RTS Released Index Monthly Wrap Up
OREANDA-NEWS. November 10,
For the last month the RTS Index went up by 5.27% to 1587.14 points (1 507.66 points on 30 September 2010). Besides, by the end of October RTSI was 17.69% higher compared to its closing level one year ago (1 348.54 points on 30 October 2009). The U.S. Dollar went up 0.91% against the Ruble in October.
In October 2010 34 stocks, out of RTSI’s total 50 constituents, had positive impact on the Index’s dynamics (plus 88.11 index points), 16 securities moved negatively (minus 8.64 points), the price of 2 stock remained unchanged.
The most positive impact was coming from the growing prices of ordinary shares of JSC “Sberbank Rossii” (plus 36.59 points), JSC “Gazprom” (plus 10.31 points) and JSC “GMK Norilsk Nickel” (plus 7.49 points),
Most of the negative impact was coming from the price decline of ordinary shares JSC “Lukoil” (minus 2.82 points)
47.3% of the RTSI total capitalization concentrated in the Oil & Gas Sector. The other large-weight sectors were Finance (21.0%) and Metallurgy (15.8%).
In October the major positive contributors were the securities of Finance (plus 45.65 points), Oil & Gas Sector (plus 17.39 points), and Metallurgy (plus 9.65 points).
RTSI Futures Contract
Trading in RTSI-linked derivatives amounted to RUR 2 092.86 billion or 21.89 million contracts in October 2010. Futures based on RTSI remained the most liquid derivative contracts making up 63.68% of the total FORTS (Futures and Options on the RTS) turnover in cash terms.
With RTSI going up 5.278% in October, the December contracts (RTS-12.10) grew in price by 5.24%, and March contracts (RTS-3.11) by 5.31%
In the passed month all the RTSI-based futures traded below the level of spot, and the December futures closed below the main indicator of a stock market, the RTSI, by 0.89 points, and the March futures – by 3.59 points.
The volume of open positions went down by 7.89% compared to the end of September.
The RTS Standard Index
In October 2010 the RTS Standard Index demonstrated positive dynamics.
The RTS Standard Index went up by 7.03% to 10 463.83 points (9 776.44 points on 30 September 2010). By the end of the month the RTS Standard Index was 21.00% higher compared to its closing level one year ago (8 648.04 points on 30 October 2009).
In October 2010 13 stocks, out of the RTS Standard Index total 15 constituents, had positive impact on its dynamics (plus 704.01 index points), 2 securities moved negatively (minus 16.63 points).
The most positive impact was coming from the price increase of ordinary shares of JSC “Sberbank Rossii”, its contribution was plus 314.91 index points, JSC “Gazprom” (plus 100.41 points), JSC “GMK Norilsk Nickel” (plus 70.18 points)
Most of the negative impact was related to the price decline of ordinary shares of JSC “Severstal” (minus 10.58 points).
Among the blue chips that demonstrated the major growing of prices were JSC “Sberbank Rossii”, the price increase of its ordinary shares was 17.67%, ordinary shares of JSC “VTB” – 15.27%, and JSC “Uralkali”– 14.71%
The largest falling was demonstrated by the ordinary shares of JSC “Severstali”, its shares went down by 6.37%
53.35% of the RTS Standard Index total capitalization concentrated in the Oil & Gas Sector. The other large-weight sectors were Finance (25.36%) and Metallurgy (13.49%).
Second-tier Stocks
In October 2010 the second-tier shares demonstrated a positive trend.
The RTS-2 Index for the past month went up by 2.21% to 1 995.51 (1 952.39 on 30 September 2010). As of the end of October RTS-2 was 54.38% higher compared to its closing level one year ago (1 292.56 points on 30 October 2009).
Out of 67 constituent stocks on the RTS-2 Index, 32 had positive impact on its dynamics (plus 85.54 index points), 25 had negative impact (minus 42.42 points). The price of 10 stocks remained unchanged.
Most of the positive impact on the RTS-2 Index was coming from growing prices of ordinary shares of JSC “Holding MRSK” (plus 18.40 points), JSC “Polimetall” (plus 6.71 points) and JSC “MRSK Centra” (plus 6.62 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 (18.3%), and the Metallurgy (13.7%)
The largest contribution to the growing RTS-
The RTS
In October 2010 the Siberian stock market showed positive dynamics.
For the last month the RTS Siberia Index went up by 2.90% to 887.68 points (862.67 points on 30 September 2010). Besides, by the end of October RTS Siberia Index was 29.81% higher compared to its closing level one year ago (683.85 points on 30 October 2009).
In October 2010 9 stocks, out of RTS Siberia Index’s total 11 constituents, had positive impact on the Index’s dynamics (plus 28.02 index points), 2 securities moved negatively (minus 3.01 points).
Most of the positive impact was coming from the growing prices of ordinary shares JSC “GMK Norilsk Nickel” (plus 8.76 points), JSC “Raspadskaya” (plus 6.83 points), JSC “Gazpromneft” (plus 4.06 points).
The most negative impact on RTS Siberia Index was coming from the price decline of ordinary shares of JSC “OGK-
37.3% of the RTS Siberia Index total capitalization concentrated in Metallurgy. The other large-weight sectors were the Power Sector (36.8%) and the Oil & Gas Sector (14.3%).
The RTS Family of Indices
In October all the sectors represented on the Russian stock market demonstrated positive dynamics.
The leader of growth was Finance Sector – The RTS Finances Index went up by 10.24%.
Consumer Goods and Industrials Sectors experienced large growth: the RTS Consumer & Retail Index gained 8.09% and RTS Industrial Index gained 4.26%.
The RTS Siberia Index went up by 2.90%
In October the U.S. Dollar went up by 0.92% against the Russian Ruble – to RUR30.68/USD (30.40 on 30 September 2010).
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