OREANDA-NEWS. September 27, 2011. RTS Stock Market Weekly Trading Results: September 19-23, 2011

Over the week of September 19-23, 2011, the RTS Index went down by 16.44% to reach 1,315.95 points (1,574.94 points as of September 16, 2011). Most of the negative impact on the RTS Index dynamics was related to the falling prices for ordinary shares of Sberbank (SBERS) (down 34.88 points) followed by ordinary shares of OA0 "LUKOIL" (LKOHS) (down 30.56 points) and ordinary shares of Gazprom (GAZPS) (down 27.61 points).

The RTS Standard Index, the blue chips index, lost 11.98% to end up at 9,015.98 points (10,243.03 points as of September 16, 2011). Whereas, the "second-tier" stocks index - RTS-2 experienced a decrease of 14.38% closing at 1,612.93 points (1,883.72 points as of September 16, 2011).

Last week's decline on the stock market was accompanied by a growth of volatility levels when the Russian Volatility Index RTSVX went up by 34.82% to reach 63.66 points (47.22 points as of September 16, 2011).

Last week key economy sectors represented on the Russian stock market demonstrated a negative trend. The largest decrease was reported by the metallurgy sector, with the RTS Metals & Mining Index shedding 18.24%. A significant decline was shown by the power and industry sectors, with the RTS Electric Utilities Index and RTS Industrial Index losing 17.11% and 15.05% respectively.

The regional index, RTS Siberia Index, shrank by 11.93%.

Last week the US dollar appreciated by 4.61 % against the ruble to reach 31.91 rubles per US dollar (30.50 rubles as of September 16, 2011).

Index

Closing value 23.09.2011

Weekly change, %

RTS Index

1,315.95

-16.44%

RTS Standard Index

9,015.98

-11.98% :

RTS-2 Index

1,612.93

-14.38%

RTS Metals & Mining Index

243.59

-18.24%

RTS Oil & Gas Index

160.19

-14.65% :

RTS Consumer & Retail Index

294.39

-13.52% :

RTS Industrial Index

149.00

-15.05%

RTS Finances Index

289.70

-14.43%

 

RTS Electric Utilities Index

164.14 |

-17.11%

 

RTS Siberia Index

751.16 ;

-11.93%

 

Russian Volatility Index

63.66 |

34.82%

 

The total securities trading volume on RTS for the week of September 19-23, 2011 equaled USD10.20 billion (318.99 billion rubles*), including all types of trades. The trading volume on RTS Standard totaled USD2,618.32 million.

The week's top sellers were Sberbank ordinary shares (SBER) with a turnover of USD1,434.06 million followed by Gazprom ordinary shares (GAZP) with a turnover of USD649.03 million and ordinary shares of OAO "LUKOIL" (LKOH) with a turnover of USD187.92 million. The share of each security in the total trading volume made up 54.37%, 24.61% and 7.12% respectively.

The week's top losers were ordinary shares of Tatneft (TATNS) that fell 21.70% to reach RUB126.85 followed by ordinary shares of MTS OJSC (MTSSS) that lost 19.81% to reach RUB170.00 and ordinary shares of OAO Severstal (CHMFS) that lost 18.92% to reach RUB348.44.

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

Trading volume of securities on RTS, mln dollars

 

Week September 19-23

Week September 12 -16

Change, %

RTS Classica and T+0 Market turnover

19.38

25.21

-23.14%

RTS Standard turnover

2,618.32

2,409.27

8.68%

Volume of OTC trades

7,561.09

6,883.22

9.85%

Total

10,198.79

9,317.70

9.46%

RTS Stock Market Weekly Best Sellers (19.09.11 - 23.09.11)

Ticker

Company name

Weekly trading volume, USD

Share in RTS

SBER

Sberbank, ordinary

1,434,060,361

54.37%

GAZP

OAO Gazprom, ordinary

649,031,861

24.61%

LKOH

OAO "LUKOIL", ordinary

187,920,236

7.12% |

ROSN

OJSC "OC "Rosneft", ordinary

88,293,968

3.35% ;

GMKN

OJSC "MMC "NORILSK NICKEL", ordinary

69,275,152

2.63%

VTBR

JSC VTB Bank, ordinary

40,862,738

1.55%

SNGS

Surgutneftegas, ordinary

34,984,217

1.33% |

SBERP

Sberbank, preferred

30,067,562

1.14%

 

URKA

OJSC Uralkali, ordinary

25,689,740

0.97%

 

RSTRS

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

23,339,638

0.88%

 

Weekly Top Losers (19.09.11 - 23.09.11)

Ticker

Company name

Last price, RUB

Change, %

Weekly trading volume, RUB

TATNS

Tatneft, ordinary

126.85

-21.70%

70,572,370

MTSSS

MTS OJSC, ordinary

170.00

-19.81%

11,785,060

CHMFS

OAO Severstal, ordinary

348.44

-18.92%

167,779,421

URKAS

OJSC Uralkali, ordinary

235.71

-18.74%

808,591,598

TRNFPS

JSC "Transneft", preferred

30,902.00

-17.59%

13,490,197

RTS Stock Market Leading Operators

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

RTS Classica Leading Operators (19.09.11 - 23.09.11)

Week's rating September 19­23

Week September 12 - 16

Code

Company name

1

1

TROY

Troika Dialog

2

3

CKBN

CentroCredit Bank

3

4

DBRU

Deutsche Bank Ltd.

4

10

PSTR

POLAR STAR IFC

5

22

BUBS

UBS Securities CJSC

6

8

ABSI

ABSOLUT INVEST

7

2

VTBC

CJSC VTB Capital

8

7

RENC

Renaissance Broker

9

32

RY1GS

Rye, Man and Gor

10

13

MONO

MONOLIT

11

18

ATLN

ATON LLC

12

16

ALFC

ALFA-BANK

13

6

FINA

Investment Company FINAM CJSC

14

37

SOVL

SOVLINK LLC

 

15

11

NKOL

URALSIB Capital Limited Liability Company

 

16

19

CITG

Citi Group Global Markets ZAO

 

17

17

MLSE

OOO Merrill Lynch Securities

 

18

5

OPEN

OTKRITIE Brokerage house JSC

 

19

9

MTRF

METROPOL IFCo. Ltd.

 

20

14

BROK

Brokercreditservice Ltd.

 

21

21

MEIN

Metallinvestbank OJSCo SKB

 

22

-

UNTR

UNITY TRUST Brokerage Firm JSC

 

23

34

INGB

ING BANK (EURASIA) ZAO

 

24

35

PROF

"PROFIT HOUSE" FINANCICAL COMPANY

 

25

39

REBK

REGION BC LLC