OREANDA-NEWS. July 8 2011. For the II Quarter of 2011 the trading volume on the RTS Stock Market reached USD137.87 billion (RUB3.86 trillion), including all types of trades. For the same period the average daily trading volume on the RTS Stock Market reached USD2.22 billion. The trading volume on RTS Standard totaled USD29,146.46 million.

On June 30, 2011 the RTS Index closed at 1,906.71 points, which is a 6.73% decrease on its value as of March 31, 2011 (2,044.20 points). The RTS Standard Index ended up at 11,361.49 points, 8.46% down on its value as of March 31, 2011 (12,411.57 points). Over the reviewed period the second-tier stock index, RTS-2 Index, lost 6.40% to reach 2,206.14 points (2,357.10 points as of March 31, 2011).

In the II Quarter a drop on the stock market was accompanied by a decrease of volatility levels when the Russian Volatility Index RTSVX went down by 6.08% to reach 22.76 points (24.23 points as of March 31, 2011).

Last quarter all the key economy sectors represented on the Russian stock market demonstrated a negative trend. The largest decrease was reported by the industrial sector, with the RTS Industrial Index lost 12.97%. A substantial downturn was also shown by the finance and power sectors, with the RTS Finances Index and RTS Electric Utilities Index going up by 11.28% and 9.51% respectively.

Last quarter the US dollar depreciated by 1.24% against the ruble to reach 28.08 rubles per US dollar (28.43 rubles as of March 31, 2011).

Index

Closing

value 30.06.2011

Quarterly change, %

RTS Index

1,906.71

-6.73%

RTS Standard Index

11,361.49

-8.46%

RTS-2 Index

2,206.14

-6.40%

RTS Metals & Mining Index

357.24

-5.18%

RTS Oil & Gas Index

221.28

-8.63%

RTS Consumer & Retail Index

420.25

-5.93%

RTS Industrial Index

207.88

-12.97%

RTS Telecom Index

436.47

-11.28%

RTS Finances Index

246.80

-9.51%

RTS Electric Utilities Index

898.16

-8.50%

Russian Volatility Index

22.76

-6.08%

The quarter’s top sellers were Sberbank ordinary shares (SBER) with a turnover of USD12,367.04 million followed by Gazprom ordinary shares (GAZP) with a turnover of USD8,393.81 million and ordinary shares of JSC  “LUKOIL” (LKOH) with a turnover of USD2,682.92 million. The share of each security in the total trading volume made up 41.86%, 28.41% and 9.08% respectively.

The top three leading operators on RTS Classica in the II Quarter of 2011 were Troika Dialog, Deutsche Securities ZAO and CentroCredit Bank.

The top three leading operators on RTS Standard in the II Quarter of 2011 were OTKRITIE Brokerage house JSC, Troika Dialog and ALOR INVEST Ltd.

RTS Stock Market Best Sellers: II Quarter 2011

Ticker

Company name

Trading volume, dollars

Share
in RTS

SBER

Sberbank, ordinary

12,367,041,080

41.86%

GAZP

Gazprom, ordinary

8,393,809,695

28.41%

LKOH

OAO "LUKOIL", ordinary

2,682,920,030

9.08%

ROSN

OJSC "OC "Rosneft", ordinary

1,457,154,084

4.93%

GMKN

OJSC "MMC "NORILSK NICKEL", ordinary

1,286,307,722

4.35%

SBERP

Sberbank, preferred

734,638,889

2.49%

SNGS

Surgutneftegas, ordinary

648,456,443

2.19%

VTBR

JSC VTB Bank, ordinary

563,332,771

1.91%

RSTRS

Troika Dialog AM, “Troika Dialog – RTS Standard Index”, fund units

537,774,941

1.82%

PLZL

OJSC "Polyus Gold", ordinary

264,083,614

0.89%

RTS Classica Leading Operators: II Quarter 2011

II Quarter 2011

I Quarter 2011

Ticker

Company name

1

1

TROY

Troika Dialog

2

2

DBRU

Deutsche Securities ZAO

3

5

CKBN

CentroCredit Bank

4

4

RENC

Renaissance Broker

5

3

CITG

Citi Group Global Markets ZAO

6

26

FINA

Investment Company FINAM CJSC

7

9

BUBS

UBS Securities CJSC

8

7

VTBC

CJSC VTB Capital

9

19

PRSP

PROSPECT INVESTMENT CO

10

6

CSSM

LLC "Credit Suisse Securities (Moscow)"

11

12

NKOL

URALSIB Capital Limited Liability Company

12

21

OPEN

OTKRITIE Brokerage house JSC

13

18

MTRF

METROPOL IFCo. Ltd.

14

15

PSTR

POLAR STAR IFC

15

17

RMGS

Rye, Man and Gor

16

23

MLSE

LLC  Merrill Lynch Securities

17

30

MONO

MONOLIT

18

10

JPMS

CB "J.P. Morgan Bank International" (LLC)

19

11

UNCR

UniCredit Securities CJSC

20

8

CITF

KIT Finance Ltd.

21

20

INGB

ING BANK (EURASIA) ZAO

22

27

SOVL

SOVLINK LLC

23

28

ATLN

ATON LLC

24

29

ALFC

ALFA-BANK

25

22

BROK

Brokercreditservice Ltd.

RTS Standard Leading Operators: II Quarter 2011

II Quarter 2011

I Quarter 2011

Ticker

Company name

1

1

OPEN

OTKRITIE Brokerage house JSC

2

2

TROY

Troika Dialog

3

3

ALOR

ALOR INVEST Ltd

4

4

OLMA

OLMA Investment Firm

5

5

ITIN

JSC "Investment Company "ITInvest"

6

6

FINA

Investment Company FINAM CJSC

7

7

BROK

Brokercreditservice Ltd.

8

10

CITF

KIT Finance Ltd.

9

21

INSI

Instroyinvest IMC

10

8

INFA

Infina Investment Company JSC

11

9

MEIN

Metallinvestbank OJSCo SKB

12

11

DBRU

Deutsche Bank Ltd.

13

15

FMCS

NETTRADER LLC

14

17

ZERH

Zerich Capital Management IC OJSC

15

16

BDAL

ABH

16

26

USIB

LLC "URALSIB Capital - Financial Services"

17

19

OCTN

Octan-Broker

18

12

SOLD

Solid

19

14

PITT

JSC "Piter Trust Investment Company"

20

20

RICF

RIC-Finance

21

25

FORC

Fora-Capital

22

18

VTBC

CJSC VTB Capital

23

27

ALFC

ALFA-BANK

24

29

AKBF

AK BARS Finance

25

13

MABM

"IJS BANK"