RTS Announced Index Monthly Wrap up (October, 2011)

OREANDA-NEWS. November 14, 2011. In October 2011 the Russian stock market demonstrated positive dynamics.

For the last month the RTS Index went up by 16.57% to 1 563.28 points (1 341.09 points on 30 September 2011). Besides, by the end of October RTSI was 1.50% lower compared to its closing level one year ago (1 587.14 points on 29 October 2010). The U.S. Dollar went down by 6.20% against the Ruble in October.

Growth of the stock market in October was accompanied by a volatility decrease, Russian volatility index RTSVX went down by 19.85%.

In October 2011 43 stocks, out of RTSI's total 50 constituents, had positive impact on the Index's dynamics (plus 233.47 index points), 5 securities moved negatively (minus 11.28 points). The price of 2 stocks remained unchanged.

The most positive impact was coming from the price increase of ordinary shares of JSC "Gazprom" (plus 45.78 points), JSC "Sberbank Rossii" (plus 38.28 points) and JSC "LUKOIL" (plus 26.85 points).

The most negative impact was coming from the decreasing prices of ordinary shares JSC "GMK Norilsk Nickel" (minus 10.37 points).

50.11% of the RTSI total capitalization concentrated in the Oil & Gas Sector. The other large- weight sectors were Finance (17.91%) and Metallurgy (11.73%).

In October the major positive contributors were the securities of Oil & Gas Sector (plus 119.61 points), Finance (plus 49.91 points).

RTSI Futures Contract

Trading in RTSI-linked derivatives amounted to RUR 3 580.40 billion or 41.04 million contracts in October 2011. Futures based on RTSI remained the most liquid derivative contracts making up 66.82% of the total FORTS (Futures and Options on the RTS) turnover in cash terms.

For the last month the RTS Index went up by 16.57%, besides the December contracts (RTS-12.11) went up by 17.92%, and the March contracts (RTS-03.12) by 17.37%.

In the passed month all the RTSI-based futures traded below the spot level, besides the December futures closed below the main indicator of a stock market, the RTS Index, by 8.98 points, and the March futures by 23.68 points.

The volume of opened positions went up by 44.87% against the end of September.

The RTS Standard Index

In October 2011 the Russian stock market demonstrated positive dynamics.

The RTS Standard Index went up by 9.54% to 10 191.43 points (9 303.84 points on 30 September 2011). By the end of the month the RTS Standard Index was 2.60% lower compared to its closing level one year ago (10 463.83 points on 29 October 2010).

In October 2011 14 stocks, out of the RTS Standard Index total 15 constituents, had positive impact on its dynamics (plus 1039.14 index points), 1 security moved negatively (minus 151.55 points).

Most of the positive impact was related to the price growth of ordinary shares of JSC "Gazprom" (plus 256.34 points), JSC "Sberbank Rossii" (plus 220.67 points) and JSC "Uralkali" (plus 146.05 points).

Most of the negative impact was coming from the price decline of ordinary shares JSC "GMK Norilsk Nickel" (minus 151.55 points).

Among the blue chips that demonstrated the major growing in prices were ordinary shares of JSC "Severstal", the price increase of its shares was 30.29%, JSC "Uralkali" - 20.91% and preferred shares of JSC "Transneft" - 19.46%.

The largest decreasing was demonstrated by the price decline of ordinary shares of JSC "GMK Norilsk Nickel", its shares went down by 14.40%.

54.20% of the RTS Standard Index total capitalization concentrated in the Oil & Gas Sector. The other large-weight sectors were Finance (22.18%) and Metallurgy (10.96%).

Second-tier Stocks

In October 2011 the second-tier shares demonstrated positive dynamics.

The RTS-2 Index for the past month went up by 12.78% to 1 761.81 (1 562.11 on 30 September 2011). As of the end of October RTS-2 was 11.71% lower compared to its closing level one year ago (1 995.51 points on 29 October 2010).

Out of 58 constituent stocks on the RTS-2 Index, 34 had positive impact on its dynamics (plus 208.89 index points), 12 had negative impact (minus 9.20 points). The price of 12 stocks remained unchanged.

Most of the positive impact on the RTS-2 Index was coming from growing prices of preferred shares of JSC "Bashneft" (plus 29.95 points), ordinary shares of JSC "INTER RAO UES" (plus 25.57 points) and JSC "Bashneft" (plus 20.82 points).

Most of the negative impact on the RTS-2 Index was coming from the falling prices of the ordinary shares of JSC "KAMAZ" (minus 2.44 points).

In terms of weight in RTS-2 Index, the largest were the following Sectors: the Power Sector (43.09 %), the Oil&Gas Sector (16.45%) and the Consumer Goods & Trading Sector (9.91%).

The largest contribution to the growing RTS-2 in October made securities of the Power Sector (overall plus 81.63 points), and the Oil&Gas Sector (overall plus 51.25 points).

The RTS Siberia Index

In October 2011 the Siberian stock market showed negative trend.

For the last month the RTS Siberia Index went down by 2.19% to 718.86 points (734.98 points on 30 September 2011). Besides, by the end of October RTS Siberia Index was 19.02% lower compared to its closing level one year ago (887.68 points on 29 October 2010).

In October 2011 5 stocks, out of RTS Siberia Index's total 10 constituents, had negative impact on the Index's dynamics (minus 34.87 index points), 4 securities had positive impact (plus 18.76 points). The price of 1 stock remained unchanged.

The most negative impact on RTS Siberia Index was coming from the price decline of ordinary shares of JSC "GMK Norilsk Nickel" (minus 17.75 points), JSC "OGK-3" (minus 7.38 points) and JSC "TGK-11" (minus 6.93 points).

Most of the positive impact was coming from the growing prices of the ordinary shares of JSC "RusHydro" (plus 9.49 points).

44.44% of the RTS Siberia Index total capitalization concentrated in the Power Sector. The other large-weight sectors were the Metallurgy (36.29%) and the Oil & Gas Sector (19.27%).

The RTS Family of Indices

In October 2011 the RTS Index went up by 16.57% compared to the end of September 2011, it's closing level on 31 October reached 1 563.28 points (1 341.09 points on 30 September 2011).

For the last month The RTS Standard Index (the Index of "Blue chips") went up by 9.54% to 10 191.43 points (9 303.84 points on 30 September 2011). The RTS-2 Index for the same period went up by 12.78% to 1 761.81 points (1 562.11 points on the end of the previous month).

Growth of the stock market in October was accompanied by a volatility decrease, Russian volatility index RTSVX went down by 19.85% to 45.90 points (57.27 points on 30 September 2011).

The majority of key-sectors represented on the Russian stock market demonstrated positive trend in October. The leader of growth was the Consumer Goods & Trading Sector - The RTS Consumer & Retail Index went up by 18.32%. A considerable growth was demonstrated by the Oil & Gas Sector and the Power Sector - the RTS Oil & Gas Index went up by 17.81% and the Electric Utilities Index gained 17.60%.

The RTS Siberia Index went down by 2.19%.

In October the U.S. Dollar went down by 6.20% against the Russian Ruble - to RUR 29.90USD  (31.88 on 30 September 2011).