OREANDA-NEWS. October 10, 2011. In September 2011, the RTS Index went down by 21.22% to 1,341.09 points as of September 30, 2011 against 1,702.28 points as of August 31, 2011. Most of the negative impact on the RTS Index came from falling prices for ordinary shares of Sberbank (SBERS) (down 55.37 points) followed by Gazprom (GAZPS) (down 53.39 points) and OAO LUKOIL (LKOHS) (down 34.38 points).

The RTS Standard Index, the blue chips index, shed 11.45% to reach 9,303.84 points (10,506.37 points as of August 31, 2011). The "second-tier" stock index - RTS-2 Index went down by 19.47% to reach 1,562.11 points (1,939.86 points as of August 31, 2011).

September's drop on the stock market was accompanied by an increase in volatility levels, shown by the 40.92% growth in the Russian Volatility Index RTSVX, reaching 57.27 points (40.64 points as of August 31, 2011).

Key economy sectors represented on the Russian stock market showed negative signs. The largest loss was demonstrated on the metallurgy sector, with the RTS Metals & Mining Index decreasing by 24.43%. Considerable decline was reported by the power and finance sectors, with the RTS Electric Utilities Index and RTS Finances Index falling by 23.72% and 21.51% respectively.

The regional index, RTS Siberia Index, lost 12.98%. The US dollar went up by 10.46% against the Russian ruble to reach 31.88 rubles per US dollar (28.86 rubles as of August 31, 2011).

Index

Closing Value 30.09.2011

Monthly change,%

RTS Index

1,341.09

-21.22%

RTS Standard Index

9,303.84

-11.45%

RTS-2 Index

1,562.11

-19.47% |

RTS Metals & Mining Index

237.80

-24.43% ]

RTS Oil & Gas Index

166.10

-17.65%

RTS Consumer & Retail Index

288.30

-16.18%

RTS Industrial Index

149.00

-17.48% !

RTS Finances Index

288.37

-21.51%

RTS Electric Utilities Index

160.98

-23.72%

RTS Siberia Index

734.98

-12.98% |

Russian Volatility Index

57.27

40.92% |

In September 2011, the securities trading volume on RTS equaled a value of USD45.36 billion (1,389.18 billion rubles*), including all types of trades. The trading volume on RTS Standard totaled USD9,964.08 million in value.

The top sellers of the month on the RTS Stock Market were Sberbank ordinary shares (SBER) with a turnover of USD5,166.28 million followed by Gazprom ordinary shares (GAZP) with a turnover of USD2,447.74 million and OAO "LUKOIL" ordinary shares (LKOH) with a turnover of USD921.89 million. The shares of the above securities in terms of turnover made up 51.38%, 24.35% and 9.17% respectively. The top gainers of the month were ordinary shares of OJSC "Russian Sea Group" (RSEA) that experienced a growth of 24.44% to reach USD2.80, OJSC Concern "KALINA" (KLNA) that went up by 17.84% to reach USD51.85 in value and TMK (TRMK) that gained 16.32% to end up at USD3.35 per share. The top losers of the month were preferred shares of Mechel OAO (MTLRP) that lost 35.71% to reach USD0.009 in value, ordinary shares of OJSC "Kazanorgsintez" (KZOS) that went down by 37.14% to reach USD0.11 and OJSC LSR Group (LSRG) that decreased by 34.82% to USD16.10 in value.

* The data is received by converting the daily dollar turnovers into rubles

Trading volume of securities on RTS, mln dollars

 

September

August

Change, %

RTS Classica and T+0 Market turnover

90.22

139.11

-35.14%

RTS Standard turnover

9,964.08

12,250.13

-18.66% !

Volume of OTC trades

35,302.58

37,991.55

-7.08% |

Total

45,356.89

50,380.80

-9.97% |

RTS Stock Market Best Sellers: September 2011

Ticker

Company name, share type

Trading volume, US dollars

Share,%

SBER

Sberbank, ordinary

5,166,283,375

51.38%

GAZP

Gazprom, ordinary

2,447,741,853

24.35%

LKOH

OAO "LUKOIL", ordinary

921,890,442

9.17%

GMKN

OJSC "MMC "NORILSK NICKEL", ordinary

439,361,348

4.37%

ROSN

OJSC "OC "Rosneft", ordinary

323,588,137

3.22%

VTBR

JSC VTB Bank, ordinary

172,159,821

1.71%

SNGS

Surgutneftegas, ordinary

145,655,741

1.45%

SBERP

Sberbank, preferred

125,487,215

1.25%

RSTRS

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

109,474,436

1.09%

URKA

OJSC Uralkali, ordinary

42,223,124

0.42% !

RTS Top Gainers: September 2011

Ticker

Company name, share type

Last price, US dollars

Change, %

Trading volume, US dollars

RSEA

OJSC "Russian Sea Group"

2.80

24.44%

84,000

KLNA

OJSC Concern "KALINA"

51.85

17.84%

727,830 j

TRMK

TMK

3.35

16.32%

301,000 |

VRPH

OAO "VEROPHARM"

35.00

11.64%

212,255 I

SNGSP

"Surgutneftegas" OJSC, preferred

0.432

8.00%

30,334,705 I

RTS Top Losers: September 2011

Ticker

Company name, share type

Last price, US dollars

Change, %

Trading volume, US dollars

MTLRP

Mechel OAO, preferred

7.62

-48.34%

90,578

KZOS

OJSC "Kazanorgsintez", ordinary

0.11

-37.14%

136,509 j

LSRG

OJSC LSR Group, ordinary

16.10

-34.82%

136,412 |

NKNC

OAO Nizhnekamskneftekhim, ordinary

0.60

-34.66%

171,453 |

MSSB

Mosenergosbyt, ordinary

0.014

-33.33%

70,000

RTS Stock Market leading operators in September 2011

The top three leading operators on RTS Classica in September 2011 were: Troika Dialog, CentroCredit Bank and CJSC VTB Capital.

The top three leading operators on RTS Standard in September 2011 were: OTKRITIE Group, Troika Dialog and ALOR Group.

RTS Classica Leading Operators in September 2011

The month's rating: September 2011

The month's rating: August 2011

Code

Company name

1

1

TROY

Troika Dialog

2

4

CKBN

CentroCredit Bank

3

9

VTBC

CJSC VTB Capital

4

2

DBRU

Deutsche Bank OAO

5

5

RENC

Renaissance Broker

6

12

OPEN

OTKRITIE Brokerage house JSC

7

3

FINA

Investment Company FINAM CJSC

8

8

PSTR

POLAR STAR IFC

9

-

ABSI

ABSOLUT INVEST

10

13

BROK

Brokercreditservice Ltd.

11

6

BUBS

UBS Securities CJSC

12

11

MTRF

METROPOL IFCo. Ltd.

13

15

CITG

Citi Group Global Markets ZAO

14

21

MONO

MONOLIT

15

-

TFKO

TRINFICO Investment Company

16

18

NKOL

URALSIB Capital Limited Liability Company

17

26

ALFC

ALFA-BANK

18

25

CITF

KIT Finance Ltd.

19

10

RMGS

Rye, Man and Gor

20

20

ATLN

ATON LLC

21

-

ALOR

ALOR INVEST Ltd

22

16

MEIN

Metallinvestbank OJSCo SKB

23

17

CSSM

LLC "Credit Suisse Securities (Moscow)"

24

23

MLSE

OOO Merrill Lynch Securities

25

31

JPMS

CB "J.P. Morgan Bank International" (LLC)

RTS Standard Leading Operators in September 2011

The month's rating: September 2011

The month's rating: August 2011

Code

Company name

1

1

OPEN

OTKRITIE Brokerage house JSC

2

2

TROY

Troika Dialog

3

3

ALOR

ALOR INVEST Ltd

4

4

ITIN

"Investment Company "ITInvest"

5

5

OLMA

OLMA Investment Firm JSC

6

6

CITF

KIT Finance Ltd

7

8

FINA

Investment Company FINAM CJSC

8

7

INSI

Instroyinvest IMC

9

9

BROK

Brokercreditservice Ltd

10

12

FORC

Fora-Capital

11

10

MEIN

Metallinvestbank OJSCo SKB

12

11

ALFC

ALFA-BANK

13

22

VTBC

CJSC VTB Capital

14

23

USIB

LLC "URALSIB Capital - Financial Services"

15

15

SOLD

Solid

16

16

INFA

Infina Investment Company JSC

17

17

FMCS

NETTRADER LLC

18

20

CSSM

LLC "Credit Suisse Securities (Moscow)"

19

32

IKTI

IC Trade Invest LLC

20

21

OCTN

Octan-Broker

21

19

PITT

JSC "Piter Trust Investment Company"

22

24

RENC

Renaissance Broker

23

14

DBRU

Deutsche Bank Ltd.

24

13

ZERH

Zerich Capital Management IC OJSC

25

26

BDAL

ABH