as of March 26, 2010).
The largest growth was shown by the power sector. The RTS Electric Utilities Index went up by 10.00%. A significant increase was also demonstrated by the telecom and oil & gas sectors, with the RTS Telecom Index and the RTS Oil & Gas Index climbing 7.87% and 5.82% respectively.
Комментарии