OREANDA-NEWS. December 30, 2011. Over the week of December 12-16, 2011, the RTS Index went down by 2.59% to reach 1,373.73 points (1,410.28 points as of December 9, 2011). Most of the negative impact on the RTS Index dynamics was related to the falling prices for ordinary shares of Sberbank (SBERS) (down 6.57 points) followed by ordinary shares of Gazprom (GAZPS) (down 4.76 points) and ordinary shares of Surgutneftegas (SNGSS) (down 4.61 points).

The RTS Standard Index, the blue chips index, lost 0.59% to end up at 9,466.97 points (9,522.85 points as of December 9, 2011). Whereas, the "second-tier" stocks index - RTS-2 experienced a decrease of 3.34% closing at 1,577.50 points (1,632.02 points as of December 9, 2011).

Last week's decline on the stock market was accompanied by a drop in volatility levels when the Russian Volatility Index RTSVX went down by 10.19% to reach 49.08 points (54.65 points as of December 9, 2011).

Last week all 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 7.64%. A significant decline was shown by the industry and consumer & retail sectors, with the RTS Industrial Index and RTS Consumer & Retail Index losing 5.40% and 3.20% respectively.

The regional index, RTS Siberia Index, shrank by 0.50%.

Last week the US dollar appreciated by 2.13% against the ruble to reach 31.90 rubles per US dollar (31.23 rubles as of December 9, 2011).

Index

Closing value 16.12.2011

Weekly change, %

 

RTS Index

1,373.73

-2.59%

 

RTS Standard Index

9,466.97

-0.59%

 

RTS-2 Index

1,577.50

-3.34%

 

RTS Metals & Mining Index

208.45

-7.64%

 

RTS Oil & Gas Index

176.25

-2.61%

 

RTS Consumer & Retail Index

296.83

-3.20%

 

RTS Industrial Index

130.24

-5.40%

 

RTS Finances Index

268.02

-2.72%

 

RTS Electric Utilities Index

 

175.70

-1.61%

RTS Siberia Index

 

695.18

-0.50%

Russian Volatility Index

 

49.08

-10.19%

The total securities trading volume on RTS for the week of December 12-16, 2011 equaled USD7.22 billion (228.49 billion rubles*), including all types of trades. The trading volume on RTS Standard totaled USD2,095.90 million.

The week's top sellers were Sberbank ordinary shares (SBER) with a turnover of USD1,141.06 million followed by Gazprom ordinary shares (GAZP) with a turnover of USD457.27 million and ordinary shares of OAO "LUKOIL" (LKOH) with a turnover of USD158.93 million. The share of each security in the total trading volume made up 53.66%, 21.50% and 7.47% respectively.

The week's top gainers on RTS Standard were preferred shares of Transneft (TRNFPS) that went up by 5.52% to RUB48,930.00, followed by ordinary shares of Uralkali (URKAS) that grew by 4.50% to reach RUB224.08 and ordinary shares of JSC "RusHydro" (HYDRS) that added 0.84% to reach RUB1.085.

The week's top losers were ordinary shares of NLMK (NLMKS) that fell 15.56% to reach RUB65.86 followed by ordinary shares of Surgutneftegas (SNGSS) that lost 5.89% to reach RUB24,992.00 and ordinary shares of MTS OJSC (MTSSS) that lost 5.54% to reach RUB188.92.

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

Trading volume of securities on RTS, mln dollars

 

Week December 12-16

Week December 5 -9

Change, %

 

RTS Classica and T+0 Market

turnover 30.59

18.34

66.82%

 

RTS Standard turnover 2,095.90

1,960.54

6.90%

 

Volume of OTC trades 5,094.82

4,390.12

16.05%

 

Total

7,221.31

6,368.99

13.38%

 

RTS Stock Market Weekly Best Sellers (12.12.11 - 16.12.11)

 

Ticker

Company name

Weekly trading volume, USD

Share in RTS

 

SBER

Sberbank, ordinary

1,141,054,645

53.66%

 

GAZP

OAO Gazprom, ordinary

457,269,251

21.50%

 

LKOH

OAO "LUKOIL", ordinary

158,924,725

7.47%

 

GMKN

OJSC "MMC "NORILSK NICKEL", ordinary |

84,196,959]

3.96%

 

ROSN

OJSC "OC "Rosneft", ordinary

74,693,845 |

3.51% [

 

SNGS

Surgutneftegas, ordinary

 

 

46,683,576 2.20%

SBERP

Sberbank, preferred

 

 

40,368,746 1.90%

VTBR

JSC VTB Bank, ordinary

 

 

31,478,293 1.48%

RSTRS

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

 

23,497,734 1.11%

URKA

OJSC Uralkali, ordinary

 

 

8,489,244 0.40%

Weekly Top Gainers (12.12.11 - 16.12.11)

Ticker

Company name

Last price, RUB

Change, %

Weekly trading volume, USD

TRNFPS

Transneft, preferred

48,930.00

5.52%

2,766,866

URKAS

Uralkali, ordinary

224.08

4.50%

8,489,244

HYDRS

JSC "RusHydro", ordinary

1.085

0.84%

3,401,974

RTKMS

Rostelecom, ordinary

148.35

0.24%

6,373,579

VTBRS

JSC VTB Bank, ordinary

0.06302

0.21%

31,478,293

Weekly Top Losers (12.12.11 - 16.12.11)

Ticker

Company name

Last price, RUB

Change, %

Weekly trading volume, USD

NLMKS

NLMK, ordinary

65.86

-15.56%

6,272,731

SNGSS

Surgutneftegas. ordinary

24.992

-5.89%

46,683,576

MTSSS

MTS OJSC, ordinary

188.92

-5.54%

557,862

TATNS

TATNEFT, ordinary

148.15

-5.24%

3,385,391

CHMFS

Severstal, ordinary

372.65

-3.04%

1,741,828

RTS Stock Market Leading Operators

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

RTS Classica Leading Operators (12.12.11 - 16.12.11)

Week's rating December 12-16

Week December 5 - 9

Code

Company name

1

1

TROY

Troika Dialog

2

19

OPEN

OTKRITIE Brokerage house JSC

3

3

DBRU

Deutsche Bank Ltd.

4

2

CKBN

CentroCredit Bank

5

7

RECA

Renaissance Capital

6

5

VTBC

CJSC VTB Capital

7

15

MLSE

OOO Merrill Lynch Securities

8

9

CITG

Citi Group Global Markets ZAO

9

4

BUBS

UBS Securities CJSC

10

12

NICO

JSC IFC "DVM-lnvest"

11

11

MONO

MONOLIT

12

PSTR

POLAR STAR IFC

13

14

JPMS

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

14

8

RMGS

Rye, Man and Gor

15 -

CITF

KIT Finance Ltd.

16

29

INGB

ING BANK (EURASIA) ZAO

17

25

ATLN

ATON LLC

18

6

ALFC

ALFA-BANK

19

13

NKOL

URALSIB Capital Limited Liability Company

20

UNCR

UniCredit Securities CJSC

21

PERS

Perspektiva Plus IC

22

17

MTRF

METROPOL IFCo. Ltd.

23

10

CSSM

LLC "Credit Suisse Securities (Moscow)"

24

20

RICF

RIC-Finance

25

           

CSFB

CJSC "BANK CREDIT SUISSE

(MOSCOW)"