RTS Released Index Weekly Wrap up
OREANDA-NEWS. September 23, 2010. For the week of September 13-17, 2010 the Russian stock market showed a decline of prices.
The RTS Index (RTSI) went down to 1,464.18 points (1.54%) from 1,487.09 points as of September 10, 2010. At the end of the week the RTS Index was 0.02% lower than a month ago (1,464.49 points as of August 17, 2010) and 18.90% higher than a year ago (1,231.41 points as of September 17, 2009).
Over the week the US dollar added 0.45% against the Russian ruble.
Out of 50 RTSI constituents 32 were pulling the Index down (down 27.61 points overall), whereas 17 securities had a positive impact (plus 4.69 points in total). The price for 3 securities remained unchanged.
The negative effect leaders were ordinary shares of "OJSC "MMC "
The positive impact was mainly related to the growing prices for ordinary shares of OJSC "Magnit" (plus 1.25 points).
Over 49.35% of the RTSI total capitalization was concentrated in the oil and gas sector. The other large-weight sectors were finance (18.66%) and metallurgy (15.42%).
On the sector level the major negative contributors were the oil & gas sector (down 10.16 points in total) followed by the metallurgy sector (down 7.90 points overall).
RTSI Futures Contracts
The weekly trading volume in the RTSI derivatives amounted to 427.79 billion rubles or 4.65 million contracts. Futures contracts on the RTS Index made up 65.55% of the total FORTS turnover (Futures and Options on RTS) in cash terms.
With the RTSI losing 1.54%, December contracts shed 1.67%.
Last week June contracts on RTS Index were settled. The settlement price was determined on September 15, and amounted to 148,457 points.
During the reviewed period RTSI linked futures were trading above the spot. By the end of the week for December contracts backwardation stood at 2.53 points.
For the week investor’s open interest measured in contracts on RTS Index futures decreased by 32.38%.
For the week of September 13-17, 2010 the RTS Standard Index demonstrated a negative trend.
The RTS Standard Index went down by 1.71% to 9,642.62 points (9,810.78 points as of September 10, 2010). At the end of the week the RTS Standard Index was 0.80% higher than a month ago (9,565.70 points as of August 17, 2010) and 14.65% higher than a year ago (8,410.29 points as of September 17, 2009).
Out of 15 constituents 12 had a negative impact on the RTS Standard Index (down 173.5 points overall). Three securities moved positively (plus 4.9 points).
The negative effect leaders were ordinary shares of "OJSC "MMC "
Out of the blue chips the top fallers were ordinary shares of "OJSC "MMC "NORILSK NICKEL" that lost 4.70%, ordinary shares of Surgutneftegas and OJSC Uralkali that went down by 4.14% and 2.42% respectively .
The oil & gas sector accounted for 55.95% of the RTS Standard Index’ total capitalization. The other large-weight sectors were finance (22.59%) and metallurgy (13.18%).
Second-tier stocks
For the week of September 13-17, 2010 the second tier stocks market demonstrated an uptrend.
Over the reviewed period the RTS-2 Index added 1.07% to reach 1,865.30 points (1,845.51 points as of September 10, 2010). At the end of the week the RTS-2 Index was 5.37% higher than a month ago (1,770.26 points as of August 17, 2010), and 63.04% higher than a year ago (1,114.06 points as of September 17, 2009).
25 constituents out of 71 stocks on the basis of which the RTS-2 Index is calculated had a positive impact on the RTS-2 Index (plus 37.1 points overall), 21 instruments pulled the Index downwards (down 17.3 points). The price for 25 securities remained unchanged.
Most of the positive effect was related to the growing prices for ordinary shares of OJSC "Magnit" (plus 9.95 points), ordinary shares of JSC "OGK-4" (plus 5.55 points) and JSC CenterTelecom (plus 2.68 points).
The negative impact was mainly due to the falling prices for ordinary shares of PJSC "NCSP" (down 6.04 points).
In terms of weight in the RTS-2 Index, the power sector was the largest (31.9%), followed by the consumer goods & trading sector (18.3%) and metals & mining sector (12.9%).
Most of the RTS-2 Index growth was due to the positive contributions by the securities of consumer goods & trading sector (plus 9.88 points in total), followed by telecommunication sector (plus 7.47 points overall).
RTS
For the week of September 13-17, 2010 stocks constituting the RTS Siberia Index showed negative dynamics.
The RTS Siberia Index went down by 1.60% to close at 839.40 points (853.07 points as of September 10, 2010). At the end of the week the RTS Siberia Index was 0.95% lower than a month ago (847.42 points as of August 17, 2010) and 33.24% higher than a year ago (629.97 points as of September 17, 2009).
Out of the 10 component stocks 6 had negative impact on the Index’s dynamics (down 16.80 points). Three securities moved positively (plus 3.13). The price for 2 securities remained unchanged.
The most negative impact on RTS Siberia Index was coming from the price decline of ordinary shares of "OJSC "MMC "NORILSK NICKEL" (down 5.89 points) and JSC Gazprom Neft (down 3.76 points).
The positive effect leaders were ordinary shares of OJSC Sibirtelekom (plus 2.58 points).
The power sector accounted for 38.2% of the RTS Siberia Index’ total capitalization. The other large-weight sectors were metallurgy (35.1%) and oil & gas (15.3%)
The RTS family of indices
|
Index |
Last Value |
Change over (Period), % |
Year | ||
|
Week |
Month |
Quarter | |||
|
RTS Index |
1,464.18 |
-1.54% |
-0.02% |
4.54% |
18.90% |
|
RTS Standard Index RTS-2 Index |
9,642.62 1,865.30 |
-1.71% 1.07% |
0.80% 5.37% |
3.45% 11.67% |
14.65% 63.04% |
|
RTS Consumer & Retail Index |
261.13 174.64 |
-2.47% -1.41% |
1.45% 0.17% |
6.95% 3.34% |
36.24% 1.65% |
|
RTS Metals & Mining Index |
329.47 |
1.46% |
2.24% |
14.13% |
57.72% |
|
RTS Industrial Index |
174.30 |
2.42% |
22.38% |
23.73% |
35.19% |
|
RTS Telecom Index |
224.05 365.68 |
3.85% -1.29% |
9.56% 3.65% |
13.37% 8.58% |
41.27% 20.68% |
|
RTS Finances Index |
253.55 |
-0.48% |
2.24% |
3.49% |
51.42% |
|
RTS |
839.40 |
-1.60% |
-0.95% |
-0.88% |
33.24% |
For the week the RTS Index lost 1.54% to reach 1,464.18 points (1,487.09 points as of September 10, 2010), the RTS Standard Index (blue chips index) shed 1.71% to end up at 9,642.62 points (9,810.27 points as of September 10, 2010)
Last week most of the key economy sectors represented on the Russian stock market demonstrated negative dynamics. The largest decline was shown by the metallurgy sector. The RTS Metals & Mining Index fell 2.47%. A significant decrease was also demonstrated by the oil & gas sector, with the RTS Oil & Gas Index shedding 1.41%. The largest growth was shown by the telecom section, with the RTS Telecom Index going up by 3.85%.
The regional RTS Siberia Index lost 1.60%.
The US dollar appreciated by 0.45% against the Russian ruble to reach 31.02 rubles per US dollar (30.88 rubles as of September 10, 2010).
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