RTS Released November 29 - December 3 Index Weekly Wrap Up
OREANDA-NEWS. December 8, 2010. For the week of November 29 - December 3, 2010 the Russian stock market experienced an upturn of prices.
The RTS Index (RTSI) went up to 1,687.36 points (5.30%) from 1,602.48 points as of November 26, 2010. At the end of the week the RTS Index was 5.29% higher than a month ago (1,602.53 points as of November 3, 2010) and 19.73% higher than a year ago (1,409.32 points as of December 3, 2009).
Over the week the US dollar added 0.22% against the Russian ruble.
Out of 50 RTSI constituents 38 were pushing the Index upwards (plus 85.41 points overall), whereas four securities behaved negatively (down 0.53 points in total). The price for eight securities remained unchanged.
The positive effect leaders were ordinary shares of Gazprom (plus 22.68 points), "OJSC "MMC "NORILSK NICKEL" (plus 14.27 points) and JSC "LUKOIL" (plus 13.74 points).
The negative impact was mainly related to the falling prices for ordinary shares of JSC VTB Bank (down 0.29 points).
In the oil and gas sector 46.99% of the RTSI total capitalization was concentrated. The other large-weight sectors were banks & finance (19.84%) and metals & mining (17.04%).
On the sector level the major positive contributors were the oil & gas sector (plus 49.01points in total) and the metallurgy sector (plus 20.07 points).
The weekly trading volume in the RTSI derivatives amounted to 674.16 billion rubles or 6.59 million contracts. Futures contracts on the RTS Index made up 63.93% of the total FORTS turnover (Futures and Options on RTS) in cash terms.
With the RTSI gaining 5.30%, December contracts and March contracts went up by 6.14% and 6.28% respectively.
Last week RTSI linked futures were trading mainly above the spot. December contracts closed 11.14 points in backwardation, whereas for March contracts backwardation stood at 10.64 points.
For the week the total investor's open interest measured in contracts decreased by 18.67%.
The RTS Standard Index
For the week of November 29 - December 3, 2010 the ruble RTS Standard Index showed a positive trend.
The RTS Standard Index went up by 4.96% to 11,204.56 points (10,675.09 points as of November 26, 2010). At the end of the week the RTS Standard Index was 6.06% higher than a month ago (10,564.25 points as of November 3, 2010) and 23.41% higher than a year ago (9,079.50 points as of December 3, 2009).
Out of 15 RTS Standard Index constituents 12 were pushing the Index upwards (plus 536.24 points overall), whereas three securities behaved negatively (down 6.77 points in total).
The positive effect leaders were ordinary shares of Gazprom (plus 177.93 points) and "OJSC "MMC "NORILSK NICKEL" (plus 112.27 points).
The negative impact was mainly related to the falling prices for ordinary shares of JSC VTB Bank (down 4.30 points).
Out of the blue chips the top risers were ordinary shares of "OJSC "MMC "NORILSK NICKEL", that gained 9.94%, Gazprom and JSC "Severstal" that went up by 9.34% and 8.20% respectively.
The oil & gas sector accounted for 52.91% of the RTS Standard Index' total capitalization. The other large-weight sectors were finance (24.10%) and metallurgy (14.96%).
Second-tier stocks
For the week of November 29 - December 3, 2010 the second tier stocks market demonstrated an uptrend.
Over the reviewed period the RTS-2 Index added 3.64% to reach 2,106.60 points (2,032.64 points as of November 26, 2010). At the end of the week the RTS-2 Index was 6.09% higher than a month ago (1,985.67 points as of November 3, 2010), and 53.10% higher than a year ago (1,375.95 points as of December 3, 2009).
41 constituents out of 67 stocks on the basis of which the RTS-2 Index is calculated had a positive impact on the RTS-2 Index (plus 77.34 points overall), five instruments pulled the Index downwards (down 3.37 points). The price for 21 securities remained unchanged.
Most of the positive effect was related to the growing prices for ordinary shares of WBD Foods (plus 13.48 points), ordinary shares of OJSC "Magnit" (plus 10.14 points) and JSC "IDGC Holding" (plus 8.82 points).
The negative impact was mainly due to the falling prices for ordinary shares of JSC "Irkutskenergo" (down 1.96 points).
In terms of weight in the RTS-2 Index, the power sector was the largest (31.8%), followed by the consumer goods & trading sector (19.3%) and metals & mining sector (13.0%).
Most of the RTS-2 Index growth was due to the positive contributions by the securities of the following sectors: consumer (plus 28.88 points in total) and power (plus 18.13 points in total).
RTS
For the week of November 29 - December 3, 2010 stocks constituting the RTS Siberia Index experienced a positive dynamic.
The RTS Siberia Index added 2.19% to close at 962.40 points (941.79 points as of November 26, 2010). At the end of the week the RTS Siberia Index was 8.67% higher than a month ago (885.61 points as of November 3, 2010) and 37.38% higher than a year ago (700.53 points as of December 3, 2009).
Out of the 11 component stocks six were moving the RTS Siberia Index up (plus 26.56 points), two securities pushed the Index down (down 5.94 points). The price for three securities remained unchanged.
The positive effect leaders were ordinary shares of "OJSC "MMC "NORILSK NICKEL" (plus 14.02 points) and JSC Raspadskaya (plus 9.26 points).
The most negative impact on RTS
Siberia Index was coming from the price
decline of ordinary shares of JSC "Irkutskenergo" (down 5.87 points).
The metallurgy sector accounted for 38.5% of the RTS Siberia Index' total capitalization. The other large-weight sectors were power (36.5%) and oil & gas (13.3%).
Index |
Last |
Change over (Period), % | |||
Value |
Week |
Month |
Quarter |
Year | |
RTS Index |
1,687.36 |
5.30% |
5.29% |
14.97% |
19.73% |
RTS Standard Index |
11,204.56 |
4.96% |
6.06% |
15.73% |
23.41% |
RTS-2 Index |
2,106.60 |
3.64% |
6.09% |
18.85% |
53.10% |
RTS Metals & Mining Index |
322.94 |
5.74% |
12.26% |
23.58% |
39.42% |
RTS Oil & Gas Index |
190.89 |
6.14% |
4.05% |
8.89% |
4.72% |
RTS Consumer & Retail Index |
413.90 |
8.86% |
15.15% |
31.74% |
74.19% |
RTS Industrial Index |
198.99 |
3.15% |
9.17% |
16.61% |
42.07% |
RTS Telecom Index |
247.53 |
1.63% |
7.79% |
16.73% |
49.20% |
RTS Finances Index |
422.33 |
2.74% |
1.02% |
18.43% |
17.65% |
RTS Electric Utilities Index |
270.35 |
2.05% |
2.97% |
9.29% |
25.70% |
RTS |
962.40 |
2.19% |
8.67% |
15.07% |
37.38% |
For the week the RTS Index gained 5.30% to reach 1,687.36 points (1,602.48 points as of November 26, 2010), the RTS Standard Index (blue chips index) went up by 4.96% to end up at 11,204.56 points (10,675.09 points as of November 26, 2010)
Last week all the key economy sectors represented on the Russian stock market demonstrated positive dynamics. The largest growth was shown by the consumer section, with the RTS Consumer & Retail Index going up by 8.86%. A significant increase was also demonstrated by the oil & gas and metallurgical sectors, with the RTS Oil & Gas Index adding 6.14% and the RTS Metals & Mining Index gaining 5.74%.
The regional RTS Siberia Index went up by2.19%.
The US dollar depreciated by 0.22% against the Russian ruble to reach 31.35 rubles per US dollar (31.28 rubles as of November 26, 2010).
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