RTS Released November Index Wrap up
OREANDA-NEWS. December 13,
For the last month the RTS Index went up by 0.64% to 1597.35 points (1 587.14 points on 29 October 2010). Besides, by the end of November RTS Index was 16.18% higher compared to its closing level one year ago (1374.93 points on 30 November 2009). The U.S. Dollar went up 2.05% against the Ruble in November.
In November 2010 30 stocks, out of RTSI's total 50 constituents, had positive impact on the Index's dynamics (plus 33.54 index points), 18 securities moved negatively (minus 23.32 points), the price of 2 stocks remained unchanged.
The most positive impact was coming from the growing prices of ordinary shares of JSC "GMK Norilsk Nickel" (plus 8.54 points), JSC "Polyus Gold" (plus 3.77 points), JSC "Uralkali" (plus 3.23 points).
Most of the negative impact was coming from the price decline of ordinary shares JSC "Rosneft" (minus 5.12 points)
46.5% of the RTSI total capitalization concentrated in the Oil & Gas Sector. The other large- weight sectors were Finance (20.5%) and Metallurgy (16.6%).
In November the major positive contributors were the securities of Metallurgy (plus 14.97 points) and Chemical Production (plus 4.98 points). The major negative contributors were the securities of Oil & Gas Sector (minus 8.47 points)
Trading in RTSI-linked derivatives amounted to RUR 2 302.66 billion or 23.18 million contracts in November 2010. Futures based on RTSI remained the most liquid derivative contracts making up 61.76% of the total FORTS (Futures and Options on the RTS) turnover in cash terms last month.
With RTSI going up 0.64%, the December contracts (RTS-12.10) grew in price by 0.72%, and March contracts (RTS-3.11) by 0.98%.
In the passed month all the RTSI-based futures traded below the level of spot, and the December futures closed above the main indicator of a stock market, the RTS Index by 0.25 points, and March - by 1.65 points.
The volume of opened positions went up 3.33% compared to the end of October.
In November 2010 the RTS Standard Index demonstrated positive dynamics.
The RTS Standard Index went up by 1.99 to 10 671.83 points (10 463.83 points on 29 October 2010). By the end of the month the RTS Standard Index was 20.22% higher compared to its closing level one year ago (8 876.82 points on 30 November 2009).
In November 2010 10 stocks, out of the RTS Standard Index total 15 constituents, had positive impact on its dynamics (plus 268.26 index points), 5 securities moved negatively (minus 60.26 points).
The most positive impact was coming from the price increase of ordinary shares of JSC "GMK Norilsk Nickel" its contribution was plus 92.17 index points, JSC "Gazprom" (plus 54.19 points), JSC "Polyus Gold", (plus 35.66 points)
Most of the negative impact was related to the price decline of ordinary shares of JSC "Rosneft" (minus 25.56 points).
Among the blue chips that demonstrated the major growing of prices were JSC "Polyus Gold", the price increase of its ordinary shares was 16.61%, ordinary shares of JSC "Uralkali" - 11.68 %, ordinary shares of JSC "GMK Norilsk Nickel" - 8.85%
The largest falling was demonstrated by the privileged
shares of JSC "Surgutneftegas", its shares went down by 6.81%.
52.44% of the RTS Standard Index total capitalization concentrated in the Oil & Gas Sector. The other large- weight sectors were Finance (25.01%) and Metallurgy (14.52%).
In November 2010 the second-tier shares demonstrated a positive trend.
The RTS-2 Index for the past month went up by 2.32% to 2 041.74 (1 995.51 on 29 October 2010). As of the end of November RTS-2 was 51.95% higher compared to its closing level one year ago (1 343.67 points on 30 November 2009).
Out of 67 constituent stocks on the RTS-2 Index, 38 had positive impact on its dynamics (plus 74.81 index points), 19 had negative impact (minus 25.58 points). The price of 10 stocks remained unchanged.
Most of the positive impact on the RTS-2 Index was coming from growing prices of ordinary shares of JSC "OGK-4" (plus 11.30 points), JSC "Uralsvyazinform" (plus 6.86 points) and JSC "Irkutskenergo" (plus 4.59 points).
Most of the negative impact on the RTS-2 Index was coming from the falling prices of the ordinary shares of JSC "Polimetall" (minus 6.71 points).
In terms of weight in RTS-2 Index, the largest were the following Sectors: the Power Sector (32.1%), the Consumer Goods & Trading Sector (18.6%), and the Metallurgy (13.2%)
The largest contribution to the growing RTS-
The RTS
In November 2010 the Siberian stock market showed positive dynamics.
For the last month the RTS Siberia Index went up by 5.89% to 939.95 points (887.68 points on 29 October 2010). Besides, by the end of November RTS Siberia Index was 34.58% higher compared to its closing level one year ago (698.45 points on 30 November 2009).
In November 2010 9 stocks, out of RTS Siberia Index's total 11 constituents, had positive impact on the Index's dynamics (plus 52.27 index points), the price of 2 securities remained unchanged.
Most of the positive impact was coming from the growing prices of ordinary shares of JSC "Irkutskenergo" (plus 15.07 points), JSC "GMK Norilsk Nickel" (plus 11.51 points), and JSC "Sibirtelecom" (plus 7.18 points).
37.5% of the RTS Siberia Index total capitalization concentrated in the Power Sector. The other large-weight sectors were Metallurgy (37.0%) and Oil & Gas Sector (13.6%).
|
Index |
Last |
Change over (Period), % |
Max |
Min | | ||||
|
Value |
I Month I |
Quarter I |
Year I |
I Value |
I Date I |
Value I |
Date 1 | |
|
RTS Index |
1 597,35 |
0,64% |
12,39% |
16,18% |
1 659,45 |
09.11.2010 |
1 568,13 |
16.11.2010 |
|
RTS Standard Index |
10 671,83 |
1,99% |
13,96% |
20,22% |
10 905,75 |
09.11.2010 |
10 368,96 |
16.11.2010 |
|
RTS-2 Index |
2 041,74 |
2,32% |
16,91% |
51,95% |
2 041,74 |
30.11.2010 |
1 982,66 |
17.11.2010 |
|
RTS Metals & Mining Index |
302,67 |
5,47% |
19,46% |
34,57% |
307,98 |
25.11.2010 |
287,05 |
01.11.2010 |
|
RTS Oil & Gas Index |
179,45 |
-1,34% |
5,85% |
-0,28% |
189,85 |
09.11.2010 |
177,57 |
23.11.2010 |
|
RTS Consumer & Retail Index |
380,36 |
5,84% |
19,88% |
64,88% |
381,33 |
29.11.2010 |
357,61 |
10.11.2010 |
|
RTS Industrial Index |
195,33 |
8,84% |
36,32% |
36,28% |
195,33 |
30.11.2010 |
178,11 |
01.11.2010 |
|
RTS Telecom Index |
246,79 |
7,57% |
16,93% |
49,62% |
246,79 |
30.11.2010 |
229,51 |
01.11.2010 |
|
RTS Finances Index |
409,55 |
-0,69% |
19,74% |
16,14% |
426,58 |
09.11.2010 |
405,73 |
16.11.2010 |
|
RTS Electric Utilities Index |
265,87 |
0,33% |
9,93% |
27,80% |
266,19 |
25.11.2010 |
258,81 |
17.11.2010 |
|
RTS |
939,95 |
5,89% |
14,53% |
34,58% |
941,79 |
26.11.2010 |
885,61 |
03.11.2010 |
In November almost all sectors represented on the Russian stock market demonstrated positive dynamics.
The leader of growth was Industry - The RTS Industrial Index went up by 8.84%. A considerable growth was demonstrated by Telecommunications and Consumer Goods & Trading Sectors: the RTS Telecom Index gained 7.57%, the RTS Consumer & Retail Index went up by 5.84%.
The RTS Siberia Index went up by 5.89%
In November the U.S. Dollar went up by 2.05% against the Russian Ruble - to RUR 31.31USD (30.68 on 29 October 2010).
|
|
|
MC of constituent companies, USD mln |
Combined MC, free-float |
Share | |||
|
Index |
Number of constituents |
Total |
Average |
Max |
Min |
adjusted, USD mln |
of total MC, % |
|
RTS Index |
50 |
704 458,41 |
14 089,17 |
130 928,02 |
574,03 |
172 286,31 |
85,33% |
|
RTS Standard Index |
15 |
505 836,11 |
33 722,41 |
131 759,40 |
2 367,59 |
139 307,54 |
61,27% |
|
RTS-2 Index |
67 |
121 297,34 |
1 810,41 |
10 267,72 |
109,93 |
27 331,49 |
14,69% |
|
RTS Oil & Gas Index |
12 |
350 829,51 |
29 235,79 |
130 928,02 |
345,95 |
64 481,08 |
42,50% |
|
RTS Consumer & Retail Index |
11 |
22 649,42 |
2 059,04 |
10 267,72 |
234,77 |
3 318,70 |
2,74% |
|
RTS Metals & Mining Index |
12 |
119 472,89 |
9 956,07 |
36 757,93 |
222,71 |
18 757,21 |
14,47% |
|
RTS Industrial Index |
7 |
6 125,94 |
875,13 |
2 525,59 |
109,93 |
826,01 |
0,74% |
|
RTS Electric Utilities Index |
15 |
70 508,10 |
4 700,54 |
14 296,98 |
1 026,68 |
14 632,69 |
8,54% |
|
RTS Telecom Index |
10 |
27 295,10 |
2 729,51 |
16 345,27 |
334,53 |
3 608,01 |
3,31% |
|
RTS Finances Index |
10 |
114 595,23 |
11 459,52 |
69 677,27 |
127,87 |
3 684,83 |
13,88% |
|
RTS |
11 |
84 750,55 |
7 704,60 |
36 992,17 |
128,19 |
4 239,42 |
10,27% |
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