OREANDA-NEWS. October 24, 2012. The total trading volume in MICEX-RTS equaled RUB7.4 trillion per week. Average daily trading volume amounted to RUB1,472 billion, which is 5.8% up from the previous week. Trading in securities, RDRs and mutual funds units made 2% (RUB161 billion) of the total trading volume, the fixed income market share was 5% (RUB337 billion), the Derivatives Market share was 13% (RUB946 billion), the FX and Money Market share was 80% (RUB5,915 billion).

Secondary market trading volume totaled RUB161 billion last week. Average daily trading volume was RUB32 billion, which is 10.7% up from the previous week. The Main Market sector made up 94% of the total secondary market trading volume, the Standard sector share was 6%, the Classica sector share was 0.3%. OTC trades volume equaled RUB108 billion or 40% of the combined value of the secondary market trades and OTC trades.

The MICEX Index went down 01% to reach 1,460.06 points (1,446.01 as of October 12, 2012) last week. The dollar- denominated RTS Index was up 1.5% to reach 1,494.44 points (1,472.36 as of October 12, 2012 ). The US dollar depreciated by 0.6% against the ruble. Capitalization of the cash equity market went up 2.4% and amounted USD807.7 billion as of the last day of the week (USD788.7 billion as of October 12, 2012).

Ordinary shares of the following blue chip companies surged: Rosneft (by 2.7% to RUB 214.07), LUKOIL (by 2.5% to RUB1,970.2), Sberbank (by 1.8% to RUB93.19), GAZPROM (by 1.5% to RUB154.68), Surgutneftegas (by 0.6% to RUB28.46), VTB Bank (by 0.3% to RUB0.05). Prices of the following ordinary shares remained unchanged: FGC UES with RUB 0.23 and Norilsk Nickel with RUB4,804. Prices of the following ordinary shares shed: Rostelecom (by 0.5% to RUB132.1) and Polyus Gold (by 4.4% to RUB1,014).

The week's top sellers were ordinary shares of Sberbank (SBER) with a turnover of RUB38 billion (24% of the total trading volume), followed by GAZPROM (GAZP) with a turnover of RUB29 billion (18%), LUKOIL (LKOH) with RUB16 billion (10%), Rosneft (ROSN) with RUB11 billion (7%), and VTB Bank (VTBR) with RUB8 billion (5%). Other securities made RUB59 billion (37%) of the total trading volume.

Last week's trading volume of the secondary market for fixed income instruments equaled RUB337 billion. Average daily trading volume was 67 billion, which is 37.9% up from the previous week. The secondary market turnover in corporate bonds was RUB154 billion (46% of the total trading volume), the share of regional bonds was RUB6 billion (2%), the share of government bonds equaled RUB177 billion (53%). Total volume of bonds issues placed amounted to RUB119 billion.

Last week the MICEX Index went up 0.04% to 92.41 points (92.37 points as of October 12, 2012), MICEX MBI CP was up 0.06% to 96.79 points (96.73 points as of October 12, 2012), RGBI was up 0.56% to 134.44 points (133.69 ponts as of October 12, 2012).

The total trading volume on the MICEX-RTS Derivatives Market equaled RUB946 billion or 20 billion contracts. Average daily volume traded on the market was RUB189 billion, which is 0.3% down from the previous week. Index derivatives made 65% of the total trading volume (RUB614 billion), the share of equity derivatives was 5% (RUB 50 billion), FX derivatives equaled 28% (RUB260 billion), the share of interest rate derivatives was 3% (RUB03 billion), the share of commodity derivatives was 2% (RUB19billion).

The last week's bestsellers of the Derivatives Market were the RTS Index futures contract (RTS) with its trading volume reaching RUB612 billion (65%), USD/RUB FX futures contract (Si-) with RUB229 billion (24%), EUR/USD FX futures contract with (ED-) with RUB30 billion (3%), futures on Sberbank ordinary shares (SBR) with with 22 billion (2%), futures on Gazprom ordinary shares (GAZ) with RUB 13 billion (1%). Other derivative instruments were traded for a total of RUB41 billion (4%).

The ruble weakened against the euro, but strengthened against the US dollar last week. The US dollar with tomorrow settlement fell by 17.4 kopecks (037.42%) reaching 30.8059 rubles per dollar. The euro with tomorrow settlement gained 5.2 kopecks (14.84%), reaching 40.2135 rubles per euro as of October 19, 2012.

FX market trading volume totaled RUB 2339 billion per week. The average daily trading volume was RUB468 billion, which is 5.3% up from the previous week. Spot trading volume reached RUB1,119 billion or 47.8% of the total trading volume. Swap operations accounted for 52.2% of the total trading volume (RUB1,220 billion). The USD/RUB transactions made 85.8% of the total trading volume on the market with a total value of RUB2,007 billion, the share of EUR/RUB transactions was RUB307 billion (13.1%), the share of EUR/USD transactions was RUB22 billion (01%), the share of CHY/RUB transactions was RUB0.17 billion (0.01%), the share of transactions in the dual currency basket made RUB2 billion (0.1%).

The Money Market trading volume equaled RUB3,577 billion last week. Average daily trading volume was RUB715 billion, which is 5.2% up from the previous week. Volume of inter-dealer repo transactions on the Money Market amounted to RUB1,483 billion (41.5% from the total trading volume), volume of direct repo transactions with the Bank of Russia was RUB1,942 billion (54.3%), volume of Bank of Russia deposit operations equaled RUB151 billion (4.2%) including Bank of Russia deposits of RUB151 billion and its deposit auctions of RUB 1 billion.).