RTS Released Index Monthly Wrap up (May, 2011)
OREANDA-NEWS. June 20,
For the last month the RTS Index went down by 6.83% to 1 888.60 points (2 026.94 points on 29 April 2011). Besides, by the end of May RTSI was 36.40% higher compared to its closing level one year ago (1 384.59 points on 31 May 2010). The U.S. Dollar went up by 2.08% against the Ruble in May.
Decrease of the stock market in May was accompanied by a volatility-decrease, Russian volatility index RTSVX went down by 0.65%.
In May 2011 42 stocks, out of RTSI's total 50 constituents, had negative impact on the Index's dynamics (minus 144.52 index points), 7 securities moved positively (plus 6.18 points). The price of one security remained unchanged.
The most negative impact was coming from the decreasing prices of ordinary shares of JSC "Gazprom" (minus 46.88 points), JSC "GMK
The most positive impact was coming from the price increase of ordinary shares JSC "Novatek" (plus 2.21 points).
50.26% of the RTSI total capitalization concentrated in the Oil & Gas Sector. The other large- weight sectors were Finance (20.29%) and Metallurgy (14.73%).
In May the major negative contributors were the securities of the Oil & Gas Sector (minus 83.43 points) and the Metallurgy (minus 25.24 points).
RTSI Futures Contract
Trading in RTSI-linked derivatives amounted to RUR 3 568.65 billion or 34.44 million contracts in May 2011. Futures based on RTSI remained the most liquid derivative contracts making up 64.70% of the total FORTS (Futures and Options on the RTS) turnover in cash terms.
For the last month the RTS Index went down by 6.83%, besides the June contracts (RTS-6.11) by 5.58%, and the September contracts (RTS-9.11) went down by 5.41%
In the May all the RTSI-based futures traded below the spot level, and the June futures closed below the main indicator of a stock market, the RTS Index, by 7.70 points, the September by 13.85.
The volume of opened positions went up by 12.97% against the end of April.
The RTS Standard Index
In May 2011 the RTS Standard Index demonstrated negative dynamics.
The RTS Standard Index went down by 5.15% to 11 281.21 points (11 893.21 points on 29 April 2011). By the end of the month the RTS Standard Index was 23.28% higher compared to its closing level one year ago (9150.58 points on 31 May 2010).
In May 2011 12 stocks, out of the RTS Standard Index total 15 constituents, had negative impact on its dynamics (minus 638.04 index points), 3 securities moved positively (plus 26.03 points).
The most negative impact was coming from the price decrease of ordinary shares of JSC "Gazprom" its contribution was minus 298.07 index points, JSC "GMK Norilsk Nickel" (minus 104.75 points), JSC "LUKOIL" (minus 68.38 points).
Most of the positive impact was related to the price growth of ordinary shares of JSC "Uralkali" (plus 23.63 points).
Among the blue chips that demonstrated the major price decreasing were privileged shares of JSC "Surgutneftegas" (12.22%), JSC "Gazprom" -11.77% and JSC "GMK Norilsk Nickel" - 8.28%.
The largest growing was demonstrated by the ordinary shares of JSC "Uralkali", its shares went up by 5.30%
53.76% of the RTS Standard Index total capitalization concentrated in the Oil & Gas Sector. The other large- weight sectors were Finance (24.47%) and Metallurgy (13.11%).
|
Ticker |
Stock |
Weight in the RTS Standard Index, % |
Weight in the RTS Index, % |
|
GAZPS |
Gazprom, ordinary |
19,81% |
15,79% |
|
SBERS |
Sberbank, ordinary |
18,07% |
14,41% |
|
SBERPS |
Sberbank, preferred |
1,42% |
1,13% |
|
LKOHS |
LUKOIL, ordinary |
17,14% |
13,66% |
|
GMKNS |
NORILSK NICKEL, ordinary |
10,29% |
8,20% |
|
ROSNS |
Rosneft, ordinary |
8,53% |
6,80% |
|
SNGSS |
Surgutneftegas, ordinary |
5,27% |
4,20% |
|
SNGSPS |
Surgutneftegas, preferred |
1,66% |
1,33% |
|
VTBRS |
VTB Bank, ordinary |
4,98% |
3,97% |
|
URKAS |
Uralkali, ordinary |
4,16% |
3,32% |
|
HYDRS |
RusHydro, ordinary |
2,59% |
2,07% |
|
CHMFS |
Severstal, ordinary |
2,03% |
1,62% |
|
FEESS |
FGS UES, ordinary |
1,90% |
1,52% |
|
TRNFPS |
Transneft, preferred |
1,34% |
1,07% |
|
PLZLS |
Polyus Gold, ordinary |
0,80% |
0,64% |
|
Total |
|
100,00% |
79,72% |
In May 2011 the second-tier shares demonstrated negative dynamics.
The RTS-2 Index for the past month went down by 6.59% to 2 164.27 (2 317.07 on 29 April 2011). As of the end of May RTS-2 was 31.96% higher compared to its closing level one year ago (1 640.09 points on 31 May 2010).
Out of 58 constituent stocks on the RTS-2 Index, 47 had negative impact on its dynamics (minus 172.92 index points), 7 had positive impact (plus 20.12 points). The price of 4 stocks remained unchanged.
Most of the negative impact on the RTS-2 Index was coming from the price decreasing of ordinary shares of JSC "Polymetal" (minus 19.46 points), JSC "Holding MRSK" (minus 18.77 points) and privileged shares of JSC "Bashneft" (minus 17.89 points).
Most of the positive impact on the RTS-2 Index was coming from the growing prices of the ordinary shares of JSC "Magnit" (plus 8.23 points) and JSC "Mostotrest" (plus 4.46).
In terms of weight in RTS-2 Index, the largest were the following Sectors: the Power Sector (31.76%), the Consumer Goods & Trading Sector (18.81%), and the Metallurgy (15.65%)
The largest contribution to the decreasing of RTS-
minus 70.48 points), and the Oil & Gas Sector (minus 31.81 points).
The RTS
In May 2011 the Siberian stock market showed negative trend.
For the last month the RTS Siberia Index went down by 5.77% to 905.55 points (960.97 points on 29 April 2011). By the end of the month RTS Siberia Index was 6.11% higher compared to its closing level one year ago (853.38 points on 31 May 2010).
In May 2011 9 stocks, out of RTS Siberia Index's total 10 constituents, had negative impact on the Index's dynamics (minus 55.42 index points). The price of 1 stock remained unchanged.
Most of the negative impact was coming from the falling prices of the ordinary shares of JSC "Gazpromneft" (minus 22.03 points), JSC "GMK Norilsk Nickel" (minus 13.59 points) and JSC "Raspadskaya" (minus 6.82 points).
43.97% of the RTS Siberia Index total capitalization concentrated in the Power Sector. The other large-weight sectors were the Metallurgy (37.06%) and the Oil & Gas Sector (13.82%).
|
|
Last |
Change over (Period), % |
Max |
Min | ||||
|
Index |
Value |
Month |
Quarter |
Year |
Value |
Date |
Value |
Date |
|
RTS Index |
1 888,60 |
-6,83% |
-4,13% |
36,40% |
1976,74 |
03.05.2011 |
1765,04 |
23.05.2011 |
|
RTS Standard Index |
11 281,21 |
-5,15% |
-6,95% |
23,28% |
11544,74 |
03.05.2011 |
10625,50 |
23.05.2011 |
|
RTS-2 Index |
2 164,27 |
-6,59% |
-6,90% |
31,96% |
2296,09 |
03.05.2011 |
2102,45 |
25.05.2011 |
|
RTS Metals & Mining Index |
348,42 |
-7,16% |
-5,54% |
34,07% |
364,52 |
03.05.2011 |
341,54 |
23.05.2011 |
|
RTS Oil & Gas Index |
222,75 |
-7,74% |
-5,37% |
31,96% |
235,64 |
03.05.2011 |
205,36 |
23.05.2011 |
|
RTS Consumer & Retail Index |
422,26 |
-4,15% |
-4,84% |
52,65% |
438,00 |
03.05.2011 |
410,42 |
25.05.2011 |
|
RTS Industrial Index |
210,55 |
-9,69% |
-12,00% |
51,50% |
231,95 |
03.05.2011 |
205,68 |
24.05.2011 |
|
RTS Finances Index |
442,96 |
-5,62% |
-10,11% |
32,29% |
460,92 |
03.05.2011 |
422,23 |
23.05.2011 |
|
RTS Electric Utilities Index |
239,14 |
-8,24% |
-13,45% |
-3,89% |
258,18 |
03.05.2011 |
230,96 |
26.05.2011 |
|
RTS |
905,55 |
-5,77% |
-9,52% |
6,11% |
950,95 |
03.05.2011 |
905,55 |
31.05.2011 |
|
Russian volatility Index |
24,11 |
-0,65% |
-5,86% |
-47,69% |
29,78 |
23.05.2011 |
24,11 |
31.05.2011 |
For the May the RTS Index went down by 6.83% compared to the end of April 2011, it's closing level on 31 May reached 1888.60 points (2 026.94 points on the end of the previous month). For the last month the RTS Standard Index (the Index of "Blue chips") went down by 5.15% to 11 281.21 points (11 893.21 points on 29 April 2011).
Decrease of the stock market in May was accompanied by a volatility-decrease, Russian volatility index RTSVX went down by 0.65% to 24.11 points (24.27 points on 29 April 2011).
The majority of key-sectors represented on the Russian stock market demonstrated negative trend in May. The leader of falling was the Industry: the RTS Industry Index went down by 9.69%. A considerable decrease was demonstrated by the Power Sector, the RTS Power Index was 8.24%. The least falling was demonstrated by the Consumer & Retail Sector, but it was also considerable, the Consumer & Retail Index went down by 4.15%.
The RTS Siberia Index went down by 5.77%
In May the U.S. Dollar went up by 2.08% against the Russian Ruble - to RUR 28.07 USD (27.50 on 29 April 2011).
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