Moscow Exchange Group Released Weekly Market Report October 01-05
OREANDA-NEWS. October 15, 2012. The total trading volume in MICEX-RTS for the week equaled RUB7.3 trillion. Average daily trading volume amounted to RUB1,458 billion, 11.6 % down from the previous week. Trading in securities, RDRs and mutual funds units made up 2% (RUB176 billion) of the total trading volume, the fixed income market share was 4% (RUB258 billion), the derivatives market was 16% (RUB1,193 billion), the FX and money market was 78% (RUB5,659 billion).
Secondary market trading volume totaled RUB176 billion last week. Average daily trading volume was RUB35 billion, 2.5% down from the previous week. The Main Market sector made up 94% of the total secondary market trading volume, the Standard and the Classica sectors made up 6% and 0.2% respectively. OTC trade volume equaled RUB92 billion or 34% of the combined value of secondary market trades and OTC trades.
Over the week, the MICEX Index went down by 1.3% to reach 1,477.6 points (1,458.26 as of September 28, 2012). The dollar- denominated RTS Index was up by 2.2% to reach 1,508.72 points (1,475.7 as of September 28, 2012). The US dollar depreciated by 0.2% against the ruble. Capitalization of the cash equity market went up by 1.1% and amounted to USD807.72 billion as of the last day of the week (USD798.59 billion as of September 28, 2012).
Ordinary shares of the following blue chip companies surged: VTB Bank — by 3.5% to RUB0.05, Sberbank — by 2.2% to RUB93.02, Surgutneftegas — by 2.1% to RUB28.76, FGC UES — by 1.4% to RUB0.24, GAZPROM — by 0.8% to RUB159.07, LUKOIL — by 0.7% to RUB1,935.2, Rostelecom — by 0.6% to RUB135.2, Rosneft — by 0.5% to RUB212.06, NORILSK NICKEL — by 0.4% to RUB4,969, Polyus Gold — by 0.1% to RUB1,032.1.
The week's top sellers were of Sberbank ordinary shares (SBER) with a turnover of RUB49 billion (28% of a total trading volume) followed by GAZPROM (GAZP) with a turnover of RUB29 billion (16%), LUKOIL (LKOH) - RUB13 billion (8%), VTB Bank (VTBR) - RUB12 billion (7%), and Rosneft (ROSN) - RUB8 billion (4%). Other securities absorbed RUB65 billion (37%) of the total trading volume.
Last week the trading volume on the secondary market for fixed income instruments equaled RUB258 billion. Average trading volume amounted to RUB52 billion, 2.4% down from the previous week. Secondary market turnover was RUB138 billion (54% of the total trading volume) in corporate bonds, RUB9 billion (4%) in regional bonds, and RUB111 billion (43%) in government bonds. Total volume of bond issues placed amounted to RUB81 billion.
The MICEX Corporate Bond Index (MICEX CBI CP) reached 92.35 points (92.37 points as of September 28, 2012),
The MICEX Municipal Bond Index (MICEX MBI CP) was up 0.03% to 96.79 points (96.76 points as of September 28, 2012 ), the Russian Government Bond Index (RGBI) was up 0.38% to 132.9 points (132.4 points as of September 28, 2012).
The total trading volume on the Exhange's Derivatives Market equaled RUB1,193 billion or 25 billion contracts for the week. The average daily volume traded on the Market was RUB239 billion, 9.5% up from the previous week. The total open interest as of the last day of the week reached RUB6 billion or 236 million contracts. Index derivatives made 63% of the total trading volume (RUB752 billion); equity derivatives, FX derivatives, interest rate derivatives and commodity derivatives made 4% (RUB52 billion), 30% (RUB360 billion), 0.3% (RUB4 billion), and 2% (RUB24 billion) respectively.
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