OREANDA-NEWS. Moscow Exchange's indices reflected the positive trend on the Russian stock market in the week to 13 December. The MICEX Index was up 0.28% to 1,452.76 (from 1,448.67 on 6 December), while the dollar-denominated RTS Index gained 0.09% to 1,391.85 (from 1,390.61).

The dollar depreciated 1.09% against the rouble.

Volatility decreased, with the Russian Volatility Index rising 5.86% to 22.02 (from 23.39).

Most key sectors made gains. The largest upturn was in Transport, the sector index of which rose 5.60%. Industrials and Telecommunication climbed a respective 2.84% and 2.20%. The largest loss in Electric Utilities is 1.88%.

The MICEX Innovation Index fell 0.11% to 362.32 (from 362.71).

The Blue Chip Index increased 0.14% to 9,844.75 (from 9,830.66).

The Second Tier Index appreciated 0.31% to 3,025.39 (from 3,016.00). The Broad Market Index rose 0.27% to 1,027.53 (from 1,024.75).

MICEX & RTS Indices: Moscow Exchange's main indices

Moscow Exchange's indices reflected the positive trend on the Russian stock market in the week to 13 December. The MICEX Index was up 0.28% to 1,452.76 (from 1,448.67 on 6 December), while the dollar-denominated RTS Index gained 0.09% to 1,391.85 (from 1,390.61).

The MICEX Index on 13 December was down 0.96% MoM (from 1,466.82) and down 0.69% YoY (from 1,462.87). The RTS Index was down 1.07% MoM (from 1,406.92) and off 7.19% YoY (from 1,499.68).

The RTS Index's increase last week was accompanied by a decrease in volatility, with the Russian Volatility Index (RTSVX) down 5.86%.

The MICEX Index's rise was due mainly to price increases in ordinary shares of Magnit (up 0.25%), LUKOIL (up 0.19%), and preferred shares of Surgutneftegas (up 0.10%).

The turnover of securities included in Moscow Exchange's indices was RUB 170.89 bln, and their market cap totalled RUB 20,529.48 bln.

Of the MICEX Index constituents, 28 pulled the index up (rising a total 0.28%), while 22 incurred losses (totalling 0.81%).

On the sector level, the major positive impact was from consumer goods & retail (up 0.24%) and telecommunication (up 0.18%).

Oil & gas accounted for 48.27% of the MICEX Index's total capitalization. The other heavily weighted sectors were financials (at 21.70%) and telecoms (at 8.41%).

The Blue Chip Index rose in the week to 13 December.

It was up 0.14% WoW to 9,844.75 (from 9,830.66), off 1.64% MoM (from 10,009.32), and down 1.19% YoY (from 9,963.54).

Of the 17 securities included in the Index list, 11 were pulling the Blue Chip Index up at the end of the week (rising a total 0.93%), while 6 made losses (totalling 0.79%).

The largest positive impact on the index was from prices rising for ords of Magnit (up 0.29%) and LUKOIL (up 0.23%).

The largest negative impact was from price gains by ords of GAZPROM (down 0.51%) and Sberbank (off 0.16%).

The oil & gas sector accounted for 53.98% of the Blue Chip Index's total capitalization. The other large weight sectors were financials (22.10%) and telecommunication (7.71%).

The Second Tier Index gained 0.31% during the week to 3,025.39 (from 3,016.00). The Broad Market Index rose 0.27% WoW to 1,027.53 (from 1,024.75).

The Second Tier Index was up 2.89% MoM (from 2,940.30) and down 7.30% YoY (from 3,263.51).

The Broad Market Index was off 0.92% MoM (from 1,037.02) and down 0.79% YoY (from 1,035.66).

Of the 50 securities included in the Second Tier Index, 21 were pulling the index up (with gains totalling 1.35%), while 29 made losses (totalling 1.04%).

The largest positive impact on the Second Tier Index was from gains by Cherkizovo Group (up 0.25%) and TransContainer (up 0.19%).

The heaviest positive impact on the Broad Market Index was from ords of GAZPROM (up 0.25%) and LUKOIL (up 0.19%).

The largest positive impact on the Second Tier Index was from chemicals (rising 0.16%) and consumer goods & retail (up 0.15%).

Electric utilities accounted for 28.29% of the Second Tier Index's total capitalization. The other heavily weighted sectors were consumer goods & retail (19.20%) and oil and gas (11.53%).

The total trading volume in index futures and options on Moscow Exchange's Derivatives Market in the week to 13 December was RUB 599.76 bln, or 6.55 mln contracts.

Last week's trading volume in RTS Index futures, which is the most liquid contract on FORTS, was RUB 499.34 bln, or 5.45 mln contracts.

The RTS Index futures contract traded in backwardation last week. The RTS Index gained 0.09% WoW, while the December and March futures were up a respective 0.03% and 0.09%.

Open interest in RTS Index futures increased 17.59%.

Turnover in MICEX Index futures was RUB 3.09 bln, or 21,175 contracts. Open interest in MICEX Index futures increased 6.48%.

The trading volume in options on RTS Index futures totalled RUB 97.30 bln, or 1,07 mln contracts. Open interest was RUB 239.11 bln, or 2.63 bln contracts. Puts made up 64.56% of the total open interest. The 145,000 strike calls and 135,000 strike puts had the highest open interest.

The open interest in options on RTS index futures rose 9.09%.