OREANDA-NEWS. September 27, 2011. Over the week of September 12-16, 2011, the RTS Index went down by 3.10% to reach 1,574.94 points (1,625.29 points as of September 9, 2011). Most of the negative impact on the RTS Index dynamics was related to the falling prices for ordinary shares of OJSC "Rostelecom" (RTKMS) (down 11.43 points), followed by Gazprom (GAZPS) (down 10.00 points) and Sberbank (SBERS) (down 8.51 points). The RTS Standard Index, the blue chips index, lost 0.45% to reach 10,243.03 points (10,289.02 points as of September 9, 2011). The "second-tier" stock index - RTS-2 experienced a decrease of 3.01% closing at 1,883.72 points (1,942.08 points as of September 9, 2011).

Last week's drop on the stock market was accompanied by an increase of volatility levels when the Russian Volatility Index RTSVX went up by 11.92% to reach 47.22 points (42.19 points as of September 9, 2011).

Last week most of the key economy sectors represented on the Russian stock market demonstrated a negative trend. The largest downturn was reported by the finance sector, with the RTS Finances Index decreasing by 4.71%. A significant decrease was also shown by the industrial and consumer sectors, with the RTS Industrial Index and RTS Consumer & Retail Index going down by 3.17% and 2.61% respectively.

The regional index, RTS Siberia Index, lost 0.54%.

The US dollar appreciated by 3.40% against the ruble to reach 30.50 rubles per US dollar (29.50 rubles as of September 9, 2011).

Index

Closing value 16.09.2011

Weekly change,

%

RTS Index

1,574.94

-3.10%

RTS Standard Index

10,243.03

-0.45%

RTS-2 Index

1,883.72

-3.01%

RTS Metals & Mining Index

297.93

-2.50%

RTS Oil & Gas Index

187.69

-2.06%

RTS Consumer & Retail Index

340.41

-2.61%

RTS Industrial Index

175.39

-3.17%

RTS Finances Index

338.56

-4.71%

RTS Electric Utilities Index

198.02

-2.29%

RTS Siberia Index

852.93

-0.54%

Russian Volatility Index

47.22

11.92%

The total securities trading volume on RTS for the week of September 12-16, 2011 equaled USD9.32 billion (281.44 billion rubles*), including all types of trades. The trading volume on RTS Standard totaled USD2,409.27 million.

The week's top sellers were Sberbank ordinary shares (SBER) with a turnover of USD1,213.12 million (RUB36,684.01 million) followed by Gazprom ordinary shares (GAZP) with a turnover of USD602.08 million (RUB18,195.05 million) and ordinary shares of OAO "LUKOIL" (LKOH) with a turnover of USD257.75 million (RUB7,803.02 million). The share of each security in the total trading volume made up 49.83%, 24.73% and 10.59% respectively.

The week's top gainers were ordinary shares of Surgutneftegas (SNGSS) that went up by 8.60% to RUB25.346, OJSC Uralkali (URKAS) that added 5.13% to reach RUB290.08 and Tatneft (TATNS) that grew by 2.86% to RUB162.01.

The week's top losers were ordinary shares of OJSC "Rostelecom" (RTKMS) that fell 7.58% to reach RUB162.66 followed by preferred shares of Sberbank (SBERPS) that lost 5.70% to reach RUB65.46 and "FGC UES ", JSC (FEESS) that shed 4.40% to reach RUB0.2649.

* The data is received by conversion of daily dollar turnovers into rubles

Trading volume of securities on RTS, mln dollars

 

Week

Week

 

 

September 12-16

September 5-9

Change, %

RTS Classica and T+0 Market

 

 

 

turnover

25.21

19.40

29.94%

RTS Standard turnover

2,409.27

2,059.26

17.00%

Volume of OTC trades

6,883.22

2,510.56

174.17%

Total

9,317.70

4,589.22

103.03%

RTS Stock Market Weekly Best Sellers (12.09.11 - 16.09.11)

Ticker

Company name

Weekly trading volume

Share in RTS

RUB

USD

SBER

Sberbank, ordinary

36,684,011,461

1,213,116,814

49.83%

GAZP

OAO Gazprom, ordinary

18,195,051,659

602,077,279

24.73%

LKOH

OAO "LUKOIL", ordinary

7,803,017,309

257,751,780

10.59%

GMKN

OJSC "MMC "NORILSK NICKEL", ordinary

3,741,563,064

123,691,007

5.08%

ROSN

OJSC "OC "Rosneft", ordinary

2,233,722,768

73,899,938

3.04%

VTBR

JSC VTB Bank, ordinary

1,204,120,883

39,860,408

1.64%

SNGS

Surgutneftegas, ordinary

1,179,766,465

38,983,927

1.60%

SBERP

Sberbank, preferred

956,147,163

31,649,104

1.30%

RSTRS

Troika Dialog AM, "Troika Dialog - RTS Standard Index", fund units

513,407,279

17,026,290

0.70%

SNGSP

Surgutneftegas, preferred

157,316,191

5,197,306

0.21%

Weekly Top Gainers (12.09.11 - 16.09.11)

Ticker

Company name

Last price, RUB

Change

Weekly volume

RUB

USD

SNGSS

Surgutneftegas, ordinary

25.346

8.60%

1,179,766,465

38,983,927

URKAS

OJSC Uralkali, ordinary

290.08

5.13%

139,441,441

4,606,588

TATNS

Tatneft, ordinary

162.01

2.86%

71,999,733

2,379,389

SNGSPS

Surgutneftegas, preferred

15.05

2.43%

157,316,191

5,197,306

HYDRS

JSC "RusHydro", ordinary

1.268

2.09%

109,650,663

3,630,203

Weekly Top Losers (12.09.11 - 16.09.11)

Ticker

Company name

Last price, RUB

Change

Weekly volume

RUB

USD

RTKMS

OJSC "Rostelecom", ordinary

162.66

-7.58%

44,854,848

1,507,304

SBERPS

Sberbank, preferred

65.46

-5.70%

956,147,163

31,649,104

FEESS

"FGC UES ", JSC, ordinary

0.2649

-4.40%

61,316,619

2,020,658

ROSNS

Rosneft, ordinary

213.24

-3.59%

2,233,722,768

73,899,938

SIBNS

JSC Gazprom Neft, ordinary

131.00

-2.88%

331,739

10,959

RTS Stock Market Leading Operators

The top three leading operators on RTS Classica: 1 - Troika Dialog, 2 - CJSC VTB Capital, 3 - CentroCredit Bank.

RTS Classica Leading Operators (12.09.11 - 16.09.11)

Week's rating September 12-16

Week's rating September 5-9

Code

Company name

1

1

TROY

Troika Dialog

2

4

VTBC

CJSC VTB Capital

3

2

CKBN

CentroCredit Bank

4

5

DBRU

Deutsche Bank Ltd.

5

8

OPEN

OTKRITIE Brokerage house JSC

6

16

FINA

Investment Company FINAM CJSC

7

3

RENC

Renaissance Broker

8

10

ABSI

ABSOLUT INVEST

9

--

MTRF

METROPOL IFCo. Ltd.

10

12

PSTR

POLAR STAR IFC

11

20

NKOL

URALSIB Capital Limited Liability Company

12

--

JPMS

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

13

14

MONO

MONOLIT

14

7

BROK

Brokercreditservice Ltd.

15

11

CITF

KIT Finance Ltd.

16

19

ALFC

ALFA-BANK

17

--

MLSE

OOO Merrill Lynch Securities

18

18

ATLN

ATON LLC

19

9

CITG

Citi Group Global Markets ZAO

20

21

VELS

IC VELES Capital

21

--

MEIN

Metallinvestbank OJSCo SKB

22

15

BUBS

UBS Securities CJSC

23

--

AKBF

AK BARS Finance

24

--

BARS

AK BARS Bank

25

--

VITS

VITUS IC LTD