OREANDA-NEWS. July 22, 2011. Over the week of July 11-15, 2011, the RTS Index went down by 1.01% to reach 1,938.54 points (1,958.40 points as of July 8, 2011). Most of the negative impact on the RTS Index dynamics was related to the falling prices for ordinary shares of Gazprom (GAZPS) (down 6.92 points) followed by "Surgutneftegas" OJSC (SNGSS) (down 3.78 points) and Rosneft (down 3.16 points).

The RTS Standard Index, the blue chips index, lost 0.35% to reach 11,636.17 points (11,677.21 points as of July 8, 2011). The "second-tier" stock index - RTS-2 experienced a decrease of 2.35% closing at 2,222.15 points (2,275.57 points as of July 8, 2011).

Last week's growth on the stock market was accompanied by a slight increase of volatility levels when the Russian Volatility Index RTSVX went up by 6.89% to reach 23.58 points (22.06 points as of July 8, 2011).

Last week most of the key economy sectors represented on the Russian stock market demonstrated multidirectional movements. The largest downturn was reported by the oil and gas sector, with the RTS Oil & Gas Index decreasing by 3.06%. The largest growth was shown by the consumer and power sectors, with the RTS Consumer & Retail Index and RTS Electric Utilities Index going up by 1.19% and 0.31% respectively.

The regional index, RTS Siberia Index, lost 1.19%.

The US dollar appreciated by 0.27% against the ruble to reach 28.06 rubles per US dollar (27.99 rubles as of July 8, 2011).

Index

Closing value 15.07.2011

Weekly change,

%

RTS Index

1,938.54

-1.01%

RTS Standard Index

11,636.17

-0.35%

RTS-2 Index

2,222.15

-2.35%

RTS Metals & Mining Index

355.49

-1.67%

RTS Oil & Gas Index

223.27

-1.80%

RTS Consumer & Retail Index

442.50

2.70%

RTS Industrial Index

213.01

-1.21%

RTS Telecom Index

441.48

-0.82%

RTS Finances Index

251.62

-2.69%

RTS Electric Utilities Index

907.17

-1.19%

RTS Siberia Index

23.58

6.89%

The total securities trading volume on RTS for the week of July 11-15, 2011 equaled USD11.08 billion (311.61 billion rubles*), including all types of trades. The trading volume on RTS Standard totaled USD2,539.70 million.

The week's top sellers were Sberbank ordinary shares (SBER) with a turnover of USD1,305.91 million followed by Gazprom ordinary shares (GAZP) with a turnover of USD553.58 million and ordinary shares of JSC  "LUKOIL" (LKOH) with a turnover of USD274.90 million. The share of each security in the total trading volume made up 50.87%, 21.56% and 10.71% respectively.

The week's top gainers were ordinary shares of OJSC "TGC-9" (TGKI) that went up by 44.44% to USD0.00013 followed by "VSMPO-AVISMA Corporation" (VSMO) - by 9.09% to USD180.00 and JSC "Pharmstandard" (PHST) - by 8.82% to reach USD86.62.

The week's top losers were ordinary shares of JSC "IDGC Holding" (MRKH) that fell 9.25% to reach USD0.1325 followed by RDR of Sberbank representing rights on ordinary shares of United Company

RUSAL Pic (RUAL) that lost 6.05% to reach USD12.73 and ordinary shares of JSC  Raspadskaya (RASP) that shed 5.61% to reach USD6.23.

* The data is received by conversion of daily dollar turnovers into rubles

Trading volume of securities on RTS, mln dollars

 

Week July 11-15

Week July 4-8

Change, %

RTS Classica and T+0 Market turnover

28.06

22.88

22.62%

RTS Standard turnover

2,539.70

2,585.75

-1.78%

Volume of OTC trades

8,508.93

9,245.43

-7.97%

Total

11,076.68

11,854.06

-6.56%

RTS Stock Market Weekly Best Sellers (11.07.11 - 15.07.11)

Ticker

Company name

Weekly trading volume, USD

Share in RTS

SBER

Sberbank, ordinary

1,305,908,576

50.87%

GAZP

JSC  Gazprom, ordinary

553,581,791

21.56%

LKOH

JSC  "LUKOIL", ordinary

274,902,117

10.71%

ROSN

OJSC "OC "Rosneft", ordinary

137,838,675

5.37%

GMKN

OJSC "MMC "NORILSK NICKEL", ordinary

70,631,713

2.75%

SBERP

Sberbank, preferred

62,541,157

2.44%

VTBR

JSC VTB Bank, ordinary

43,963,802

1.71%

SNGS

Surgutneftegas, ordinary

41,283,795

1.61%

RSTRS

Troika Dialog AM, "Troika Dialog - RTS Standard Index", fund units

40,222,339

1.57%

URKA

OJSC Uralkali, ordinary

4,385,920

0.17%

Weekly Top Gainers (11.07.11 - 15.07.11)

Ticker

Company name

Last price, USD

Change

Weekly trading volume, USD

TGKI

OJSC "TGC-9", ordinary

0.00013

44.44%

203,960

VSMO

"VSMPO-AVISMA Corporation", ordinary

180.00

9.09%

124,500

PHST

JSC "Pharmstandard", ordinary

86.62

8.82%

66,726

SNOZ

JSC "Gazprom neftehim salavat", ordinary

130.00

4.00%

255,451

BEGY

Bashkirenergo, ordinary

1.75

2.94%

55,001

Weekly Top Losers (11.07.11 - 15.07.11)

Ticker

Company name

Last price, USD

Change

Weekly trading volume, USD

MRKH

JSC "IDGC Holding", ordinary

0.1325

-9.25%

2,586,200

RUAL

RDR of Sberbank representing rights on ordinary shares of United Company RUSAL Plc, 1:10

12.73

-6.05%

2,158,680

RASP

JSC  Raspadskaya, ordinary

6.23

-5.61%

93,800

GAZA

GAZ, ordinary

48.20

-5.49%

882,974

MSTT

"MOSTOTREST", ordinary

8.00

-4.19%

40,000

RTS Stock Market Leading Operators

The top three leading operators on RTS Classica: 1 - Troika Dialog, 2 - CentroCredit Bank, 3 - KIT Finance Ltd..

RTS Classica Leading Operators (11.07.11 - 15.07.11)

Week's rating July 11-15

Week's rating July 4-8

Code

Company name

1

1

TROY

Troika Dialog

2

2

CKBN

CentroCredit Bank

3

37

CITF

KIT Finance Ltd.

4

17

CITG

Citi Group Global Markets ZAO

5

--

CSFB

CJSC "BANK CREDIT SUISSE (MOSCOW)"

6

9

CSSM

LLC "Credit Suisse Securities (Moscow)"

7

8

VTBC

CJSC VTB Capital

8

11

ATLN

ATON LLC

9

7

RENC

Renaissance Broker

10

3

DBRU

Deutsche Bank Ltd.

11

--

UNTR

UNITY TRUST Brokerage Firm JSC

12

26

FINA

Investment Company FINAM CJSC

13

4

PSTR

POLAR STAR IFC

14

23

ALFC

ALFA-BANK

15

14

MONO

MONOLIT

16

18

RMGS

Rye, Man and Gor

17

27

BROK

Brokercreditservice Ltd.

18

6

PRSP

PROSPECT INVESTMENT CO

19

12

BUBS

UBS Securities CJSC

20

13

SOVL

SOVLINK LLC

21

24

SCNT

Vostochnaya Fondovaya Kompania JSC

22

30

BFAG

Baltic Financial Agency CJSC

23

16

PROF

"PROFIT HOUSE" FINANCICAL COMPANY

24

10

TFKO

TRINFICO Investment Company

25

19

GRNC

Grandis Capital Investment Compani, Ltd

FORTS Weekly Trading Results: July 11-15, 2011

For the week of July 11-15, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,233.95 billion rubles or 20.92 million contracts, including 156.03 billion rubles during the evening trading session. The total open interest as of the last day of the week, July 15, 2011 reached 290.03 billion rubles or 6.60 million contracts.

Last week the trading volume in futures contract on oil products and agricultural products that were launched by RTS Group and Saint Petersburg Exchange reached RUB280.13 million or 21.82 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB64.16 million or 2.02 thousand contracts.

 

Week July 11-15

Week July 4-8

Change, %

Futures contracts

Trading volume, rubles

1,094,727,235,697

769,049,169,305

42.35%

Trading volume, contracts

19,498,458

14,275,612

36.59%

Number of trades

3,834,424

2,752,672

39.30%

Total open interest, rubles

196,364,936,579

195,482,331,670

0.45%

Total open interest, contracts

5,379,362

5,045,514

6.62%

Options Contracts

Trading volume, rubles

139,221,484,716

102,980,648,011

35.19%

Trading volume, contracts

1,421,920

1,054,254

34.87%

Number of trades

119,872

87,701

36.68%

Total open interest, rubles

93,659,820,456

172,083,473,530

-45.57%

Total open interest, contracts

1,219,446

1,985,208

-38.57%

Total

Trading volume, rubles

1,233,948,720,413

872,029,817,316

41.50%

Trading volume, contracts

20,920,378

15,329,866

36.47%

Number of trades

3,954,296

2,840,373

39.22%

Total open interest, rubles

290,024,757,036

367,565,805,200

-21.10%

Total open interest, contracts

6,598,808

7,030,722

-6.14%

 

 

 

 

Turnover

No

Code

Contract

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

789,716,245,702

7,319,039

 

 

Cash-settled futures contract on USD/RUB

 

 

2

Si

exchange rate

102,639,837,884

3,616,217

 

 

Cash-settled futures contract on EUR/USD

 

 

3

ED

exchange rate

65,048,990,287

1,641,813

 

 

Deliverable futures contract on Sberbank

 

 

4

SR

ordinary shares

33,514,065,098

3,219,282

 

 

Deliverable futures contract on Gazprom

 

 

5

GZ

ordinary shares

29,226,295,767

1,440,305

6

BR

Cash-settled Brent oil futures contract

23,493,390,883

711,273

7

SV

Cash-settled futures contract on refined silver

13,800,165,175

130,642

8

GD

Cash-settled futures contract on gold

12,043,754,793

271,081

 

 

Deliverable futures contract on LUKOIL

 

 

9

LK

ordinary shares

6,964,421,310

381,453

 

 

Deliverable futures contract on MMC

 

 

10

GM

NORILSK NICKEL ordinary shares

3,433,470,063

45,214

 

 

Cash-settled futures contract on AUD/USD

 

 

11

AU

Exchange rate

2,984,613,715

100,252

 

 

Cash-settled futures contract on RTS

 

 

12

RS

Standard Index

2,664,235,105

22,947

 

 

Deliverable futures contract on VTB Bank

 

 

13

VB

ordinary shares

2,261,934,208

270,636

 

 

Deliverable futures contract on Rosneft

 

 

14

RN

ordinary shares

1,990,581,207

84,373

15

GU

Cash-settled futures contract on GBP/USD

1,590,491,555

35,354

 

 

Exchange rate

 

 

16

Eu

Cash-settled futures contract on EUR/RUB exchange rate

985,960,637

24,749

17

O4

Deliverable futures contract on the four-year federal loan bonds

759,424,867

72,749

18

SP

Deliverable futures contract on Sberbank preferred shares

563,009,131

69,448

19

PT

Cash-settled futures contract on platinum

281,847,328

5,659

20

SN

Deliverable futures contract on Surgutneftegas ordinary shares

175,074,679

6,234

21

SA

Cash-settled futures contracts on raw sugar

168,673,912

8,923

22

HY

Deliverable futures contract on RusHydro ordinary shares

95,640,725

6,914

23

UK

Deliverable futures contract on OJSC "Uralkali" ordinary shares

88,082,578

3,363

24

TN

Deliverable futures contract on Transneft preferred shares

73,105,416

1,711

25

O2

Deliverable futures contract on the two-year federal loan bonds

51,658,091

4,978

26

CH

Deliverable futures contract on Severstal ordinary shares

29,088,785

572

27

CU

Cash-settled futures contract on copper

23,245,055

853

28

TT

Deliverable futures contract on Tatneft ordinary shares

17,705,753

938

29

NK

Deliverable futures contract on NOVATEK ordinary shares

8,997,707

243

30

MT

Deliverable futures contract on MTS ordinary shares

6,397,341

268

31

VX

Cash-settled futures contract on Russian Volatility Index

5,960,856

419

32

MR

Cash-settled futures on average interest rate of the overnight credit MosPrime

5,896,011

6

33

SG

Deliverable futures contract on preferred shares of Surgutneftegas

4,905,852

347

34

PD

Cash-settled futures contract on palladium

4,813,436

22

35

FS

Deliverable futures contract on ordinary shares of "FGC UES"

3,860,841

97

36

Ro

Cash-settled futures contract on RTS Oil & Gas Index

638,437

50

37

Rc

Cash-settled futures contract on RTS Consumer and Retail Index

601,608

24

38

MP

Cash-settled futures contract on average rate of the three month MosPrime credit

153,900

10

39

RI

Futures-style options on RTS Index futures contract

136,600,176,709

1,275,836

40

GZ

Futures-style options on Gazprom futures contract

862,850,000

40,186

41

SR

Futures-style options on Sberbank futures contract

851,310,750

78,364

42

Si

Futures-style options on USD/RUB exchange rate futures contract

350,492,500

11,879

43

GD

Futures-style options on gold futures contract

181,795,149

4,076

44

SV

Futures-style options on refined silver futures contract

143,378,193

1,379

45

LK

Futures-style options on LUKOIL futures contract

130,122,000

7,193

46

BR

Futures-style options on Brent oil future

47,433,836

1,443

47

TN

Futures-style options on futures contract on Transneft preferred shares

26,600,000

631

48

ED

Futures-style options on EUR/USD futures

21,485,652

532

 

 

contract

 

 

49

VB

Futures-style options on futures contract on JSC VTB Bank ordinary shares

2,377,750

293

50

PT

Futures-style options on futures contract on platinum

1,864,177

40

51

RN

Futures-style option on futures contract on Rosneft ordinary shares

1,598,000

68

 

 

Total:

1,233,948,720,413

20,920,378