OREANDA-NEWS. December 19, 2011. Over the week of December 5-9, 2011, the RTS Index went down by 8.75% to reach 1,410.28 points (1,545.57 points as of December 2, 2011). Most of the negative impact on the RTS Index dynamics was related to the falling prices for ordinary shares of Gazprom (GAZPS) (down 22.47 points), followed by Sberbank (SBERS) (down 20.96 points) and OJSC "LUKOIL" (LKOHS) (down 14.81 points).

The RTS Standard Index, the blue chips index, lost 7.74% to reach 9,522.85 points (10,321.25 points as of December 2, 2011). The "second-tier" stock index - RTS-2 experienced a decrease of 4.42% closing at 1,632.02 points (1,707.42 points as of December 2, 2011).

Last week's drop on the stock market was accompanied by an increase of volatility levels when the Russian Volatility Index RTSVX went up by 25.92% to reach 54.65 points (43.40 points as of December 2, 2011).

Last week all key economy sectors represented on the Russian stock market demonstrated a negative trend. The largest downturn was reported by the finance sector, with the RTS Finances Index falling by 9.75%. A significant decrease was also shown by the oil & gas and power sectors, with the RTS Oil & Gas Index and RTS Electric Utilities Index going down by 8.32% and 8.22% respectively. The value of the RTS Industrial Index remained unchanged.

The regional index, RTS Siberia Index, lost 2.42%.

The US dollar appreciated by 1.24% against the ruble to reach 31.23 rubles per US dollar (30.85 rubles as of December 2, 2011).

Index

Closing value 9.12.2011

Weekly change,

%

RTS Index

1,410.28

-8.75%

RTS Standard Index

9,522.85

-7.74%

RTS-2 Index

1,632.02

-4.42%

RTS Metals & Mining Index

225.69

-2.70%

RTS Oil & Gas Index

180.98

-8.32%

RTS Consumer & Retail Index

306.64

-2.77%

RTS Industrial Index

137.67

0.00%

RTS Finances Index

275.52

-9.75%

RTS Electric Utilities Index

178.57

-8.22%

RTS Siberia Index

698.66

-2.42%

Russian Volatility Index

54.65

25.92%

The total securities trading volume on RTS for the week of December 5-9, 2011 equaled USD6.37 billion (197.51 billion rubles*), including all types of trades. The trading volume on RTS Standard totaled USD1,960.54 million.

The week's top sellers were Sberbank ordinary shares (SBER) with a turnover of USD1,171.99 million (RUB36,388.27 million) followed by Gazprom ordinary shares (GAZP) with a turnover of USD444.41 million (RUB13,800.13 million) and ordinary shares of OJSC "LUKOIL" (LKOH) with a turnover of USD117.09 million (RUB3,636.11 million). The share of each security in the total trading volume made up 59.22%, 22.46% and 5.92% respectively.

The week's top gainers were ordinary shares of OJSC Raspadskaya (RASPS) that went up by 16.30% to RUB107.00 and NLMK (NLMKS) that grew by 4.00% to RUB78.00.

The week's top losers on the RTS Standard market were ordinary shares of JSC VTB Bank (VTBRS) that went down by 10.49% to RUB0.06289 followed by preferred shares of Sberbank (SBERPS) that fell 10.47% to reach RUB61.38 and ordinary shares of OJSC Uralkali (URKAS) that lost 10.17% to reach RUB214.43.

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

Trading volume of securities on RTS, mln dollars

 

Week December 5-9

Week November 28 - December 2

Change, %

RTS Classica and T+0 Market turnover

18.34

22.36

-18.00%

RTS Standard turnover

1,960.54

2,111.25

-7.14%

Volume of OTC trades

4,390.12

4,839.32

-9.28%

Total

6,368.99

6,972.93

-8.66%

RTS Stock Market Weekly Best Sellers (05.12.11 - 09.12.11)

Ticker

Company name

Weekly trading volume

Share in RTS

RUB

USD

SBER

Sberbank, ordinary

36,388,266,106

1,171,986,309

59.22%

GAZP

OJSC Gazprom, ordinary

13,800,131,493

444,411,221

22.46%

LKOH

OJSC "LUKOIL", ordinary

3,636,105,448

117,087,493

5.92%

ROSN

OJSC "OC "Rosneft", ordinary

1,688,943,322

54,397,964

2.75%

GMKN

OJSC "MMC "NORILSK NICKEL", ordinary

1,581,586,879

50,861,378

2.57%

SNGS

Surgutneftegas, ordinary

1,242,458,329

39,974,350

2.02%

SBERP

Sberbank, preferred

1,075,180,745

34,615,881

1.75%

VTBR

JSC VTB Bank, ordinary

900,177,267

28,995,889

1.47%

RSTRS

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

344,524,285

11,092,442

0.56%

URKA

OJSC Uralkali, ordinary

176,137,319

5,672,277

0.29%

Weekly Top Gainers (05.12.11 - 09.12.11)

Ticker

Company name

Last price, RUB

Change

Weekly trading volume

RUB

USD

RASPS

OJSC Raspadskaya, ordinary

107.00

16.30%

15,125,048

488,934

NLMKS

NLMK, ordinary

78.00

4.00%

73,620

2,385

Weekly Top Losers (05.12.11 - 09.12.11)

Ticker

Company name

Last price, RUB

Change

Weekly trading volume

RUB

USD

VTBRS

JSC VTB Bank, ordinary

0.06289

-10.49%

900,177,267

28,995,889

SBERPS

Sberbank, preferred

61.38

-10.47%

1,075,180,745

34,615,881

URKAS

OJSC Uralkali, ordinary

214.43

-10.17%

176,137,319

5,672,277

FEESS

"FGC UES ", JSC, ordinary

0.3052

-10.00%

15,678,036

504,744

SNGSS

Surgutneftegas, ordinary

26.555

-9.66%

1,242,458,329

39,974,350

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 (05.12.11 - 09.12.11)

Week's rating December 5-9

Week's rating November 28 - December 2

Code

Company name

1

1

TROY

Troika Dialog

2

2

CKBN

CentroCredit Bank

3

3

DBRU

Deutsche Bank Ltd.

4

6

BUBS

UBS Securities CJSC

5

4

VTBC

CJSC VTB Capital

6

10

ALFC

ALFA-BANK

7

5

RECA

Renaissance Capital

8

11

RMGS

Rye, Man and Gor

9

9

CITG

Citi Group Global Markets ZAO

10

24

CSSM

LLC "Credit Suisse Securities (Moscow)"

11

28

MONO

MONOLIT

12

13

NICO

JSC IFC "DVM-Invest"

13

20

NKOL

URALSIB Capital Limited Liability Company

14

17

JPMS

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

15

21

MLSE

OOO Merrill Lynch Securities

16

--

ABSI

ABSOLUT INVEST

17

26

MTRF

METROPOL IFCo. Ltd.

18

7

ZENT

Bank ZENIT OJSC

19

31

OPEN

OTKRITIE Brokerage house JSC

20

34

RICF

RIC-Finance

21

--

LURI

OOO "Investment company "Kapital"

22

--

SOVL

SOVLINK LLC

23

39

PROF

"PROFIT HOUSE" FINANCICAL COMPANY

24

8

FINA

Investment Company FINAM CJSC

25

14

ATLN

ATON LLC