RTS Announced Index Monthly Wrap Up
OREANDA-NEWS. October 12,
For the last month the RTS Index went up by 6.08% to 1 507.66 points (1 421.21 points on 31 August 2010). Besides, by the end of September RTSI was 20.18% higher compared to its closing level one year ago (1 254.52 points on 30 September 2009). The U.S. Dollar went down 0.85% against the Ruble in September.
In September 2010 44 stocks, out of RTSI’s total 52 constituents, had positive impact on the Index’s dynamics (plus 89.86 index points), 7 securities moved negatively (-3.40 points), the price of 1 stock remained unchanged.
The most positive impact was coming from the growing prices of ordinary shares of JSC “Sberbank Rossii” (plus 21.42 points), JSC “Lukoil” (plus 14.49 points) and JSC “Polymetal” (plus 4.46 points),
Most of the negative impact was coming from the price decline of ordinary shares JSC “Uralkali” (minus 1.74 points)
48.7% of the RTSI total capitalization concentrated in the Oil & Gas Sector. The other large-weight sectors were Finance (19.1%) and Metallurgy (16.0%).
In September the major positive contributors were the securities of Oil & Gas Sector (plus 32.07 points), Finance (plus 27.34 points) and Metallurgy (plus 15.59 points).
RTSI Futures Contract
Trading in RTSI-linked derivatives amounted to RUR 1 792.7 billion or 19.75 million contracts in September 2010. Futures based on RTSI remained the most liquid derivative contracts making up 66.27% of the total FORTS (Futures and Options on the RTS) turnover in cash terms.
With RTSI going up 6.08%, the September contracts (RTS-09.10) grew in price by 4.80%, and December contracts (RTS-12.10) by 6.77%
The exercise of September contracts for RTSI-index happened by the middle of September. The price of exercise was determined on September 15th and was 148 457 points.
In September the RTSI-based futures with the exercise in September traded a little above the level of spot, and the December contracts reached contango only in the second ten-day period. By the end of the month the December futures were 7.43 points in backwardation
Investor’s open interest in the RTSI-based futures measured in contracts decreased by 11.43% compared to the end of August.
The RTS Standard Index
In September 2010 the RTS Standard Index demonstrated positive dynamics.
The RTS Standard Index went up by 4.40% to 9 776,44 points (9 364,41 points on 31 August 2010). By the end of the month the RTS Standard Index was 17.08% higher compared to its closing level one year ago (8 350.36 points on 30 September 2009).
In September 2010 12 stocks, out of the RTS Standard Index total 15 constituents, had positive impact on its dynamics (plus 433.34 index points), 3 securities moved negatively (minus 21.31 points).
The most positive impact was coming from the price increase of ordinary shares of JSC “Sberbank Rossii”, its contribution was plus 162.49 index points, JSC “Lukoil” (plus 106.35 points), JSC “VTB” (plus 34.05 points)
Most of the negative impact was related to the price decline of ordinary shares of JSC “Uralkali” (minus 15.69 points).
Among the blue chips that demonstrated the major growing of prices were JSC “Severstal”, the price increase of its ordinary shares was 20.86%, senior shares of JSC “Surgutneftigaz” – 13.23%, and ordinary shares of JSC “VTB” – 11.17%
The largest falling was demonstrated by the ordinary shares of JSC “Uralkali”, its shares went down 6.09%
55.29% of the RTS Standard Index total capitalization concentrated in the Oil & Gas Sector. The other large-weight sectors were Finance (23.18%) and Metallurgy (13.66%).
Second-tier Stocks
In September 2010 the second-tier shares demonstrated a positive trend.
The RTS-2 Index for the past month went up by 11.79% to 1 952.39 (1 746,41 on 31 August 2010). As of the end of September RTS-2 was 59.83% higher compared to its closing level one year ago (1 221.53 points on 30 September 2009).
Out of 71 constituent stocks on the RTS-2 Index, 51 had positive impact on its dynamics (plus 217.09 index points), 14 had negative impact (minus 11.11 points). The price of 6 stocks remained unchanged.
Most of the positive impact on the RTS-2 Index was coming from growing prices of ordinary shares of JSC “Polymetal” (plus 35.77 points), JSC “Magnit” (plus 21.74 points) and JSC “Holding MRSK” (plus 19.15 points).
Most of the negative impact on the RTS-2 Index was coming from the falling prices of the ordinary shares of JSC “
In terms of weight in RTS-2 Index, the largest
were the following Sectors: the Power Sector
(32.5%), the Consumer Goods & Trading Sector (17.8%), and the Metallurgy (13.5%)
The largest contribution to the growing RTS-
The RTS
In September 2010 the Siberian stock market showed positive dynamics.
For the last month the RTS Siberia Index went up by 5.11% to 862.67 points (820,72 points on 31 August 2010). Besides, by the end of September RTS Siberia Index was 30.30% higher compared to its closing level one year ago (662.04 points on 30 September 2009).
In September 2010 7 stocks, out of RTS Siberia Index’s total 11 constituents, had positive impact on the Index’s dynamics (plus 46.15 index points), 4 securities moved negatively (minus 4.20 points).
Most of the positive impact was coming from the growing prices of ordinary shares JSC “Raspadskaya” (plus 24.12 points), JSC “Sibirtelecom” (plus 9.06 points) and JSC “OGK-3 (plus 8.95 points).
The most negative impact on RTS
Siberia Index was coming from the price
decline of ordinary shares of JSC “Rus Hydro” (minus 2.17 points).
37.7% of the RTS Siberia Index total capitalization concentrated in Metallurgy. The other large-weight sectors were the Power Sector (36.6%) and the Oil & Gas Sector (14.2%).
In September all the sectors represented on the Russian stock market demonstrated positive dynamics.
The leader of growth was Industry Sector – The RTSI Industrial Index went up 20.13%.
Metallurgy and Finance sectors experienced large growth: the RTS Metals & Mining Index gained 10.11% and RTS Finances Index gained 9.38 %.
The RTS Siberia Index went up 5.11%
In September the U.S. Dollar went down 0.85% against the Russian Ruble – to RUR30.40/USD (30.66 on 31 August 2010).
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