RTS Released December 2010 Index Monthly Wrap up
OREANDA-NEWS. January 27,
For the last month the RTS Index went up by 10.83% to 1770.28 points (1 597.35 points on 30 November 2010). Besides, by the end of December RTSI was 22.54% higher compared to its closing level one year ago (1444.61 points on 30 December 2009). The U.S. Dollar went down 3.095% against the Ruble in December.
Stock market growing in December was accompanied by a minor volatility increase: Russian volatility index RTSVX went up by 1.06%.
In December 2010 49 stocks, out of RTSI's total 50 constituents, had positive impact on the Index's dynamics (plus 173.05 index points), 1 security moved negatively (minus 0.13 points).
The most positive impact was coming from the growing prices of ordinary shares of JSC "Gazprom" (plus 33.43 points), JSC "GMK Norilsk Nickel" (plus 29.88 points), JSC "Sberbank Rossii" (plus 16.25 points).
The negative impact was coming from the price decline of ordinary shares JSC "OGK-4" (minus 0.13 points)
47.6% of the RTSI total capitalization concentrated in the Oil & Gas Sector. The other large- weight sectors were Finance (17.6%) and Metallurgy (17.1%).
In December the major positive contributors were the securities of Oil & Gas Sector (plus 72.14 points), Metallurgy (plus 50.80 points) and Finance (plus 20.24 points)
Trading in RTSI-linked derivatives amounted to RUR 1 879.74 billion or 17.75 million contracts in December2010. Futures based on RTSI remained the most liquid derivative contracts making up 60.30% of the total FORTS (Futures and Options on the RTS) turnover in cash terms.
With RTSI going up 10.83%, the December contracts (RTS-12.10) grew in price by 10.38%, and March contracts (RTS-3.11) by 10.87%
The December contracts for RTSI-index were matured at the middle of December. The price of maturity was determined on December 15th and was amounted 176 345 points.
In the passed month all the RTSI-based futures traded mainly at the level of spot, and the March futures closed above the main indicator of a stock market, the RTSI index by 2.52 points.
The volume of opened positions went down 46.73% compared to the end of November.
In December 2010 the RTS Standard Index demonstrated positive dynamics.
The RTS Standard Index went up by 6.76 to 11 3931.51 points (10 671.83 points on 30 November 2010). By the end of the month the RTS Standard Index was 19.07% higher compared to its closing level one year ago (9 568.83 points on 31 December 2009).
In December 2010 13 stocks, out of the RTS Standard Index total 16 constituents, had positive impact on its dynamics (plus 739.57 index points), 3 securities moved negatively (minus 17.89 points).
The most positive impact was coming from the price increase of ordinary shares of JSC "Gazprom", its contribution was plus 211.31 index points, JSC "GMK Norilsk Nickel" (plus 207.77 points), JSC "Uralkali", (plus 92.62 points)
Most of the negative impact was related to the price decline of privileged shares of JSC "Transneft" (minus 15.57 points).
Among the blue chips that demonstrated the major growing of prices were JSC "Uralkali", the price increase of its ordinary shares was 29.25%, JSC "GMK Norilsk Nickel" -18.07%, JSC "Severstal" - 16.59%.
The largest falling was demonstrated by the ordinary shares of JSC "Tatneft", its shares went down 0.74%
53.81% of the RTS Standard Index total capitalization concentrated in the Oil & Gas Sector. The other large- weight sectors were the Finance (21.83%) and the Metallurgy (15.17%).
In December2010 the second-tier shares demonstrated a positive trend.
The RTS-2 Index for the past month went up by 9.61% to 2 237.93 (2 041.74 on 30 November 2010). As of the end of December RTS-2 was 56.80% higher compared to its closing level one year ago (1 427.28 points on 31 December 2009).
Out of 69 constituent stocks on the RTS-2 Index, 55 had positive impact on its dynamics (plus 203.7 index points), 8 had negative impact (minus 7.6 points). The price of 6 stocks remained unchanged.
Most of the positive impact on the RTS-2 Index was coming from growing prices of ordinary shares of JSC Magnit" (plus 26.92 points), JSC "Polimetall" (plus 21.44 points) and JSC "Wimm-Bill-Dann" (plus 16.42 points).
Most of the negative impact on the RTS-2 Index was coming from the falling prices of the ordinary shares of JSC "MRSK Centra" (minus 2.08 points).
In terms of weight in RTS-2 Index, the largest were the following Sectors: the Power Sector (30.9%), the Consumer Goods & Trading Sector (18.5%), and the Metallurgy (14.3%)
The largest contribution to the growing RTS-
The RTS
In December 2010 the Siberian stock market showed positive dynamics.
For the last month the RTS Siberia Index went up by 6.38% to 999.95 points (939.95 points on 30 November 2010). Besides, by the end of December RTS Siberia Index was 32.87% higher compared to its closing level one year ago (752.56 points on 31 December 2009).
In December 2010 8 stocks, out of RTS Siberia Index's total 11 constituents, had positive impact on the Index's dynamics (plus 70.14 index points), 3 securities had negative impact (minus 10.13 points)
Most of the positive impact was coming from the growing prices of ordinary shares of JSC "GMK Norilsk Nickel" (plus 25.56 points).
38,6% of the RTS Siberia Index total capitalization concentrated in the Metallurgy. The other large-weight sectors were the Power Sector (35,8%) and the Oil & Gas Sector (14,9%).
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